Matei Demetrescu
Economics and Econometrics · 2006–2015
A researcher in the Science corpus: 4 papers; trusts 32 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 38 citations into it; #19,838 of 23,481 by trust here, #16,755 by citations
- Finance — 20 citations into it; #9,085 of 10,518 by trust here, #7,251 by citations
- Statistics and Probability — 12 citations into it
Whom Matei Demetrescu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yoosoon Chang
- Giuseppe Cavaliere
- Jushan Bai
- H. Luetkepohl
- Serena Ng
- Marc Henry
- Peter C. B. Phillips
- James Davidson
- J. Breitung
- Olivier Ledoit
Who trusts Matei Demetrescu overall
Papers from Matei Demetrescu's perspective
Ordered by how strongly the researchers Matei Demetrescu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Testing For A Unit Root In Panels With Dynamic Factors
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- A PANIC Attack on Unit Roots and Cointegration
- A simple panel unit root test in the presence of cross-section dependence
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Testing for unit roots in heterogeneous panels
- Testing for unit roots in time series models with non-stationary volatility
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Econometric Theory)
- Unit root tests in panel data: asymptotic and finite-sample properties
Their papers
- LONG MEMORY TESTING IN THE TIME DOMAIN (2007) — 88 citations
- Combining Significance of Correlated Statistics with Application to Panel Data (2006) — 99 citations
- Instrumental variable and variable addition based inference in predictive regressions (2015) — 51 citations
- Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator (2012) — 57 citations