Matei Demetrescu

Goethe University Frankfurt - Faculty of Economics and Business Administration

Statistics and Econometric Methods

Frankfurt am Main

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

44

SSRN CITATIONS
Rank 35,332

SSRN RANKINGS

Top 35,332

in Total Papers Citations

4

CROSSREF CITATIONS

19

Scholarly Papers (7)

1.

Residual-Based Inference on Moment Hypotheses, With an Application to Testing for Constant Correlation

Number of pages: 26 Posted: 17 Feb 2018
Matei Demetrescu and Dominik Wied
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Cologne
Downloads 25 (607,757)

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2.

Combining Significance of Correlated Statistics with Application to Panel Data

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 5, pp. 647-663, October 2006
Number of pages: 17 Posted: 17 Sep 2006
Matei Demetrescu, Uwe Hassler and Adina-Ioana Tarcolea
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 11 (709,814)
Citation 1
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3.

Predictive Regressions Under Asymmetric Loss: Factor Augmentation and Model Selection

Bank of England Working Paper No. 723
Number of pages: 39 Posted: 25 May 2018
Matei Demetrescu and Sinem Hacioglu Hoke
Goethe University Frankfurt - Faculty of Economics and Business Administration and Bank of England
Downloads 7 (741,316)
Citation 1

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Predictive regressions, many predictors, cost-of-error function, latent variables, volatility

4.

The Power of Unit Root Tests Against Nonlinear Local Alternatives

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 40-61, 2013
Number of pages: 22 Posted: 23 Dec 2012
Matei Demetrescu and Robinson Kruse
Goethe University Frankfurt - Faculty of Economics and Business Administration and Aarhus University
Downloads 1 (793,321)
Citation 2
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Nonlinear models, stochastic trend, near integration, persistent nonlinearity, local power, C12 (Hypothesis Testing), C22 (Time‐Series Models)

5.

Multiple Testing for No Cointegration Under Nonstationary Volatility

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 3, pp. 485-513, 2018
Number of pages: 29 Posted: 08 May 2018
Matei Demetrescu and Christoph Hanck
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Dortmund - Department of Statistics
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6.

IV‐Based Cointegration Testing in Dependent Panels with Time‐Varying Variance

Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 393-406, 2014
Number of pages: 14 Posted: 27 Aug 2014
Matei Demetrescu, Christoph Hanck and Adina I. Tarcolea
Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Dortmund - Department of Statistics and Goethe University Frankfurt
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heteroskedasticity, dependent units, cointegration, instrumental variable

7.

Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 287-297, 2014
Number of pages: 11 Posted: 08 Mar 2014
Matei Demetrescu and Mu‐Chun Wang
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Hamburg - Faculty of Economics and Business Administration
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