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Jihyun Kim

Indiana University, Robert H. McKinney School of Law, Students

JD Candidate (2017)

Indianapolis, ID 46202

United States

SCHOLARLY PAPERS

1

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52

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0

Scholarly Papers (1)

1.

New Robust Inference for Predictive Regressions

Number of pages: 50 Posted: 03 Jun 2020 Last Revised: 01 Nov 2021
affiliation not provided to SSRN, Indiana University, Robert H. McKinney School of Law, Students and National Research University – Higher School of Economics (HSE University)
Downloads 52 (1,041,696)

Abstract:

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predictive regression, robust inference, near nonstationarity, heavy tails, nonstationary volatility, endogeneity