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<meta property="og:title" content="Robust Econometric Inference — ivx-package" />
<meta property="og:description" content="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
Stamatogianni