Alain Hecq

Discipline

Economies et finances (19)

Type de document

Textes imprimés (15) Prépublication (2) Articles (2)

Co-auteur

Date

Source

Mot-clé

Models (17) Econometrics (16) science économique (15) Economics (15) papier (13) Paper (13) modèle (11) Example (11) Series (10) Statistics (8) spectacle (7) méthodologie (7) Methodology (7) Methods (7) Methodology (7) Methods (7) vecteur (6) abords (agglomération) (6) Dynamics (6) Modeling (6) Dynamics (6) statistiques (5) méthode (5) ordre (5) Nossa Senhora do Monte (5) Statistics (5) White (5) Order (5) Error (5) Statistics (5)

Documents écrit par Alain Hecq (19) | parle de Alain Hecq (0)

Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models
Alain Hecq et al. (30 oct. 2023)
Optimization of the Generalized Covariance Estimator in Noncausal Processes
Gianluca Cubadda et al. (26 juin 2023)
Inference in Non-stationary High-Dimensional VARs
Alain Hecq et al. (2 févr. 2023)
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
Alain Hecq et al. (25 janv. 2023)
Spectral estimation for mixed causal-noncausal autoregressive models
Alain Hecq et al. (24 nov. 2022)
Detecting common bubbles in multivariate mixed causal-noncausal models
Gianluca Cubadda et al. (23 juil. 2022)
Is climate change time reversible?
Francesco Giancaterini et al. (16 mai 2022)
A short term credibility index for central banks under inflation targeting: an application to Brazil
Alain Hecq et al. (2 mai 2022)
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
Alain Hecq et al. (23 févr. 2021)
Adaptive Random Bandwidth for Inference in CAViaR Models
Alain Hecq et al. (2 févr. 2021)
Inference in mixed causal and noncausal models with generalized Student's t-distributions
Francesco Giancaterini et al. (3 déc. 2020)
Dimension Reduction for High Dimensional Vector Autoregressive Models
Gianluca Cubadda et al. (7 sept. 2020)
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
Alain Hecq et al. (25 nov. 2019)
Identification of Noncausal Models by Quantile Autoregressions
Alain Hecq et al. (11 avr. 2019)
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
Alain Hecq et al. (28 févr. 2019)
Generating Univariate Fractional Integration within a Large VAR(1)
Guillaume Chevillon et al.
Generating univariate fractional integration within a large VAR(1)
Guillaume Chevillon et al. (2018)
On the Univariate Representation of BEKK Models with Common Factors
Alain Hecq et al.
Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence
Guillaume Chevillon et al. (7 mai 2015)