A. García-Hiernaux

Available identifiers

Publication	Date of Publication	Type
Macroeconomic forecasting evaluation of MIDAS models	2024-09-24	Paper
Identification of canonical models for vectors of time series: a subspace approach	2024-07-25	Paper
TF-MIDAS: a transfer function based mixed-frequency model	2022-03-23	Paper
State-space methods for time series analysis. Theory, applications and software	2016-08-17	Paper
Estimating the system order by subspace methods	2015-01-30	Paper
Forecasting linear dynamical systems using subspace methods	2014-08-06	Paper
Generalized portmanteau tests based on subspace methods	2014-03-07	Paper
From general state-space to VARMAX models	2012-05-18	Paper
Unit roots and cointegration modelling through a family of flexible information criteria	2010-04-08	Paper
Fast estimation methods for time-series models in state–space form	2009-03-17	Paper
Subspace-based methods to determine unit roots and cointegrating ranks	2008-10-23	Paper

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