Alex Maynard

Available identifiers

Publication	Date of Publication	Type
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks	2025-01-20	Paper
Inference in predictive quantile regressions	2025-01-16	Paper
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach	2022-05-31	Paper
Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets	2020-11-10	Paper
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000	2018-12-14	Paper
Persistence-robust surplus-lag Granger causality testing	2017-05-12	Paper
Localized level crossing random walk test robust to the presence of structural breaks	2012-12-30	Paper
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE	2010-04-08	Paper
A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests	2008-04-04	Paper

This page was built for person: Alex Maynard