Search

Your search keyword '"Hecq, Alain"' showing total 234 results

Search Constraints

Start Over You searched for: Author "Hecq, Alain" Remove constraint Author: "Hecq, Alain"
234 results on '"Hecq, Alain"'

Search Results

1. Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series

2. Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach

3. Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models

4. Optimization of the Generalized Covariance Estimator in Noncausal Processes

5. Inference in Non-stationary High-Dimensional VARs

6. Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions

7. Spectral estimation for mixed causal-noncausal autoregressive models

10. Detecting common bubbles in multivariate mixed causal-noncausal models

11. Is climate change time reversible?

12. A short term credibility index for central banks under inflation targeting: an application to Brazil

15. Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions

16. Adaptive Random Bandwidth for Inference in CAViaR Models

17. Inference in mixed causal and noncausal models with generalized Student's t-distributions

18. Dimension Reduction for High Dimensional Vector Autoregressive Models

19. Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models

20. Identification of Noncausal Models by Quantile Autoregressions

21. Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure

24. Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios.

38. Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*.

42. Dimension Reduction for High Dimensional Vector Autoregressive Models

Catalog

Books, media, physical & digital resources