Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions
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2005 ◽
Vol 22
(6)
◽
pp. 1208
◽
2017 ◽
Vol 61
◽
pp. 208-222
◽
2017 ◽
Vol 60
(4)
◽
pp. 791-806
◽
Keyword(s):