Long‐run predictability tests are even worse than you thought
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DOI: 10.1002/jae.2930
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Cited by:
- Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org.
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