Referenzen
26.
Matei Demetrescu und Uwe Hassler
(When) do long autoregressions account for neglected changes in parameters?
Econometric Theory, 32(6):1317--1348
2016
25.
Matei Demetrescu und Ulrich Homm
Directed tests of no cross-sectional correlation in large-N panel data models
J. Appl. Econometrics, 31(1):4--31
2016
24.
Matei Demetrescu und Philipp Sibbertsen
Inference on the long-memory properties of time series with non-stationary volatility
Econom. Lett., 144:80--84
2016
23.
Matei Demetrescu und Christoph Hanck
Robust inference for near-unit root processes with time-varying error variances
Econometric Rev., 35(5):751--781
2016
22.
Jörg Breitung und Matei Demetrescu
Instrumental variable and variable addition based inference in predictive regressions
J. Econometrics, 187(1):358--375
2015
21.
Benjamin Born und Matei Demetrescu
Recursive adjustment for general deterministic components and improved cointegration rank tests
J. Time Ser. Econom., 7(2):143--179
2015
20.
Matei Demetrescu
Enhancing the local power of IVX-based tests in predictive regressions
Econom. Lett., 124(2):269--273
2014
19.
Matei Demetrescu, Christoph Hanck und Adina I. Tarcolea
IV-based cointegration testing in dependent panels with time-varying variance
J. Time Series Anal., 35(5):393--406
2014
18.
Matei Demetrescu und Christoph Hanck
Nonlinear IV panel unit root testing under structural breaks in the error variance
Statist. Papers, 54(4):1043--1066
2013
17.
Matei Demetrescu und Robinson Kruse
The power of unit root tests against nonlinear local alternatives
J. Time Series Anal., 34(1):40--61
2013
16.
Matei Demetrescu und Christoph Hanck
A simple nonstationary-volatility robust panel unit root test
Econom. Lett., 117(1):10--13
2012
15.
Matei Demetrescu und Christoph Hanck
Unit root testing in heteroscedastic panels using the Cauchy estimator
J. Bus. Econom. Statist., 30(2):256--264
2012
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