Alain Hecq

Available identifiers

zbMath Open hecq.alain-wMaRDI QIDQ235957

List of research outcomes

Publication	Date of Publication	Type
Optimization of the generalized covariance estimator in noncausal processes	2024-07-31	Paper
Selecting between causal and noncausal models with quantile autoregressions	2023-04-27	Paper
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions	2022-12-16	Paper
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data	2020-07-10	Paper
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes	2019-12-06	Paper
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models	2018-10-12	Paper
Testing for deterministic seasonality in mixed-frequency VARs	2018-08-29	Paper
Generating univariate fractional integration within a large VAR(1)	2018-04-18	Paper
On the univariate representation of BEKK models with common factors	2018-02-07	Paper
Testing for Granger causality in large mixed-frequency VARs	2016-07-12	Paper
Studying co-movements in large multivariate data prior to multivariate modelling	2016-07-04	Paper
Common cyclical features analysis in VAR models with cointegration	2016-06-10	Paper
Nowcasting causality in mixed frequency vector autoregressive models	2014-06-18	Paper
Macro-panels and reality	2013-01-29	Paper
Testing for common autocorrelation in data-rich environments	2011-05-10	Paper
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES	2004-03-22	Paper
On non-contemporaneous short-run co-movements	2002-03-03	Paper
Does seasonal adjustment induce common cycles?	1998-08-13	Paper
Misspecification tests, unit roots and level shifts	1994-04-12	Paper

Research outcomes over time

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