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Author

Name:
Matei Demetrescu
Articles 4:

Extensions to IVX Methods of Inference for Return Predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Transformed Regression-Based Long-Horizon Predictability Tests
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Residual-Augmented IVX Predictive Regression
Matei Demetrescu, Paulo M. M. Rodrigues
Journal of Econometrics, vol. 227, 2022, p. 429-460.

Testing for Episodic Predictability in Stock Returns
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 227, 2022, p. 85-113.

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