Similar Search Results

Narrow search

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

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

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

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

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

Unit roots and cointegration in panels

Breitung, Jörg (contributor); … - 2005

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large. It distinguishes between the first generation tests developed on the assumption of the cross section independence, and...

Persistent link: https://www.econbiz.de/10003225503