Robust Inference for Time Varying Predictability: A Sieve-IVX Approach
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2025-04-21 (Econometrics)
- NEP-ETS-2025-04-21 (Econometric Time Series)
- NEP-MAC-2025-04-21 (Macroeconomics)
- NEP-SEA-2025-04-21 (South East Asia)
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