APA (7th ed.) Citation

Demetrescu, M., Rodrigues, P. M., & Taylor, A. R. (2023). Transformed regression-based long-horizon predictability tests. Journal of econometrics, 237(2), 105316. https://doi.org/10.1016/j.jeconom.2022.06.006

Chicago Style (17th ed.) Citation

Demetrescu, Matei, Paulo M.M Rodrigues, and A.M. Robert Taylor. "Transformed Regression-based Long-horizon Predictability Tests." Journal of Econometrics 237, no. 2 (2023): 105316. https://doi.org/10.1016/j.jeconom.2022.06.006.

MLA (9th ed.) Citation

Demetrescu, Matei, et al. "Transformed Regression-based Long-horizon Predictability Tests." Journal of Econometrics, vol. 237, no. 2, 2023, p. 105316, https://doi.org/10.1016/j.jeconom.2022.06.006.