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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.
| Citation | ivx citation info |
| github.com/kvasilopoulos/ivx | |
| Bug report | File report |
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