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Department of Statistics
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Research
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Areas
Econometrics
series. Journal of Econometrics 185(1), 124-161. DOI Demetrescu, M., V. Kuzin and U. Hassler (2008) Long Memory Testing in the Time Domain; Econometric Theory 24 (1), 176–215. DOI Demetrescu, M. (2007) [...] R. Taylor (2022) Testing for Episodic Predictability in Stock Returns; Journal of Econometrics 227 (1), 85–113. DOI Demetrescu, M., C. Hanck and R. Kruse-Becher (2022) Robust Inference under Time-Varying [...] Meyer, M. (2020). On the validity of Akaike's identity for random fields. Journal of Econometrics 222(1C), 676-687. DOI Jentsch, C. und Lunsford, K. (2019). The Dynamic Effects of Personal and Corporate Income …