Matei Demetrescu : Citation Profile

9

H index

9

i10 index

343

Citations

RESEARCH PRODUCTION:

56

Articles

22

Papers

RESEARCH ACTIVITY:

   21 years (2005 - 2026). See details.
   Cites by year: 16
   Journals where Matei Demetrescu has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 36 (9.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde359
   Updated: 2026-07-18    RAS profile: 2026-07-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Rodrigues, Paulo (11)

Taylor, Robert (5)

Hosseinkouchack, Mehdi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matei Demetrescu.

Is cited by:

Hassler, Uwe (22)

Gil-Alana, Luis (22)

Rodrigues, Paulo (19)

Czudaj, Robert (12)

Taylor, Robert (12)

Caporale, Guglielmo Maria (10)

Velasco, Carlos (9)

Beckmann, Joscha (8)

GUPTA, RANGAN (7)

Costantini, Mauro (7)

Lupi, Claudio (6)

Cites to:

Phillips, Peter (78)

Taylor, Robert (58)

Campbell, John (48)

Cavaliere, Giuseppe (45)

Vogelsang, Timothy (41)

Hassler, Uwe (38)

Elliott, Graham (34)

Diebold, Francis (33)

Kiefer, Nicholas (28)

Lütkepohl, Helmut (28)

Pesaran, Mohammad (27)

Main data

Where Matei Demetrescu has published?

Journals with more than one article published# docs
Journal of Econometrics6
Journal of Time Series Analysis4
Econometric Theory3
Journal of Applied Econometrics3
International Journal of Forecasting3
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Statistical Papers3
Computational Statistics & Data Analysis2
Journal of Time Series Econometrics2
Economics Bulletin2
AStA Advances in Statistical Analysis2
Econometric Reviews2
Journal of Business & Economic Statistics2
Stochastics and Quality Control2
Econometrics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department5
Essex Finance Centre Working Papers / University of Essex, Essex Business School4
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy / Verein f�r Socialpolitik / German Economic Association2
Ruhr Economic Papers / RWI - Leibniz-Institut f�r Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen2

Recent works citing Matei Demetrescu (2026 and 2025)

YearTitle of citing document
2026Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

Full description at Econpapers || Download paper

2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

Full description at Econpapers || Download paper

2026Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

Full description at Econpapers || Download paper

2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

Full description at Econpapers || Download paper

2026Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

Full description at Econpapers || Download paper

2026Standard and comparative e-backtests for general risk measures. (2025). Wang, Qiuqi ; Jiao, Zhanyi ; Zhao, Yimiao. In: Papers. RePEc:arx:papers:2511.05840.

Full description at Econpapers || Download paper

2026Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

Full description at Econpapers || Download paper

2026Systemic Risk Surveillance. (2026). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2601.08598.

Full description at Econpapers || Download paper

2026Panel Quantile Regression with Common Shocks. (2026). Galvao, Antonio ; Wei, Chia-Min ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2602.19201.

Full description at Econpapers || Download paper

2026Adaptive Window Selection for Financial Risk Forecasting. (2026). Wang, Ruodu ; Lyu, Chenxin ; Li, Yinhuan. In: Papers. RePEc:arx:papers:2603.01157.

Full description at Econpapers || Download paper

2026Statistical Inference for Score Decompositions. (2026). Puke, Marius ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2603.04275.

Full description at Econpapers || Download paper

2026Hedging market risk and uncertainty via a robust portfolio approach. (2026). Mazzarisi, Piero ; Flori, Andrea ; Chiappari, Mattia ; Ravagnani, Adele ; Patacca, Marco. In: Papers. RePEc:arx:papers:2604.02126.

Full description at Econpapers || Download paper

2025Benefits and Employees’ Work Effort: An Empirical Analysis of Non-monetary Incentives. (2025). Manger, Helena. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1228.

Full description at Econpapers || Download paper

2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

Full description at Econpapers || Download paper

2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

Full description at Econpapers || Download paper

2025Climate change, state capacity and uneven growth: A disaggregated analysis of India. (2025). Maiti, Dibyendu ; Kumar, Naveen. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003062.

Full description at Econpapers || Download paper

2025Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence. (2025). Hassler, Uwe ; Hosseinkouchack, Mehdi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:41-54.

Full description at Econpapers || Download paper

2025Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313.

Full description at Econpapers || Download paper

2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

Full description at Econpapers || Download paper

2025How sustainable is the ecological environment in resource-rich African countries in the face of profound resource depletion, energy poverty, and modernization?. (2025). Das, Narasingha ; Ngepah, Nicholas ; Dey, Labani ; Uche, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007169.

