IV and VA based predictive regression - companion working paper
Long memory testing in the time domain - companion working paper
Fractional cointegration testing with estimated d
Panel cross-unit dependence test
Corrigendum to Cai and Wang 2014, JoE
Predictive regressions under asymmetric loss
Panel cointegration testing under generic cross-dependence
Inference on long memory of modulated processes
Inference on asymmetry of loss functions
Robust fixed-b testing
Real-Time Evaluation of Professional Forecasters
Residual-augmented IVX predictive regression
Heterogenous Transition Functions STAR
Bias correction log forecasts
CV Prof. Dr. Matei Demetrescu
M Testing Long Memory
Factors asymmetric loss
Nonlinear predictive regression
Residual Effects
Finite-sample properties IVX