Matei Demetrescu

Available identifiers

zbMath Open demetrescu.mateiMaRDI QIDQ379928

List of research outcomes

Publication	Date of Publication	Type
Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator	2025-01-20	Paper
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions	2024-10-17	Paper
Transformed regression-based long-horizon predictability tests	2023-11-17	Paper
Extensions to IVX methods of inference for return predictability	2023-11-17	Paper
Testing for constant correlation of filtered series under structural change	2022-06-24	Paper
Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances	2022-06-07	Paper
Autoregressive spectral estimates under ignored changes in the mean	2022-03-17	Paper
Testing for episodic predictability in stock returns	2022-03-16	Paper
Residual-augmented IVX predictive regression	2022-03-16	Paper
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions	2022-03-04	Paper
FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS	2021-09-10	Paper
Asymptotic normal tests for integration in panels with cross-dependent units	2020-10-12	Paper
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost	2020-09-29	Paper
Inference on the long-memory properties of time series with non-stationary volatility	2018-09-03	Paper
Recursive adjustment for general deterministic components and improved cointegration rank tests	2018-02-07	Paper
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?	2017-05-10	Paper
Instrumental variable and variable addition based inference in predictive regressions	2015-09-01	Paper
IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE	2015-03-04	Paper
Enhancing the local power of IVX-based tests in predictive regressions	2015-01-12	Paper
Joint forecasts of Dow Jones stocks under general multivariate loss function	2014-04-14	Paper
Nonlinear IV panel unit root testing under structural breaks in the error variance	2013-11-11	Paper
The power of unit root tests against nonlinear local alternatives	2013-10-09	Paper
Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes	2013-06-14	Paper
A simple nonstationary-volatility robust panel unit root test	2012-12-27	Paper
On the Dickey-Fuller test with white standard errors	2012-09-23	Paper
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term	2009-12-22	Paper
Bias correction for the regression-based LM fractional integration test	2009-10-09	Paper
LONG MEMORY TESTING IN THE TIME DOMAIN	2009-06-11	Paper
Fiducial inference: an approach based on bootstrap techniques	2009-02-16	Paper
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss	2008-12-11	Paper
Loss Reduction in Point Estimation Problems	2008-02-15	Paper
Approximating unknown functions when fitting errors involve costs	2007-11-05	Paper
Effect of neglected deterministic seasonality on unit root tests	2007-10-23	Paper
Determining the Parameters of a Multinomial Distribution: The Fiducial Approach	2007-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q4664270	2005-04-05	Paper

Research outcomes over time

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