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Publications by Matei Demetrescu

The Power of Unit Root Tests Against Nonlinear Local Alternatives

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2012English

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Are the Eastern European Markets Efficient? Evidence From Nonlinear Unit Root Tests

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Semi-Parametric Seasonal Unit Root Tests

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Regression-Based Seasonal Unit Root Tests

Econometric Theory
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Unit Root Tests and Heavy-Tailed Innovations

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Panel Unit Root Tests and Spatial Dependence

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Properties of Recursive Trend-Adjusted Unit Root Tests

Economics Letters
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Truncated Product Methods for Panel Unit Root Tests*

Oxford Bulletin of Economics and Statistics
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Seasonal Unit Root Tests With Seasonal Mean Shifts

Economics Letters
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Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests

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Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
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