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Bonferroni-type tests for return predictability with possibly trending predic...
Data and Gauss programs to run tests for predictability outlined in the paper "Bonferroni-type tests for return predictability with possibly trending predictors" by Robert... -
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper
