Research output per year
Research output per year
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Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
Hecq, A., Ternes, M. & Wilms, I., 2023, Cornell University - arXiv, 23 p. (arXiv.org; No. arXiv:2301.10592).Research output: Working paper / Preprint › Preprint
Open Access -
Inference in Non-stationary High-Dimensional VARs
Hecq, A., Margaritella, L. & Smeekes, S., 2 Feb 2023, Cornell University - arXiv, p. 2302.01434v1, 42 p. (arXiv.org; No. 2302.01434).Research output: Working paper / Preprint › Preprint
Open AccessFile7 Downloads (Pure) -
Dimension Reduction for High-Dimensional Vector Autoregressive Models
Cubadda, G. & Hecq, A., Oct 2022, In: Oxford Bulletin of Economics and Statistics. 84, 5, p. 1123-1152 30 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
Hecq, A., Ternes, M. & Wilms, I., 2 Oct 2022, In: Journal of Computational and Graphical Statistics. 31, 4, p. 1076-1090 15 p.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., Mar 2022, (E-pub ahead of print) In: Econometrics and Statistics.Research output: Contribution to journal › Article › Academic › peer-review
Open Access
Activities
- 2 Organizing or contributing to an event
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2nd Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series
Stephan Smeekes (Organiser), Alain Hecq (Organiser), Jakob Raymaekers (Organiser) & Ines Wilms (Organiser)
13 Jun 2022 → 14 Jun 2022Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic
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Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series
Stephan Smeekes (Organiser), Ines Wilms (Organiser) & Alain Hecq (Organiser)
5 Jul 2021 → 6 Jul 2021Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic