Prof. Dr. Matei Demetrescu
University of Bonn
Department of Economics
Institute of Econometrics
Kaiserplatz 7-9 (Room 4.019)
Germany
Tel: +49 (0) 228 73 3925
Fax: +49 (0) 228 73 9189
Email: matei.demetrescu (at) uni-bonn.de
Professional interests:
- Long Memory, Unit Roots and Cointegration, Econometric Forecasting, Panel Data Analysis
Work:
- Selected publications
- Demetrescu, M. and C. Hanck (2011), Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator. Journal of Business and Economic Statistics forthcoming.
- 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.
- Complete publications list with additional material (working paper versions when containing additional proofs, R/ EViews codes for running the procedures, etc.)
- Associate editor for Computational Statistics
Teaching experience:
- Mostly econometrics; please click here for more information.
More information:
- personal profile
- download cv
- some useful links