Full description at Econpapers || Download paper

2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

Full description at Econpapers || Download paper

2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

Full description at Econpapers || Download paper

2025Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770.

Full description at Econpapers || Download paper

2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

Full description at Econpapers || Download paper

2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

Full description at Econpapers || Download paper

2025A bias-corrected Srivastava-type test for cross-sectional independence. (2025). Cao, Mingxiang ; Xu, Kai ; Cheng, Qing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000782.

Full description at Econpapers || Download paper

2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

Full description at Econpapers || Download paper

2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

Full description at Econpapers || Download paper

2025The effects of engagement in arts and cultural activities on adolescent mental health: Results from a large UK panel study. (2025). Hugh-Jones, Sam ; Munford, Luke. In: Social Science & Medicine. RePEc:eee:socmed:v:382:y:2025:i:c:s0277953625006744.

Full description at Econpapers || Download paper

2025Bayesian Tapered Narrowband Least Squares for Fractional Cointegration Testing in Panel Data. (2025). Alharbi, Nada Mohammedsaeed ; Rashash, Ali ; Olaniran, Saidat Fehintola ; Alzahrani, Asma Ahmad. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1615-:d:1655783.

Full description at Econpapers || Download paper

2025The Stochastic Evolution of Financial Asset Prices. (2025). Santos, Alvaro ; Paraskevopoulos, Ioannis. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:2002-:d:1681291.

Full description at Econpapers || Download paper

2025Rethinking the Climate Change–Inequality Nexus: The Role of Wealth Inequality, Economic Growth, and Renewable Energy in CO 2 Emissions. (2025). Haciimamoglu, Tunahan ; Sungur, Oguzhan ; Yildirim, Korkmaz ; Yapar, Mustafa. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3335-:d:1630872.

Full description at Econpapers || Download paper

2025Human Capital Spillovers and the External Returns to Education. (2025). Reis, Hugo ; Portugal, Pedro ; Cardoso, Ana Rute ; Guimaraes, Paulo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17690.

Full description at Econpapers || Download paper

2026Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood. (2026). Tsvetanov, Daniel ; Hong, Seok Young ; Chen, Yifeng ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202609.

Full description at Econpapers || Download paper

2026Modelling Urban Expansion, Energy Consumption, and Environmental Sustainability: The Moderating Role of Environmental Taxes in Developing Countries. (2026). Audi, Marc ; Ali, Amjad ; Poulin, Marc. In: MPRA Paper. RePEc:pra:mprapa:128856.

Full description at Econpapers || Download paper

2025Foreign Policy Uncertainty and Export Dynamics: Insights from a Developing Economy. (2025). Woahid, S M ; Hossain, Mohammad Iqbal ; Rahman, Arifur ; Akter, Aklima. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:21:y:2025:i:1:d:10.1007_s41549-025-00110-5.

Full description at Econpapers || Download paper

2025Assessing the impact of Covid-19 on the Italian comic book industry: a panel vector autoregressive analysis of financial ratios. (2025). Magrini, Alessandro ; Rimediotti, Luca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02122-w.

Full description at Econpapers || Download paper

2025Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors. (2025). Taylor, Robert ; Harvey, David I ; Astill, Sam ; Leybourne, Stephen J ; Robert, A M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:37-56.

Full description at Econpapers || Download paper

2025What the Night Tells the Day: Forecasting Realized Volatility in Chinese Commodity Markets. (2025). Hu, Zhepeng ; He, Xinyue ; Li, Ziran. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:12:p:2332-2354.

Full description at Econpapers || Download paper

2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Basse, Tobias ; Wegener, Christoph ; Nguyen, Tam Huu ; Maiani, Stefano. In: Accountancy, Economics, and Finance Working Papers. RePEc:zbw:hwuaef:313644.

