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Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
Demetrescu, Matei; Hanck, Christoph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 256-265
Persistent link: https://www.econbiz.de/10009976550
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A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei; Hanck, Christoph - In: Economics letters 117 (2012) 1, pp. 10-14
Persistent link: https://www.econbiz.de/10010018161
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Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten
Hassler, Uwe; Demetrescu, Matei - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 4, pp. 413-426
Persistent link: https://www.econbiz.de/10005921365
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Optimal forecast intervals under asymmetric loss
Demetrescu, Matei - In: Journal of forecasting 26 (2007) 4, pp. 227-238
Persistent link: https://www.econbiz.de/10007750097
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LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe; … - In: Econometric theory 24 (2008) 1, pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
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Bias correction for the regression-based LM fractional integration test
Demetrescu, Matei; Tarcolea, Adina I. - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 92 (2008) 1, pp. 91-100
Persistent link: https://www.econbiz.de/10008352323
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti - In: The econometrics journal 12 (2009) 3, pp. 414-435
Persistent link: https://www.econbiz.de/10008336838
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Combining Significance of Correlated Statistics with Application to Panel Data
Demetrescu, Matei; Hassler, Uwe; Tarcolea, Adina-Ioana - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 647-664
Persistent link: https://www.econbiz.de/10007292984
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Asymptotic normal tests for integration in panels with cross-dependent units
Hassler, Uwe; Demetrescu, Matei; Tarcolea, Adina I. - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 95 (2011) 2, pp. 187-205
Persistent link: https://www.econbiz.de/10008993826
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Pitfalls of post-model-selection testing: experimental quantification
Demetrescu, Matei; Hassler, Uwe; Kuzin, Vladimir - In: Empirical economics : a journal of the Institute for … 40 (2011) 2, pp. 359-373
Persistent link: https://www.econbiz.de/10008887110