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Asymmetric business cycle co-movements
Hecq, Alain W. J. - In: Applied economics letters 16 (2009) 4/6, pp. 579-584
Persistent link: https://www.econbiz.de/10003842908
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Should we really care about building business cycle coincident indexes!
Hecq, Alain W. J. - In: Applied economics letters 12 (2005) 3, pp. 141-144
Persistent link: https://www.econbiz.de/10002621306
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Does seasonal adjustment induce common cycles?
Hecq, Alain W. J. - In: Economics letters 59 (1998) 3, pp. 289-297
Persistent link: https://www.econbiz.de/10001242932
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Does seasonal adjustment induce common cycles?
Hecq, Alain W. J. - 1997
Persistent link: https://www.econbiz.de/10000989788
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Unit root tests with level shift in the presence of GARCH
Hecq, Alain W. J. - In: Economics letters 49 (1995) 2, pp. 125-130
Persistent link: https://www.econbiz.de/10001188279
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Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
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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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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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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