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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Demetrescu, Matei"
~subject:"ARCH model"
~subject:"Fractional VAR model"
~subject:"Zeitreihenanalyse"
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Sampling
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Demetrescu, Matei
Phillips, Peter C. B.
11
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10
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9
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8
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7
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4
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Economic modelling
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Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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2
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
3
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
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