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~person:"Hecq, Alain W. J."
~subject:"Multivariate analysis"
~subject:"United States"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
~type_genre:"Working Paper"
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Multivariate analysis
United States
VAR model
11
VAR-Modell
11
Cointegration
9
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9
Kointegration
9
Prognoseverfahren
9
Multivariate Analyse
7
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Arbeitspapier
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Graue Literatur
12
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12
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English
12
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Hecq, Alain W. J.
McAleer, Michael
22
Ravazzolo, Francesco
18
Marcellino, Massimiliano
17
Greenacre, Michael J.
16
Pesaran, M. Hashem
16
Härdle, Wolfgang
15
Heckman, James J.
14
Kapetanios, George
14
Rombouts, Jeroen V. K.
14
Dijk, Herman K. van
13
Paap, Richard
13
Schmid, Wolfgang
13
Fernández-Val, Iván
12
Hafner, Christian M.
12
Hallin, Marc
12
Minford, Patrick
12
Caporale, Guglielmo Maria
11
Carriero, Andrea
11
Woitek, Ulrich
11
Croux, Christophe
10
Gupta, Rangan
10
Koop, Gary
10
Koopman, Siem Jan
10
Phillips, Peter C. B.
10
Strachan, Rodney W.
10
Timmermann, Allan
10
Burkhauser, Richard V.
9
Chan, Joshua
9
Chernozhukov, Victor
9
Gil-Alaña, Luis A.
9
Kilian, Lutz
9
Miranda, Javier
9
Rubio-Ramírez, Juan Francisco
9
Schorfheide, Frank
9
Shephard, Neil G.
9
Allen, David E.
8
Angrist, Joshua D.
8
Davis, Steven J.
8
Fernández-Villaverde, Jesús
8
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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
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Research memorandum / METEOR
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
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ECONIS (ZBW)
12
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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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