Access Statistics for Matei Demetrescu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term 1 9 41 79 4 18 98 141
Total Working Papers 1 9 41 79 4 18 98 141


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss 1 1 2 12 2 3 13 62
Bias correction for the regression-based LM fractional integration test 0 0 1 2 2 2 8 19
Combining Significance of Correlated Statistics with Application to Panel Data 1 3 12 32 7 12 57 221
LONG MEMORY TESTING IN THE TIME DOMAIN 0 2 12 12 2 7 27 27
Optimal forecast intervals under asymmetric loss 0 1 4 18 1 3 8 52
Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates 0 0 0 0 2 4 11 11
Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? 1 2 7 21 2 6 27 85
Total Journal Articles 3 9 38 97 18 37 151 477
2 registered items for which data could not be found


Statistics updated 2009-11-04