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~person:"Hecq, Alain W. J."
~subject:"Estimation"
~subject:"Purchasing power parity"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"ECM (Error correction model)"
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Hecq, Alain W. J.
Caporale, Guglielmo Maria
137
Gil-Alaña, Luis A.
123
Belke, Ansgar
53
Bahmani-Oskooee, Mohsen
46
Lütkepohl, Helmut
42
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37
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37
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35
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35
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34
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33
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32
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31
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30
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29
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29
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26
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25
Cheung, Yin-Wong
24
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24
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23
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22
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20
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20
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19
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19
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19
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18
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18
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18
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18
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18
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17
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ECONIS (ZBW)
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1
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
2
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
Saved in:
3
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2014
Persistent link: https://www.econbiz.de/10011456434
Saved in:
4
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10011455896
Saved in:
5
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10010342792
Saved in:
6
Testing for common cycles in non-stationary VARs with varied frecquency data
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2013
Persistent link: https://www.econbiz.de/10009736971
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 361-393)
.
2013
Persistent link: https://www.econbiz.de/10010252319
Saved in:
10
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
Saved in:
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