Items where Author is "Demetrescu, Matei"

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2024) Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Transformed regression-based long-horizon predictability tests. Journal of Econometrics, 237 (2). p. 105316. DOI https://doi.org/10.1016/j.jeconom.2022.06.006

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Transformed Regression-based Long-Horizon Predictability Tests. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Extensions to IVX methods of inference for return predictability. Journal of Econometrics, 237 (2). p. 105271. DOI https://doi.org/10.1016/j.jeconom.2022.02.007

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Testing for Episodic Predictability in Stock Returns. Journal of Econometrics, 227 (1). pp. 85-113. DOI https://doi.org/10.1016/j.jeconom.2020.01.001

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Extensions to IVX Methods of Inference for Return Predictability. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)