Up a level |
Number of items: 2.
2019
Demetrescu, Matei and Wied, Dominik (2019). Testing for constant correlation of filtered series under structural change. Econom. J., 22 (1). S. 10 - 47. OXFORD: OXFORD UNIV PRESS. ISSN 1368-423X
2015
Breitung, Jörg ORCID: 0000-0001-7367-0863 and Demetrescu, Matei ORCID: 0000-0003-0815-5384 (2015). Instrumental variable and variable addition based inference in predictive regressions. Journal of Econometrics, 187 (1). 358 - 376. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895