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Testing heteroskedasticity for predictive regressions with nonstationary regressors. (2021). Cai, Zongwu ; Zhang, Zhengyi ; Hong, Shaoxin.
In: Economics Letters.
RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000586.

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  13. Testing heteroskedasticity for predictive regressions with nonstationary regressors. (2021). Cai, Zongwu ; Zhang, Zhengyi ; Hong, Shaoxin.
    In: Economics Letters.
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  23. The scale of predictability. (2018). Perron, Benoit ; Bandi, F M ; Tebaldi, C ; Tamoni, Andrea.
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