Skip to contents Demetrescu, Matei [Author] ; Salish, Nazarii [Other] (Structural) VAR Models with Ignored Changes in Mean and Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Demetrescu, Matei [Author] ; Hacioglu Hoke, Sinem [Other] Predictive Regressions Under Asymmetric Loss : Factor Augmentation and Model Selection Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: Bank of England Working Paper ; No. 723 Demetrescu, Matei [Author] ; Wied, Dominik [Other] Residual-Based Inference on Moment Hypotheses, With an Application to Testing for Constant Correlation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Hauber, Philipp [Author] ; Carstensen, Kai [Degree supervisor]; Demetrescu, Matei [Degree supervisor] Essays in Bayesian macroeconometrics and forecasting Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Universitätsbibliothek Kiel, 2022 Hillmann, Benjamin [Author] ; Demetrescu, Matei [Degree supervisor]; Carstensen, Kai [Degree supervisor] Christian-Albrechts-Universität zu Kiel Inference in predictive regression models with persistent regressors Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Universitätsbibliothek Kiel, 2021 Heinrich, Markus [Author] ; Carstensen, Kai [Degree supervisor]; Demetrescu, Matei [Degree supervisor] Christian-Albrechts-Universität zu Kiel Macroeconomic forecasting and business cycle analysis with nonlinear models Books View online Schließen > Access ... to E-book (freely accessible ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Universitätsbibliothek Kiel, 2020 Demetrescu, Matei [Author]; Salish, Nazarii [Author] (Structural) VAR models with ignored changes in mean and volatility Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via ScienceDirect (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: International journal of forecasting ; 40(2024), 2 vom: Apr./Juni, Seite 840-854 Hosseinkouchack, Mehdi [Author]; Demetrescu, Matei [Author] Finite-sample size control of ivx-based tests in predictive regressions Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Econometric theory ; 37(2021), 4 vom: Aug., Seite 769-793 Demetrescu, Matei [Author]; Kruse, Robinson [Author] Testing heteroskedastic time series for normality Conference Proceedings View online Schließen > Links ... to conference proceeding Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2015 Demetrescu, Matei [Author]; Sibbertsen, Philipp [Author] Inference on the long-memory properties of time series with non-stationary volatility Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Hannover: Leibniz Univ., Wirtschaftswiss. Fak.], 2014 Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 53100 Demetrescu, Matei [Author]; Sibbertsen, Philipp [Author] Inference on the long-memory properties of time series with non-stationary volatility Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hannover: Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, 2014 Demetrescu, Matei [Author]; Hanck, Christoph [Author] Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator Conference Proceedings View online Schließen > Links ... to conference proceeding Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Verein für Socialpolitik, 2010 Demetrescu, Matei [Author]; Kruse-Becher, Robinson [Author] Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021] Published in: Aarhus Universitet: CREATES research paper ; 2021,7 Demetrescu, Matei [Author]; Hacıoǧlu Hoke, Sinem [Author] Predictive regressions under asymmetric loss : factor augmentation and model selection Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Bank of England, May 2018 Published in: Bank of England: Staff working papers ; 723 Demetrescu, Matei [Author]; Hanck, Christoph [Author]; Kruse-Becher, Robinson [Author] Robust inference under time-varying volatility : a real-time evaluation of professional forecasters Articles View online Schließen > Access ... to article via Wiley (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of applied econometrics ; 37(2022), 5 vom: Aug., Seite 1010-1030 Demetrescu, Matei [Author]; Hanck, Christoph [Author]; Kruse‐Becher, Robinson [Author] Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley, 2022 Demetrescu, Matei [Author]; Hanck, Christoph [Author]; Kruse, Robinson [Author] ; Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes Robust inference under time-varying volatility : a real-time evaluation of professional forecasters Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Dortmund]: SFB 823, [2021] Published in: Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes: Discussion papers ; 2021,6 Demetrescu, Matei [Author]; Roling, Christoph [Author]; Titova, Anna [Author] Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley, 2020 Demetrescu, Matei [Author]; Leppin, Julian Sebastian [Author]; Reitz, Stefan [Author] Homogenous vs. heterogenous transition functions in smooth transition regressions : a LM-type test Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy, 2017 Published in: Kiel working paper ; 209400 Demetrescu, Matei [Author]; Leppin, Julian Sebastian [Author]; Reitz, Stefan [Author] Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy (IfW), 2017
