Similar Search Results

Does seasonal adjustment induce common cycles?

Hecq, Alain W. J. - 1997

Persistent link: https://www.econbiz.de/10000989788

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

Misspecification tests, unit roots and level shifts

Hecq, Alain W. J. - 1993

Persistent link: https://www.econbiz.de/10000901023

IGARCH effect on autoregressive lag length selection and causality tests : some small sample Monte Carlo results

Hecq, Alain W. J. - 1993

Persistent link: https://www.econbiz.de/10000901025

Impact d'erreurs IGARCH sur les tests de racine unite

Hecq, Alain W. J. - 1993

Persistent link: https://www.econbiz.de/10000901176

Testing for common cycles in VAR models with cointegration

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997

Persistent link: https://www.econbiz.de/10000981783

Inference in codependence : some Monte Carlo results and applications

Beine, Michel; Hecq, Alain W. J. - 1996

Persistent link: https://www.econbiz.de/10000947284

Permanent-transitory decomposition in VAR models with cointegration and common cycles

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997

Persistent link: https://www.econbiz.de/10000989790

Inference in codependence : some Monte Carlo results and applications

Beine, Michel; Hecq, Alain W. J. - In: Annales d'économie et de statistique (1999), pp. 69-90

Persistent link: https://www.econbiz.de/10001565468

Simulation, Estimation and Selection of Mixed Causal-Noncausal Autoregressive Models : The MARX Package

Hecq, Alain - 2017

This paper presents the MARX package for the analysis of mixed causal-noncausal autoregressive processes with possibly exogenous regressors. The distinctive feature of MARX models is that they abandon the Gaussianity assumption on the error term.This deviation from the Box-Jenkins approach...

Persistent link: https://www.econbiz.de/10012950177