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Research Output

Detecting Co-Movements in Non-Causal Time Series

Cubadda, G., Hecq, A. & Telg, S., Jun 2019, In : Oxford Bulletin of Economics and Statistics. 81, 3, p. 697-715 19 p.

Research output: Contribution to journalArticleAcademicpeer-review

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Granger Causality Testing in Mixed-Frequency VARs with Possibly (Co)Integrated Processes

Goetz, T. B. & Hecq, A. W., Nov 2019, In : Journal of Time Series Analysis. 40, 6, p. 914-935 22 p.

Research output: Contribution to journalArticleAcademicpeer-review

Testing for news and noise in non-stationary time series subject to multiple historical revisions

Hecq, A., Jacobs, J. P. A. M. & Stamatogiannis, M. P., Jun 2019, In : Journal of Macroeconomics. 60, p. 396-407 12 p.

Research output: Contribution to journalArticleAcademicpeer-review

Generating univariate fractional integration within a large VAR(1)

Chevillon, G., Hecq, A. & Laurent, S., May 2018, In : Journal of Econometrics. 204, 1, p. 54-65 12 p.

Research output: Contribution to journalArticleAcademicpeer-review