Demetrescu, Matei [Author] ; Salish, Nazarii [Other] (Structural) VAR Models with Ignored Changes in Mean and Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Demetrescu, Matei [Author] ; Hacioglu Hoke, Sinem [Other] Predictive Regressions Under Asymmetric Loss : Factor Augmentation and Model Selection Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: Bank of England Working Paper ; No. 723
Demetrescu, Matei [Author] ; Wied, Dominik [Other] Residual-Based Inference on Moment Hypotheses, With an Application to Testing for Constant Correlation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Hauber, Philipp [Author] ; Carstensen, Kai [Degree supervisor]; Demetrescu, Matei [Degree supervisor] Essays in Bayesian macroeconometrics and forecasting Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Universitätsbibliothek Kiel, 2022
Hillmann, Benjamin [Author] ; Demetrescu, Matei [Degree supervisor]; Carstensen, Kai [Degree supervisor] Christian-Albrechts-Universität zu Kiel Inference in predictive regression models with persistent regressors Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Universitätsbibliothek Kiel, 2021
Heinrich, Markus [Author] ; Carstensen, Kai [Degree supervisor]; Demetrescu, Matei [Degree supervisor] Christian-Albrechts-Universität zu Kiel Macroeconomic forecasting and business cycle analysis with nonlinear models Books View online Schließen > Access ... to E-book (freely accessible ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Universitätsbibliothek Kiel, 2020
Demetrescu, Matei [Author]; Salish, Nazarii [Author] (Structural) VAR models with ignored changes in mean and volatility Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via ScienceDirect (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: International journal of forecasting ; 40(2024), 2 vom: Apr./Juni, Seite 840-854
> Access ... to article via DOI (freely accessible) ... to article via ScienceDirect (freely accessible)
Hosseinkouchack, Mehdi [Author]; Demetrescu, Matei [Author] Finite-sample size control of ivx-based tests in predictive regressions Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Econometric theory ; 37(2021), 4 vom: Aug., Seite 769-793
> Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible)
Demetrescu, Matei [Author]; Kruse, Robinson [Author] Testing heteroskedastic time series for normality Conference Proceedings View online Schließen > Links ... to conference proceeding Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2015
Demetrescu, Matei [Author]; Sibbertsen, Philipp [Author] Inference on the long-memory properties of time series with non-stationary volatility Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Hannover: Leibniz Univ., Wirtschaftswiss. Fak.], 2014 Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 53100
Demetrescu, Matei [Author]; Sibbertsen, Philipp [Author] Inference on the long-memory properties of time series with non-stationary volatility Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hannover: Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, 2014
Demetrescu, Matei [Author]; Hanck, Christoph [Author] Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator Conference Proceedings View online Schließen > Links ... to conference proceeding Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Verein für Socialpolitik, 2010
Demetrescu, Matei [Author]; Kruse-Becher, Robinson [Author] Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021] Published in: Aarhus Universitet: CREATES research paper ; 2021,7
Demetrescu, Matei [Author]; Hacıoǧlu Hoke, Sinem [Author] Predictive regressions under asymmetric loss : factor augmentation and model selection Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Bank of England, May 2018 Published in: Bank of England: Staff working papers ; 723
Demetrescu, Matei [Author]; Hanck, Christoph [Author]; Kruse-Becher, Robinson [Author] Robust inference under time-varying volatility : a real-time evaluation of professional forecasters Articles View online Schließen > Access ... to article via Wiley (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of applied econometrics ; 37(2022), 5 vom: Aug., Seite 1010-1030
Demetrescu, Matei [Author]; Hanck, Christoph [Author]; Kruse‐Becher, Robinson [Author] Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley, 2022
Demetrescu, Matei [Author]; Hanck, Christoph [Author]; Kruse, Robinson [Author] ; Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes Robust inference under time-varying volatility : a real-time evaluation of professional forecasters Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Dortmund]: SFB 823, [2021] Published in: Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes: Discussion papers ; 2021,6
Demetrescu, Matei [Author]; Roling, Christoph [Author]; Titova, Anna [Author] Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley, 2020
Demetrescu, Matei [Author]; Leppin, Julian Sebastian [Author]; Reitz, Stefan [Author] Homogenous vs. heterogenous transition functions in smooth transition regressions : a LM-type test Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy, 2017 Published in: Kiel working paper ; 209400
Demetrescu, Matei [Author]; Leppin, Julian Sebastian [Author]; Reitz, Stefan [Author] Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy (IfW), 2017
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