Matei Demetrescu at IDEAS
This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Information
about: Matei Demetrescu
Personal Details | Affiliation | Works
This is information that was supplied by Matei Demetrescu in registering
through RePEc. If you are Matei Demetrescu , you may change this information at
RePEc . Or if
you are not registered and would like to be listed as well, register at RePEc . When you
register or update your RePEc registration, you may identify the papers and articles you have
authored.
Other registered authors
Personal Details
First Name: Matei
Middle Name:
Last Name: Demetrescu
Suffix:
RePEc Short-ID: pde359
Email: Homepage:
http://www.wiwi.uni-frankfurt.de/~deme
Postal Address:
Phone: Affiliation (in no particular order)
Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik (Department of Applied Econometrics and International Political Economy)
Fachbereich Wirtschaftswissenschaft (Faculty of Economics and Business Administration)
Goethe Universität
Location: Frankfurt am Main, Germany
Homepage: http://www.wiwi.uni-frankfurt.de/economics/
Email:
Phone: 069 / 798 - 22288
Fax: 069 / 798 - 28121
Postal: Schumannstr.60, 60325 Frankfurt
Handle: RePEc:edi:aeffmde (registered authors at this institution )
Works | Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields | Download all references for this author: available formats: HTML
(with abstracts ),
plain text
(with abstracts ),
BibTeX ,
RIS (EndNote),
ReDIF
Working papers
Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen, 2008.
"Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term ,"
Economics Working Papers
ECO2008/24, European University Institute.
[Downloadable!]
Articles
Matei Demetrescu & Adina Tarcolea, 2008.
"Bias correction for the regression-based LM fractional integration test ,"
AStA Advances in Statistical Analysis ,
Springer, vol. 92(1), pages 91-99, February.
[Downloadable!] (restricted)
Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe, 2008.
"Long Memory Testing In The Time Domain ,"
Econometric Theory ,
Cambridge University Press, vol. 24(01), pages 176-215, February.
[Downloadable!]
Matei Demetrescu, 2007.
"Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? ,"
Economics Bulletin ,
Economics Bulletin, vol. 7(15), pages 1-8.
[Downloadable!]
Matei Demetrescu, 2007.
"Optimal forecast intervals under asymmetric loss ,"
Journal of Forecasting ,
John Wiley & Sons, Ltd., vol. 26(4), pages 227-238.
[Downloadable!]
Demetrescu, Matei, 2006.
"An extension of the Gauss-Newton algorithm for estimation under asymmetric loss ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 50(2), pages 379-401, January.
[Downloadable!] (restricted)
Matei Demetrescu & Uwe Hassler & Adina-Ioana Tarcolea, 2006.
"Combining Significance of Correlated Statistics with Application to Panel Data ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 68(5), pages 647-663, October.
[Downloadable!] (restricted)
Uwe Hassler & Matei Demetrescu, 2005.
"Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates ,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) ,
Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(4), pages 413-426, July.
RePEc:cup:etheor:v:24:y:2007:i:01:p:176-215 is not listed on IDEAS
NEP Fields 1 paper by this author was announced in NEP , and specifically in the following field reports (number of papers):
NEP-ECM : Econometrics (1) 2008-06-13 Author is listed
NEP-ETS : Econometric Time Series (1) 2008-06-13 Author is listed
Did you know? Use the JEL tree to browse through the database by subfields.
This page was last updated on 2009-11-25.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .