Matei Demetrescu

Technical University of Dortmund

Friedrich-Wöhler-Weg 6

Dortmund, 44227

Germany

SCHOLARLY PAPERS

2

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283

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0

Scholarly Papers (2)

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1.

Fixed Effects, Lagged Dependent Variables, and Bracketing: A Cautionary Note

USAEE Working Paper No. 23-595
Number of pages: 38 Posted: 27 Jul 2023
Matei Demetrescu, Manuel Frondel, Lukas Tomberg and Colin Vance
Technical University of Dortmund, RWI Leibniz Institute for Economic Research, RWI - Leibniz Institute for Economic Research and RWI – Leibniz-Institute for Economic Research
Downloads 176 (368,003)

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Monte Carlo simulation, treatment effect, bracketing

2.

(Structural) VAR Models with Ignored Changes in Mean and Volatility

Number of pages: 50 Posted: 29 Apr 2020
Matei Demetrescu and Nazarii Salish
Technical University of Dortmund and Charles III University of Madrid - Department of Economics
Downloads 107 (549,920)

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Nonstationarity, High-order autoregression, Identification, Truncation