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L'impact du changement de défi...
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Hecq, Alain W. J.
108
Hecq, Alain
94
Cubadda, Gianluca
55
Palm, Franz C.
41
Urbain, Jean-Pierre
40
Beine, Michel
24
Candelon, Bertrand
16
Götz, Thomas B.
15
Issler, João Victor
12
Laurent, Sébastien
10
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9
Telg, Sean
9
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8
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4
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4
Stamatogiannis, Michalis P.
4
Götz, Thomas
3
Hecq, A.
3
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ECONIS (ZBW)
129
RePEc
52
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5
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3
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61
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
62
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.
;
Hecq, Alain W. J.
- In:
Economics letters
122
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
Saved in:
63
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
64
A general to specific approach for constructing composite business cycle indicators
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
Economic modelling
33
(
2013
),
pp. 367-374
Persistent link: https://www.econbiz.de/10010192932
Saved in:
65
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas
;
Hecq, Alain W. J.
-
2013
Persistent link: https://www.econbiz.de/10010198701
Saved in:
66
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
Saved in:
67
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:
68
Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840658
Saved in:
69
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:
70
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/10011433077
Saved in:
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