Concepedia

Matei Demetrescu

MD

14

Publications

452

Citations

11

H-Index

2006

Active since

Affiliations

Goethe University Frankfurt(Current)

Christian-Albrechts-Universität zu Kiel

Banco de Portugal

University of Groningen

University of Bonn

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

Top concepts

StatisticsEconometricsBusinessFinanceEngineeringEconomicsForecastingPredictive AnalyticsStatistical InferenceTime Series Econometrics

Publications per year

2006–2022

14

Publications

14

Combining Significance of Correlated Statistics with Application to Panel Data*

Matei Demetrescu, Uwe Hassler, Adina‐Ioana Tarcolea · Oxford Bulletin of Economics and Statistics · 2006 · 90 citations · Full text

Public Policy, Correlated Statistics, Inverse Normal Method +10

LONG MEMORY TESTING IN THE TIME DOMAIN

Matei Demetrescu, Uwe Hassler · Econometric Theory · 2007 · 84 citations

Engineering, Mem Testing, Verification +28

Instrumental variable and variable addition based inference in predictive regressions

Jörg Breitung, Matei Demetrescu · Journal of Econometrics · 2015 · 55 citations

Econometric Model, Economics, Variable Addition +9

Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator

Matei Demetrescu, Christoph Hanck · Journal of Business and Economic Statistics · 2012 · 49 citations · Full text

Volatility Modeling, Economics, Financial Time Series Analysis +10

A simple nonstationary-volatility robust panel unit root test

Matei Demetrescu, Christoph Hanck · Economics Letters · 2012 · 45 citations · Full text

Volatility Modeling, Business, Econometrics +4

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