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~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Forecasting mixed frequency time series with ECM-MIDAS models
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
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2012
Persistent link: https://www.econbiz.de/10009506570
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2
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
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2012
Persistent link: https://www.econbiz.de/10009524285
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3
Are panel unit root tests useful for real-time data?
Gengenbach, Christian
;
Hecq, Alain W. J.
;
Urbain, …
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2011
Persistent link: https://www.econbiz.de/10008840654
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4
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
5
Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840658
Saved in:
6
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
7
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
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