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Forecasting mixed-frequency time series with ECM-MIDAS models
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: Journal of forecasting 33 (2014) 3, pp. 198-213
Persistent link: https://www.econbiz.de/10010424835
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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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
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
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Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
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Separation, weak exogeneity, and P-T decomposition in conintegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 21 (2002) 3, pp. 273-307
Persistent link: https://www.econbiz.de/10001718742
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric reviews 21 (2002) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10001660015
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Structural analysis of cointegrating VARs
Pesaran, M. Hashem; Smith, Ron - In: Practical issues in cointegration analysis, (pp. 55-89). 1999
Persistent link: https://www.econbiz.de/10001550922
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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593