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~person:"Hecq, Alain W. J."
~subject:"Interest rate"
~subject:"Korrelation"
~subject:"Multivariate analysis"
~subject:"United States"
~type:"book"
~type_genre:"Bibliography included"
~type_genre:"Working Paper"
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Hecq, Alain W. J.
McAleer, Michael
24
Pesaran, M. Hashem
21
Ravazzolo, Francesco
20
Marcellino, Massimiliano
17
Greenacre, Michael J.
16
Härdle, Wolfgang
16
Phillips, Peter C. B.
16
Croux, Christophe
15
Kapetanios, George
15
Caporale, Guglielmo Maria
14
Heckman, James J.
14
Minford, Patrick
14
Rombouts, Jeroen V. K.
14
Dijk, Herman K. van
13
Paap, Richard
13
Schmid, Wolfgang
13
Fernández-Val, Iván
12
Gao, Jiti
12
Hafner, Christian M.
12
Hallin, Marc
12
Shephard, Neil G.
12
Timmermann, Allan
12
Carriero, Andrea
11
Koop, Gary
11
Schorfheide, Frank
11
Sentana, Enrique
11
Woitek, Ulrich
11
Chan, Joshua
10
Chernozhukov, Victor
10
Dijk, Dick van
10
Gupta, Rangan
10
Herwartz, Helmut
10
Koopman, Siem Jan
10
Strachan, Rodney W.
10
Teräsvirta, Timo
10
Wolf, Michael
10
Burkhauser, Richard V.
9
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9
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9
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3
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1
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ECONIS (ZBW)
12
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Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2021
Persistent link: https://www.econbiz.de/10013257759
Saved in:
2
Detecting common bubbles in multivariate mixed causal-noncausal models
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Voisin, Elisa
-
2023
Persistent link: https://www.econbiz.de/10014248981
Saved in:
3
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
4
Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.
;
Jacobs, Jan
;
Stamatogiannis, Michalis P.
-
2016
Persistent link: https://www.econbiz.de/10011419179
Saved in:
5
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011457215
Saved in:
6
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2014
Persistent link: https://www.econbiz.de/10011456434
Saved in:
7
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10011455896
Saved in:
8
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10010342792
Saved in:
9
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
Saved in:
10
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2012
Persistent link: https://www.econbiz.de/10009500252
Saved in:
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