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~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~person:"Hecq, Alain W. J."
~person:"Rombouts, Jeroen V. K."
~subject:"Multivariate analysis"
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Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
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2021
Persistent link: https://www.econbiz.de/10013257759
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2
Detecting common bubbles in multivariate mixed causal-noncausal models
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Voisin, Elisa
-
2023
Persistent link: https://www.econbiz.de/10014248981
Saved in:
3
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
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2022
Persistent link: https://www.econbiz.de/10013257768
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