Dr. Adina I. Tarcolea

Gräfstr. 78
Room 204
60054 Frankfurt am Main
Tel: +49-69-798-28418
Fax: +49-69-798-23662
E-Mail: tarcolea@wiwi.uni-frankfurt.de

Research interests

• Long memory processes
• Panel data analysis
• Time series econometrics
• Inference methods: frequentistic approaches and fiducial inference
• Monte-Carlo methods

Academic education and experience

• 1997-2001 University of Bucharest, Department of Mathematics, Section of Advanced Studies; Degree in Mathematics
• since October 2001: Teaching Assistant at the Department of Mathematics 3, Specialization Statistics, 'Politehnica' University Bucharest .
  • Teaching exercises courses in German (2001-2002): Applied Statistics at the German Department of Economical Engineering, PUB;
  • Teaching exercises courses in Romanian (2001-2002): Theory of Probabilities and Statistics with the students of the Department of Energetics and Mathematical Analysis with the students of the Department of Electrotechnics, PUB.
• since October 2002: DAAD Scholarship for scientific research at Technische Universität Darmstadt in cooperation with Professor Dr. Hans-Dieter Heike, Institut für VWL.
• since September 2003: research assistant with the Project "Integrations- und Kointegrationsanalyse mit Paneldaten".
• since April 2006: research assistant with the Project "Long Memory in Financial Time Series - Econometric instruments and emprirical evidence".

Publications

• Accepted for publication/Published
  • "Bias Correction for the Regression-Based LM Fractional Integration Test", with M. Demetrescu
  • "Fiducial Inference: An Approach based on Bootstrap Techniques", with H-D. Heike, C. Târcolea and M. Demetrescu. U.P.B. Scientific Bulletin Series A 69 (1), 3-12, 2007.
  • "Combining Significance of Correlated Statistics with Application to Panel Data", with U. Hassler and M. Demetrescu. Oxford Bulletin of Economics and Statistics 68 No. 5, 647-633, 2006.
  • "Combining Multi-country Evidence on Unit Roots: The Case of Long-term Interest Rates", with U. Hassler. Applied Economics Quarterly, Vol. 51 No. 2, 181-189, 2005.
  • "Determining the Parameters of a Multinomial Distribution: The Fiducial Approach", with H-D. Heike, C. Târcolea, and M. Demetrescu. Economic Quality Control, Vol. 20 No. 2, 177-189, 2005.
  • "Fiducial Inference for Discrete and Continuous Distributions", in: "Proceedings of the 2nd International Colloquium of Mathematics in Engineering and Numerical Physics (MENP-2)", Geometry Balkan Press, 2003, Seiten 69-80, with H-D. Heike, C. Târcolea, and M. Demetrescu
• Working papers
  • "Testing for Stationarity in Large Panels with Cross-Dependence, and US Evidence on Unit Labor Cost", with U. Hassler and M. Demetrescu
  • "Testing for Linear Trends in Dependent Heterogeneous Panels"
  • "Asymptotically Normal Unit Root Testing: Extensions to Panel Data and Structural Breaks", with U. Hassler und M. Demetrescu;
  • "Panel Cointegration Testing using Nonlinear Instruments", in Zusammenarbeit mit M. Demetrescu

Presentations at scientific congresses

• Invited speaker at Centre for European Economic Research, Juli 19th 2007, Mannheim
• Persistence in Financial and Economic Time Series, June 22th-23rd 2007, Frankfurt am Main
• Statistics under one umbrella, March 27th-30th, 2007, Bielefeld;
• Statistische Woche, September 18th-21st, 2006, Dresden;
• 13th Conference on Panel Data, July 7th-9th, 2006, Cambridge;
• Workshop "Panel and Factor Modelling in Macroeconomics and Finance", May 4th, 2006, Center for Financial Studies and Goethe-University Frankfurt;
• 12th Conference on Panel Data, June 24th-26th, 2005, Copenhagen;
• Pentecost meeting of the German Statistical Society, May 19th and 20th, 2005, Münster;
• Workshop "Unit Roots and Cointegration in Panel Data", October 22nd-23rd, 2004, Goethe-University Frankfurt;
• 59th European Meeting of the Econometric Society (ESEM), August 20th-24th, 2004, Madrid;
• The 11th International Conference on Panel Data, June 4th-6th, 2004, College Station, Texas;
• Pentecost meeting of the German Statistical Society, June 12th-13th, 2003, Rostock;
• Workshop “Unit Roots and Cointegration in Panel Data”, May 23rd-24th, 2003, University of Bonn;
• Symposium "Stellenwert der Forschung und Entwicklung in den zeitgenössischen rumänischen Gesellschaft", November 15th, 2002, Bucharest, Romania;
• "Le 6-eme Colloque Franco-Roumain", September 2nd-6th, 2002, Perpignan, France;
• "Mathematics in Engineering and Numerical Physics", April 22nd-27th, 2002, Bucharest, Romania;

Memberships

• Econometric Society
• German Statistical Society