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DP9570	Nonparametric Predictive Regression Author(s): Elena Andreou, Ioannis Kasparis and Peter C. B. Phillips Published: July 2013
DP3671	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? Author(s): Atsushi Inoue and Lutz Kilian Published: December 2002

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