Full description at Econpapers || Download paper

Works by Matei Demetrescu:

YearTitleTypeCited
2012The Power of Unit Root Tests Against Nonlinear Local Alternatives In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2013The power of unit root tests against nonlinear local alternatives.(2013) In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2016Fixed-b Inference in the Presence of Time-Varying Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2014IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2012IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance.(2012) In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Autoregressive spectral estimates under ignored changes in the mean In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2026Partial Sums of Almost Overdifferenced, Near‐Stationary Processes With Time‐Varying Properties In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2006Combining Significance of Correlated Statistics with Application to Panel Data* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article64
2014Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2018Multiple Testing for No Cointegration under Nonstationary Volatility In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2018Predictive regressions under asymmetric loss: factor augmentation and model selection In: Bank of England working papers.
[Citation analysis]		paper3
2019Predictive regressions under asymmetric loss: Factor augmentation and model selection.(2019) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2005Determining the Parameters of a Multinomial Distribution: The Fiducial Approach In: Stochastics and Quality Control.
[Full Text][Citation analysis]		article0
2006Loss Reduction in Point Estimation Problems In: Stochastics and Quality Control.
[Full Text][Citation analysis]		article0
2009Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2015Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2008LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]		article55
2016(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory.
[Full Text][Citation analysis]		article2
2021FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS In: Econometric Theory.
[Full Text][Citation analysis]		article7
2025Fixed Effects, Lagged Dependent Variables, and Bracketing: Cautionary Remarks In: Political Analysis.
[Full Text][Citation analysis]		article2
2025Fixed effects, lagged dependent variables, and bracketing: Cautionary remarks.(2025) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2007Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009Panel unit root testing and the martingale difference hypothesis for German stocks In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term In: Econometrics Journal.
[Full Text][Citation analysis]		article12
2008Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2006An extension of the Gauss-Newton algorithm for estimation under asymmetric loss In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2010Joint forecasts of Dow Jones stocks under general multivariate loss function In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2025Is U.S. real output growth non-normal? A tale of time-varying location and scale In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration In: Economic Modelling.
[Full Text][Citation analysis]		article2
2012A simple nonstationary-volatility robust panel unit root test In: Economics Letters.
[Full Text][Citation analysis]		article21
2014Enhancing the local power of IVX-based tests in predictive regressions In: Economics Letters.
[Full Text][Citation analysis]		article3
2016Inference on the long-memory properties of time series with non-stationary volatility In: Economics Letters.
[Full Text][Citation analysis]		article1
2014Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility.(2014) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Instrumental variable and variable addition based inference in predictive regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2022Testing for episodic predictability in stock returns In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2019Testing for Episodic Predictability in Stock Returns.(2019) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019Testing for Episodic Predictability in Stock Returns.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022Residual-augmented IVX predictive regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2016Residual-augmented IVX predictive regression.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Extensions to IVX methods of inference for return predictability In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2022Extensions to IVX Methods of Inference for Return Predictability.(2022) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2021Extensions to IVX methods of inference for return predictability.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2023Transformed regression-based long-horizon predictability tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2022Transformed Regression-based Long-Horizon Predictability Tests.(2022) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2025Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach.(2025) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2026Robust Fixed-b Inference in the Presence of Time-Varying Volatility In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2020Bias corrections for exponentially transformed forecasts: Are they worth the effort? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2024(Structural) VAR models with ignored changes in mean and volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2026Serial-correlation testing in error component models with moderately small T In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2023Monitoring Value-at-Risk and Expected Shortfall Forecasts In: Management Science.
[Full Text][Citation analysis]		article9
2005Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article6
2007Optimal forecast intervals under asymmetric loss In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2019Testing for constant correlation of filtered series under structural change In: The Econometrics Journal.
[Full Text][Citation analysis]		article8
2025Gaussian Inference in Predictive Regressions for Stock Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2018Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility In: Working Papers.
[Full Text][Citation analysis]		paper2
2022Cross-Sectional Error Dependence in Panel Quantile Regressions In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Bias correction for the regression-based LM fractional integration test In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article0
2011Asymptotic normal tests for integration in panels with cross-dependent units In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article12
2011Pitfalls of post-model-selection testing: experimental quantification In: Empirical Economics.
[Full Text][Citation analysis]		article17
2007Effect of neglected deterministic seasonality on unit root tests In: Statistical Papers.
[Full Text][Citation analysis]		article11
2010On the Dickey–Fuller test with White standard errors In: Statistical Papers.
[Full Text][Citation analysis]		article7
2013Nonlinear IV panel unit root testing under structural breaks in the error variance In: Statistical Papers.
[Full Text][Citation analysis]		article2
2016Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2021Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2010Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2011Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2022Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2006What liquidity do hypothetical price impact curves measure? In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article0
2016Directed Tests of No Cross‐Sectional Correlation in Large‐N Panel Data Models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
2021Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2
2022Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2017Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test In: Kiel Working Papers.
[Full Text][Citation analysis]		paper0
2023Tests of no cross-sectional error dependence in panel quantile regressions In: Ruhr Economic Papers.
[Full Text][Citation analysis]		paper1
2015Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0
2015Testing heteroskedastic time series for normality In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team