Alain Hecq

Research activity per year

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Dive into the research topics where Alain Hecq is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

1 Similar Profiles

41 Article
28 Working paper
6 Preprint
2 Chapter
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- 1 Editorial
- 1 Doctoral Thesis

Detecting cointegrating relations in non-stationary matrix-valued time series
Hecq, A., Ricardo, I. & Wilms, I., 1 Mar 2025, In: Economics Letters. 248, 5 p., 112205.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
Inference in mixed causal and noncausal models with generalized Student’s t-distributions
Giancaterini, F. & Hecq, A., Jan 2025, In: Econometrics and Statistics. 33, p. 1-12 12 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
Non-causal and non-invertible ARMA models: Identification, estimation and application in equity portfolios
Hecq, A. & Velasquez Gaviria, D., Mar 2025, In: Journal of Time Series Analysis. 46, 2, p. 325-352 28 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
Spectral estimation for mixed causal-noncausal autoregressive models
Hecq, A. & Velasquez-Gaviria, D., 1 Feb 2025, (E-pub ahead of print) In: Econometric Reviews. 24 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
A short term credibility index for central banks under inflation targeting: An application to Brazil
Hecq, A., Issler, J. V. & Voisin, E., May 2024, In: Journal of International Money and Finance. 143, 103057.
Research output: Contribution to journal › Article › Academic › peer-review

2 Organizing or contributing to an event

2nd Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series
Smeekes, S. (Organiser), Hecq, A. (Organiser), Raymaekers, J. (Organiser) & Wilms, I. (Organiser)
13 Jun 2022 → 14 Jun 2022
Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic
Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series
Smeekes, S. (Organiser), Wilms, I. (Organiser) & Hecq, A. (Organiser)
5 Jul 2021 → 6 Jul 2021
Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic

Alain Hecq

Fingerprint

Research output

Detecting cointegrating relations in non-stationary matrix-valued time series

Inference in mixed causal and noncausal models with generalized Student’s t-distributions

Non-causal and non-invertible ARMA models: Identification, estimation and application in equity portfolios

Spectral estimation for mixed causal-noncausal autoregressive models

A short term credibility index for central banks under inflation targeting: An application to Brazil

Activities

2nd Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series

Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series