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Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume; Hecq, Alain W. J.; Laurent, Sébastien - In: Journal of econometrics 204 (2018) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - In: Journal of time series econometrics 8 (2016) 2, pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
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Does seasonal adjustment induce common cycles?
Hecq, Alain W. J. - In: Economics letters 59 (1998) 3, pp. 289-297
Persistent link: https://www.econbiz.de/10001242932
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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
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Misspecification tests, unit roots and level shifts
Hecq, Alain W. J. - 1993
Persistent link: https://www.econbiz.de/10000901023
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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
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Impact d'erreurs IGARCH sur les tests de racine unite
Hecq, Alain W. J. - 1993
Persistent link: https://www.econbiz.de/10000901176
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Inference in codependence : some Monte Carlo results and applications
Beine, Michel; Hecq, Alain W. J. - 1996
Persistent link: https://www.econbiz.de/10000947284
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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
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Misspecification tests, unit roots and level shifts
Hecq, Alain W. J. - In: Economics letters 43 (1993) 2, pp. 129-135
Persistent link: https://www.econbiz.de/10001153578