Matei Demetrescu - Concepedia

Author

Matei Demetrescu

Goethe University Frankfurt ORCID

Also Known As

Demetrescu, Matei, Matei Demetrescu

Publications

698

Citations

H-Index

Concepts

All Affiliations

Goethe University Frankfurt Christian-Albrechts-Universität zu Kiel Banco de Portugal University of Groningen University of Bonn

About

Matei Demetrescu is an author at Goethe University Frankfurt specializing in statistics, econometrics, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	5	5	323
2	Engineering	4	4	141
3	Management	2	2	37
4	Biostatistics	1	1	90
5	Computer Engineering	1	1	84

Matei Demetrescu

Publications

452

Citations

H-Index

Page 1

	Year	Citations
Combining Significance of Correlated Statistics with Application to Panel Data* Matei Demetrescu, Uwe Hassler, Adina‐Ioana Tarcolea Oxford Bulletin of Economics and Statistics Public PolicyCorrelated StatisticsInverse Normal MethodSingle Test StatisticsBusiness	2006	90
LONG MEMORY TESTING IN THE TIME DOMAIN Matei Demetrescu, Uwe Hassler Econometric Theory EngineeringMem TestingVerificationComputer ArchitectureApplied Econometrics	2007	84
Instrumental variable and variable addition based inference in predictive regressions Jörg Breitung, Matei Demetrescu Journal of Econometrics Econometric ModelEconomicsVariable AdditionPredictive AnalyticsBusiness	2015	55
Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator Matei Demetrescu, Christoph Hanck Journal of Business and Economic Statistics Volatility ModelingEconomicsFinancial Time Series AnalysisBusinessEconometrics	2012	49
A simple nonstationary-volatility robust panel unit root test Matei Demetrescu, Christoph Hanck Economics Letters Volatility ModelingBusinessEconometricsPanel DataStatistics	2012	45
Monitoring Value-at-Risk and Expected Shortfall Forecasts Yannick Hoga, Matei Demetrescu Management Science EngineeringForecasting ProceduresRisk AnalysisProbabilistic ForecastingEconomic Forecasting	2022	25
Pitfalls of post-model-selection testing: experimental quantification Matei Demetrescu, Uwe Hassler Empirical Economics EngineeringSelection BiasBehavioral Decision MakingPatient SelectionExperimental Quantification	2009	18
Extensions to IVX methods of inference for return predictability Matei Demetrescu, Iliyan Georgiev, Paulo M.M. Rodrigues, Journal of Econometrics	2022	15
Effect of neglected deterministic seasonality on unit root tests Matei Demetrescu, Uwe Hassler Statistical Papers Short-term VariabilityMeteorologyEngineeringDeterministic SeasonalityRoot System	2007	14
On the Dickey–Fuller test with White standard errors Matei Demetrescu Statistical Papers BacktestingStatisticsWhite Standard Errors	2008	14

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