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Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2025) Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach. Journal of Econometrics, 249 (B). p. 106002. DOI https://doi.org/10.1016/j.jeconom.2025.106002



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