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
Cross-Sectional Error Dependence in Panel Quantile Regressions 1 1 5 45 2 6 18 74
Extensions to IVX Methods of Inference for Return Predictability 0 0 0 50 2 4 6 89
Extensions to IVX methods of inference for return predictability 0 0 0 17 1 24 26 84
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 1 9 12 70
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 1 4 6 152
Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test 0 0 0 23 2 12 15 153
IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance 0 0 0 39 0 9 13 113
Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility 0 0 1 52 0 8 12 94
Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models 1 1 2 128 5 7 11 60
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach 0 0 7 37 0 6 25 57
Predictive regressions under asymmetric loss: factor augmentation and model selection 0 0 1 40 2 8 12 90
Residual-augmented IVX predictive regression 0 0 0 48 10 10 18 157
Testing for Episodic Predictability in Stock Returns 0 0 0 28 2 13 14 122
Testing for Episodic Predictability in Stock Returns 0 0 0 55 5 18 21 121
Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term 0 0 0 139 0 4 6 324
Testing heteroskedastic time series for normality 0 0 0 43 2 9 12 98
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 1 1 34 1 5 9 64
Tests of no cross-sectional error dependence in panel quantile regressions 0 1 5 18 4 13 28 51
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 2 6 6 132
Transformed Regression-based Long-Horizon Predictability Tests 0 0 0 47 1 9 14 65
Total Working Papers 2 4 22 967 43 184 284 2,170

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Structural) VAR models with ignored changes in mean and volatility 1 1 1 1 2 10 17 23
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? 0 0 2 14 1 6 9 47
A simple nonstationary-volatility robust panel unit root test 0 0 1 16 0 2 3 78
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss 0 0 0 21 0 4 5 103
Asymptotic normal tests for integration in panels with cross-dependent units 0 0 0 17 0 1 2 92
Autoregressive spectral estimates under ignored changes in the mean 0 0 0 1 5 8 9 17
Bias correction for the regression-based LM fractional integration test 0 0 0 7 0 7 8 67
Bias corrections for exponentially transformed forecasts: Are they worth the effort? 1 2 2 13 1 7 11 59
Combining Significance of Correlated Statistics with Application to Panel Data* 0 0 1 95 1 6 9 455
Determining the Parameters of a Multinomial Distribution: The Fiducial Approach 0 0 0 5 1 3 4 39
Directed Tests of No Cross‐Sectional Correlation in Large‐N Panel Data Models 0 0 1 4 0 3 5 40
Effect of neglected deterministic seasonality on unit root tests 0 0 0 8 2 9 11 59
Enhancing the local power of IVX-based tests in predictive regressions 0 0 0 23 0 12 14 79
Extensions to IVX methods of inference for return predictability 0 0 0 0 1 6 10 14
FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS 0 0 1 5 2 3 4 16
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions 0 0 0 4 2 4 6 24
IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE 0 0 0 2 2 5 8 34
Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts 0 1 1 18 0 7 10 63
Inference on the long-memory properties of time series with non-stationary volatility 0 0 1 8 1 6 8 37
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 1 6 12 151
Is U.S. real output growth non-normal? A tale of time-varying location and scale 0 0 0 1 1 7 7 10
Joint forecasts of Dow Jones stocks under general multivariate loss function 0 0 0 17 0 1 3 135
LONG MEMORY TESTING IN THE TIME DOMAIN 0 0 1 72 0 6 9 191
Loss Reduction in Point Estimation Problems 0 0 0 1 1 2 4 17
Monitoring Value-at-Risk and Expected Shortfall Forecasts 1 7 17 47 3 18 34 85
Multiple Testing for No Cointegration under Nonstationary Volatility 0 0 0 3 1 3 5 35
Nonlinear IV panel unit root testing under structural breaks in the error variance 0 0 0 3 0 8 10 52
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions 0 0 1 3 2 4 8 21
On the Dickey–Fuller test with White standard errors 0 0 0 29 4 10 14 108
Optimal forecast intervals under asymmetric loss 0 0 0 28 0 2 5 114
Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes 0 0 0 25 1 5 7 90
Panel unit root testing and the martingale difference hypothesis for German stocks 0 0 0 49 2 7 12 235
Pitfalls of post-model-selection testing: experimental quantification 0 0 0 37 2 4 8 126
Predictive regressions under asymmetric loss: Factor augmentation and model selection 0 0 0 7 1 5 7 46
Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests 0 0 0 11 0 4 8 56
Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence 0 0 0 6 3 8 11 38
Residual-augmented IVX predictive regression 0 0 1 4 1 5 8 23
Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances 0 0 0 7 2 3 5 28
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters 0 0 0 2 2 5 8 18
Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten 0 0 0 22 1 6 6 125
Testing for constant correlation of filtered series under structural change 0 0 0 4 0 5 5 20
Testing for episodic predictability in stock returns 0 0 0 5 4 12 15 42
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration 0 0 0 5 0 10 11 31
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost 0 0 0 15 0 9 12 80
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term 0 0 0 38 0 1 4 195
Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss 0 1 1 1 0 7 11 11
The power of unit root tests against nonlinear local alternatives 0 0 0 12 2 8 8 53
Transformed regression-based long-horizon predictability tests 0 0 0 1 1 4 8 14
Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator 0 0 0 6 0 6 9 48
Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? 0 0 0 16 1 9 15 112
What liquidity do hypothetical price impact curves measure? 0 0 0 0 1 5 5 7
Total Journal Articles 3 12 32 792 58 304 447 3,663

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04