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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
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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
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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
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Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2015
Persistent link: https://www.econbiz.de/10011457215
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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
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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
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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
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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003512776
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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco; Souza, Reinaldo Castro - In: Brazilian review of econometrics : the review of the … 29 (2009) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10009627795
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Comovements in international stock markets : what can we learn from a common trend-common cycle analysis?
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 3, pp. 395-406
Persistent link: https://www.econbiz.de/10001508864