Matei Demetrescu : Citation Profile

9

H index

9

i10 index

330

Citations

RESEARCH PRODUCTION:

51

Articles

20

Papers

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 16
   Journals where Matei Demetrescu has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 34 (9.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde359
   Updated: 2025-12-27    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Rodrigues, Paulo (10)

Taylor, Robert (4)

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:

Rodrigues, Paulo (23)

Hassler, Uwe (22)

Gil-Alana, Luis (22)

Taylor, Robert (16)

Czudaj, 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 (75)

Taylor, Robert (50)

Campbell, John (46)

Cavaliere, Giuseppe (38)

Hassler, Uwe (38)

Diebold, Francis (33)

Elliott, Graham (31)

Vogelsang, Timothy (31)

Lütkepohl, Helmut (28)

Pesaran, Mohammad (27)

Chang, Yoosoon (27)

Main data

Where Matei Demetrescu has published?

Journals with more than one article published# docs
Journal of Econometrics5
Economics Letters3
Econometric Theory3
Oxford Bulletin of Economics and Statistics3
Statistical Papers3
Journal of Applied Econometrics3
International Journal of Forecasting3
Journal of Time Series Analysis3
Economics Bulletin2
Journal of Time Series Econometrics2
Journal of Business & Economic Statistics2
AStA Advances in Statistical Analysis2
Econometric Reviews2
Stochastics and Quality Control2
Computational Statistics & Data Analysis2

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

Recent works citing Matei Demetrescu (2025 and 2024)

YearTitle of citing document
2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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

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

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2024Nickell 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.

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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.

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

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

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

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2024Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401.

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2024Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2024). Mignon, Valérie ; HACHE, Emmanuel ; Bucciarelli, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-3.

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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.

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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.

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2024Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Ma, Yanyuan ; Feng, Long ; Wang, Hongfei ; Liu, Binghui. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002944.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Beutner, Eric ; Heinemann, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

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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.

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2024Is temperature adversely related to economic development? Evidence on the short-run and the long-run links from sub-national data. (2024). Stadelmann, David ; Meierrieks, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004663.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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2024Unraveling Korea’s Energy Challenge: The Consequences of Carbon Dioxide Emissions and Energy Use on Economic Sustainability. (2024). He, Yugang ; Li, Yao. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:2074-:d:1349965.

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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.

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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.

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2024Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches. (2024). Ahmad, Yamin ; Lo, Ming Chien ; Check, Adam. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10397-0.

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2024Green Parties and the Quest for Biodiversity: The Political Economy of Fiscal Commitments in OECD Economies. (2024). Herwartz, Helmut ; Theilen, Bernd. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:9:d:10.1007_s10640-024-00890-x.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024Testing the correct specification of a system of spatial dependence models for stock returns. (2024). Wied, Dominik ; Kutzker, Tim. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02518-3.

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2024A joint test of predictability and structural break in predictive regressions. (2024). Fei, Yijie. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02572-5.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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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.

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2024Application of SARIMAX model to forecast weekly Irish potato retail prices: a case study of Kitui County, Kenya. (2024). Sewe, Stanley ; Murage, Peter ; Mutuku, Arthanus. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00746-y.

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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.

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2024Is temperature adversely related to economic development? Evidence on the short-run and the long-run links from sub-national data. (2024). Stadelmann, David ; Meierrieks, Daniel. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:312587.

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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.

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Works by Matei Demetrescu:

YearTitleTypeCited
2012The Power of Unit Root Tests Against Nonlinear Local Alternatives In: CREATES Research Papers.
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2013The power of unit root tests against nonlinear local alternatives.(2013) In: Journal of Time Series Analysis.
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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.
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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
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.
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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
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.
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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]		article18
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).
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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]		article25
2022Testing for episodic predictability in stock returns In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2019Testing for Episodic Predictability in Stock Returns.(2019) In: Essex Finance Centre Working Papers.
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2019Testing for Episodic Predictability in Stock Returns.(2019) In: Working Papers.
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2022Residual-augmented IVX predictive regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2016Residual-augmented IVX predictive regression.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 5		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.
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2021Extensions to IVX methods of inference for return predictability.(2021) In: Working Papers.
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2023Transformed regression-based long-horizon predictability tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2022Transformed Regression-based Long-Horizon Predictability Tests.(2022) In: Essex Finance Centre Working Papers.
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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss 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]		article2
2024(Structural) VAR models with ignored changes in mean and volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2025Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2023Monitoring Value-at-Risk and Expected Shortfall Forecasts In: Management Science.
[Full Text][Citation analysis]		article5
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
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]		article16
2007Effect of neglected deterministic seasonality on unit root tests In: Statistical Papers.
[Full Text][Citation analysis]		article10
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]		article0
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]		paper0
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

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