E-LIB Suche - Ergebnisse für: Hecq, Alain

1

Optimization of the generalized covariance estimator in non..:

Cubadda, Gianluca ; Giancaterini, Francesco ; Hecq, Alain.
Statistics and Computing. 34 (2024) 4 - p. , 2024

2

A short term credibility index for central banks under infl..:

Hecq, Alain ; Issler, João Victor ; Voisin, Elisa
Journal of International Money and Finance. 143 (2024) - p. 103057 , 2024

Link: https://doi.org/10.1016/..

3

Detecting Common Bubbles in Multivariate Mixed Causal–Nonca..:

Cubadda, Gianluca ; Hecq, Alain ; Voisin, Elisa
Econometrics. 11 (2023) 1 - p. 9 , 2023

Link: https://doi.org/10.3390/..

4

Is Climate Change Time-Reversible?:

Giancaterini, Francesco ; Hecq, Alain ; Morana, Claudio
Econometrics. 10 (2022) 4 - p. 36 , 2022

Link: https://doi.org/10.3390/..

5

Inference in mixed causal and noncausal models with general..:

Giancaterini, Francesco ; Hecq, Alain
Econometrics and Statistics. , 2022

Link: https://doi.org/10.1016/..

6

Hierarchical Regularizers for Mixed-Frequency Vector Autore..:

Hecq, Alain ; Ternes, Marie ; Wilms, Ines
Journal of Computational and Graphical Statistics. 31 (2022) 4 - p. 1076-1090 , 2022

Link: https://doi.org/10.1080/..

7

Dimension Reduction for High‐Dimensional Vector Autoregress..:

Cubadda, Gianluca ; Hecq, Alain
Oxford Bulletin of Economics and Statistics. 84 (2022) 5 - p. 1123-1152 , 2022

Link: https://doi.org/10.1111/..

8

Forecasting bubbles with mixed causal-noncausal autoregress..:

Hecq, Alain ; Voisin, Elisa
Econometrics and Statistics. 20 (2021) - p. 29-45 , 2021

Link: https://doi.org/10.1016/..

9

Granger Causality Testing in High-Dimensional VARs: A Post-..:

Hecq, Alain ; Margaritella, Luca ; Smeekes, Stephan
Journal of Financial Econometrics. 21 (2021) 3 - p. 915-958 , 2021

Link: https://doi.org/10.1093/..

10

Selecting between causal and noncausal models with quantile..:

Hecq, Alain ; Sun, Li
Studies in Nonlinear Dynamics & Econometrics. 25 (2020) 5 - p. 393-416 , 2020

Link: https://doi.org/10.1515/..

11

Mixed causal–noncausal autoregressions with exogenous regre..:

Hecq, Alain ; Issler, Joao Victor ; Telg, Sean
Journal of Applied Econometrics. 35 (2020) 3 - p. 328-343 , 2020

Link: https://doi.org/10.1002/..

12

EcoSta special issue on theoretical econometrics:

Dufour, Jean-Marie ; Hecq, Alain ; Wan, Alan
Econometrics and Statistics. 15 (2020) - p. 1-2 , 2020

Link: https://doi.org/10.1016/..

13

Testing for news and noise in non-stationary time series su..:

Hecq, Alain ; Jacobs, Jan P.A.M. ; Stamatogiannis, Michalis P.
Journal of Macroeconomics. 60 (2019) - p. 396-407 , 2019

Link: https://doi.org/10.1016/..

14

Detecting Co‐Movements in Non‐Causal Time Series:

Cubadda, Gianluca ; Hecq, Alain ; Telg, Sean
Oxford Bulletin of Economics and Statistics. 81 (2018) 3 - p. 697-715 , 2018

Link: https://doi.org/10.1111/..

15

Generating univariate fractional integration within a large..:

Chevillon, Guillaume ; Hecq, Alain ; Laurent, Sébastien
Journal of Econometrics. 204 (2018) 1 - p. 54-65 , 2018

Link: https://doi.org/10.1016/..