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type_genre:"Collection of articles of several authors"
~person:"Demetrescu, Matei"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Demetrescu, Matei
Francq, Christian
18
Phillips, Peter C. B.
14
Zakoïan, Jean-Michel
14
Kumar, Dilip
13
Rahbek, Anders
12
Maheswaran, S.
11
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9
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8
Linton, Oliver
8
Paruolo, Paolo
8
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8
Wagner, Martin
8
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7
Tauchen, George Eugene
7
Taylor, Robert
7
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6
Bauwens, Luc
6
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6
Boswijk, Herman Peter
6
Cavaliere, Giuseppe
6
Kristensen, Dennis
6
Kurita, Takamitsu
6
Lütkepohl, Helmut
6
McAleer, Michael
6
Rodrigues, Paulo M. M.
6
Tu, Yundong
6
Zhu, Ke
6
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5
Chan, Ngai Hang
5
Hafner, Christian M.
5
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5
Li, Guodong
5
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5
Paolella, Marc S.
5
Shephard, Neil G.
5
Sucarrat, Genaro
5
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1
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Oxford bulletin of economics and statistics
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
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:
4
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
Saved in:
5
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
6
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
Saved in:
7
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
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