Finding 8321Emerging EvidenceValidation V0
U.S. data (1952--2025) reveal long-run return predictability from inflation, confirmed by EL1 and IVX. Short-horizon quantile test avoids instruments but requires i.i.d. errors; drawbacks include EL2 inefficiency and EL1 conservatism.
75%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting75% linkage confidence
U.S. data (1952--2025) reveal long-run return predictability from inflation, confirmed by EL1 and IVX. Short-horizon quantile test avoids instruments but requires i.i.d. errors; drawbacks include EL2 inefficiency and EL1 conservatism.
key_findings bullet 3 · key_findings
Inspect source: Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.