Dr. Adina I. Tarcolea
60054 Frankfurt am Main
- 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".
- 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
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,
- "Le 6-eme Colloque Franco-Roumain", September 2nd-6th, 2002, Perpignan, France;
- "Mathematics in Engineering and Numerical Physics", April 22nd-27th, 2002, Bucharest, Romania;
- Econometric Society
- German Statistical Society