Drawing statistical inference on the coefficients of a short- or long-horizon predictive regression with persistent regressors by using the IVX method of Magdalinos and Phillips (2009) doi:10.1017/S0266466608090154 and Kostakis, Magdalinos and Stamatogiannis (2015) doi:10.1093/rfs/hhu139.
Useful links:
Maintainer: Kostas Vasilopoulos k.vasilopoulo@gmail.com
Authors:
Efthymios Pavlidis e.pavlidis@lancaster.ac.uk