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language:"eng"
~person:"Hecq, Alain W. J."
~subject:"Frühindikator"
~subject:"Time series analysis"
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Hecq, Alain W. J.
Kooths, Stefan
28
Boysen-Hogrefe, Jens
27
Groll, Dominik
27
Jannsen, Nils
27
Fiedler, Salomon
23
Potjagailo, Galina
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.
;
Jacobs, Jan
;
Stamatogiannis, Michalis P.
- In:
Journal of macroeconomics
60
(
2019
),
pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
Saved in:
2
A general to specific approach for constructing composite business cycle indicators
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
Economic modelling
33
(
2013
),
pp. 367-374
Persistent link: https://www.econbiz.de/10010192932
Saved in:
3
The role of common cyclical features for compose coincident and leading indicators building
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2002
Persistent link: https://www.econbiz.de/10001649017
Saved in:
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