Browsen in EconStor gesamt nach Autor:innen Demetrescu, Matei
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Erscheinungsjahr | Titel | Autor:innen |
2010 | Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator | Demetrescu, Matei; Hanck, Christoph |
2012 | IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance | Hanck, Christoph; Demetrescu, Matei; Tarcolea, Adina |
2014 | Inference on the long-memory properties of time series with non-stationary volatility | Demetrescu, Matei; Sibbertsen, Philipp |
2015 | Testing heteroskedastic time series for normality | Demetrescu, Matei; Kruse, Robinson |
2015 | Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility | Hanck, Christoph; Demetrescu, Matei; Kruse, Robinson |
2017 | Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test | Demetrescu, Matei; Leppin, Julian Sebastian; Reitz, Stefan |
2020 | Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence | Demetrescu, Matei; Roling, Christoph; Titova, Anna |
2022 | Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters | Demetrescu, Matei; Hanck, Christoph; Kruse‐Becher, Robinson |
2023 | Tests of no cross-sectional error dependence in panel quantile regressions | Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, Paulo M. M. |
2025 | Fixed effects, lagged dependent variables, and bracketing: Cautionary remarks | Demetrescu, Matei; Frondel, Manuel; Tomberg, Lukas; Vance, Colin |