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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ces"
~language:"dan"
~language:"eng"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Demetrescu, Matei"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
~type_genre:"Fallstudie"
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Demetrescu, Matei
Todorov, Viktor
15
Bollerslev, Tim
13
Tauchen, George Eugene
11
Linton, Oliver
10
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8
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Aït-Sahalia, Yacine
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Ghysels, Eric
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Koop, Gary
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Park, Joon Y.
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Shin, Yongcheol
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Callaway, Brantly
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Hsiao, Cheng
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Li, Jia
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McAleer, Michael
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Meddahi, Nour
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Mykland, Per A.
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Cai, Zongwu
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Journal of econometrics
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International journal of forecasting
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ECONIS (ZBW)
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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 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:
4
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:
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