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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
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Common intraday periodicity
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840658
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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
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Forecasting mixed frequency time series with ECM-MIDAS models
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009506570
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Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009524285
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Are panel unit root tests useful for real-time data?
Gengenbach, Christian; Hecq, Alain W. J.; Urbain, … - 2011
Persistent link: https://www.econbiz.de/10008840654
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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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Innovative sales, R&D and total innovation expenditures: panel evidence on their dynamics
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2009
Persistent link: https://www.econbiz.de/10003937611
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Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - 2008
Persistent link: https://www.econbiz.de/10003921438