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~person:"Hecq, Alain W. J."
~subject:"Kointegration"
~subject:"Multivariate analysis"
~subject:"United States"
~type:"book"
~type_genre:"Bibliography included"
~type_genre:"Working Paper"
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Kointegration
Multivariate analysis
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VAR model
11
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Prognoseverfahren
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7
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Bibliography included
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13
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Hecq, Alain W. J.
Strachan, Rodney W.
28
McAleer, Michael
22
Phillips, Peter C. B.
22
Marcellino, Massimiliano
21
Ravazzolo, Francesco
21
Dijk, Herman K. van
20
Koop, Gary
19
Pesaran, M. Hashem
19
Caporale, Guglielmo Maria
18
Kapetanios, George
17
Wagner, Martin
17
Greenacre, Michael J.
16
Härdle, Wolfgang
15
Hallin, Marc
14
Heckman, James J.
14
Paap, Richard
14
Rombouts, Jeroen V. K.
14
Gil-Alaña, Luis A.
13
Schmid, Wolfgang
13
Fernández-Val, Iván
12
Gao, Jiti
12
Hafner, Christian M.
12
Herwartz, Helmut
12
Minford, Patrick
12
Nielsen, Morten Ørregaard
12
Carriero, Andrea
11
Croux, Christophe
11
Lütkepohl, Helmut
11
Woitek, Ulrich
11
Boswijk, Herman Peter
10
Gupta, Rangan
10
Johansen, Søren
10
Koopman, Siem Jan
10
Potter, Simon M.
10
Rahbek, Anders
10
Saikkonen, Pentti
10
Timmermann, Allan
10
Trenkler, Carsten
10
Burkhauser, Richard V.
9
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
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1
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ECONIS (ZBW)
13
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1
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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