istical 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)
<a href='doi:10.1017/S0266466608090154'>doi:10.1017/S0266466608090154</a> and Kostakis, Magdalinos and
Stamatogiannis (2015) <a href='doi:10.1093/rfs/hhu139'>doi:10.1093/rfs/hhu139</a>.</p>
    </div>



    <h2 class="hasAnchor" id="see-also"><a class="anchor" href="#see-also"></a>See also</h2>

    <div class='dont-index'><p>Useful lin