Matei Demetrescu
(Professor of Economics)
| main research fields: | Unit Roots and Cointegration, Econometric Forecasting, Panel Data Analysis, and Long Memory |
| office phone number: | +49 (0) 228 73 3925 |
| email address: |
matei.demetrescu(at)uni-bonn.de |
| Personal Homepage: | http://www.ect.uni-bonn.de/mitarbeiter/prof.-dr.-matei-demetrescu/prof.-dr.-matei-demetrescu |
Selected Publications :
- Alp, T. and M. Demetrescu (2010), Joint Forecasts of Dow Jones Stocks Under General Multivariate Loss Function. Computational Statistics & Data Analysis 54 (11), 2360-2371.
- Demetrescu, M., H. Lütkepohl and P. Saikkonen (2009), Testing for the Cointegrating Rank of a VAR Process with Uncertain Deterministic Trend Term. The Econometrics Journal 12 (3), 414-435.
- Demetrescu, M., V. Kuzin and U. Hassler (2008), Long Memory Testing in the Time Domain. Econometric Theory 24 (1), 176-215.
- Demetrescu, M. (2007), Optimal Forecast Intervals under Asymmetric Loss. Journal of Forecasting 26 (4), 227-238.
- Demetrescu, M., U. Hassler and A.I. Tarcolea (2006), Combining Significance of Correlated Statistics with Application to Panel Data. Oxford Bulletin of Economics and Statistics 68 (5), 647-663.
