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Matei Demetrescu · Study
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Author
Matei Demetrescu
8 works
· latest 2022
· 4 institutions
cluster: provisional
ORCID 0000-0003-0815-5384
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Citations
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Most cited in this library
Combining Significance of Correlated Statistics with Application to Panel Data*
2006 · 90 citations
LONG MEMORY TESTING IN THE TIME DOMAIN
2007 · 80 citations
Instrumental variable and variable addition based inference in predictive regressions
2015 · 57 citations
A simple nonstationary-volatility robust panel unit root test
2012 · 45 citations
Testing for episodic predictability in stock returns
2020 · 44 citations
Works
8 shown
Monitoring Value-at-Risk and Expected Shortfall Forecasts
Management Science
·
2022
·
2 authors
35
citations
Testing for episodic predictability in stock returns
Journal of Econometrics
·
2020
·
4 authors
·
Open access
44
citations
Instrumental variable and variable addition based inference in predictive regressions
Journal of Econometrics
·
2015
·
2 authors
57
citations
A simple nonstationary-volatility robust panel unit root test
Economics Letters
·
2012
·
2 authors
·
Open access
45
citations
On the Dickey–Fuller test with White standard errors
Statistical Papers
·
2008
·
1 author
15
citations
LONG MEMORY TESTING IN THE TIME DOMAIN
Econometric Theory
·
2007
·
3 authors
80
citations
Effect of neglected deterministic seasonality on unit root tests
Statistical Papers
·
2007
·
2 authors
15
citations
Combining Significance of Correlated Statistics with Application to Panel Data*
Oxford Bulletin of Economics and Statistics
·
2006
·
3 authors
90
citations