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~person:"Hecq, Alain W. J."
~subject:"Monte Carlo simulation"
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Hecq, Alain W. J.
Dufour, Jean-Marie
14
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1
Testing
for granger causality in large mixed-frequency VARs
Götz, Thomas
;
Hecq, Alain W. J.
;
Smeekes, Stephan
-
2015
-
RM/14/028 rev.
Persistent link: https://www.econbiz.de/10011392641
Saved in:
2
Testing
for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
-
2015
We analyze Granger causality
testing
in a mixed-frequency VAR, where the difference in sampling frequencies of the …
Persistent link: https://www.econbiz.de/10011415576
Saved in:
3
Testing
for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
-
2014
Persistent link: https://www.econbiz.de/10010488365
Saved in:
4
A common-feature approach for
testing
present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
Saved in:
5
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
Saved in:
6
Testing
for common autocorrelation in data-rich environments
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
Saved in:
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