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  1. 2019
  2. Published
  3. Published
  4. Published
    Hecq, A., Margaritella, L., & Smeekes, S. (2019). Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (arXiv e-prints; No. 1902.10991). arXiv.org at Cornell University Library.
  5. 2018
  6. Published
  7. 2017
  8. Published
  9. Published
  10. Published
    Cubadda, G., Hecq, A., & Telg, S. (2017). Detecting Co-Movements in Noncausal Time Series. (Munich Personal RePEc Archive; No. 77254). MPRA Paper.
  11. Published
    Hecq, A., Issler, J. V., & Telg, S. (2017). Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. (Munich Personal RePEc Archive; No. 80767). MPRA Paper.
  12. Published
  13. 2016
  14. Published
  15. Published
  16. Published
  17. Published
  18. Published
  19. Published
    Hecq, A. W., Jacobs, J. P. A. M., & Stamatogiannis, M. (2016). Testing for news and noise in non-stationary time series subject to multiple historical revisions. (GSBE Research Memoranda; No. 004). Maastricht: GSBE.
  20. Published
  21. 2015
  22. Published
    Cubadda, G., Guardabascio, B., & Hecq, A. W. (2015). A Vector Heterogeneous Autoregressive Index model for realized volatility measures. (GSBE Research Memorandum; No. 033). Maastricht: GSBE.
  23. Published
  24. Published
  25. Published
    Chevillon, G., Hecq, A. W., & Laurent, S. F. J. A. (2015). Long memory through marginalization of large systems and hidden cross-section dependence. (GSBE Research Memoranda; No. 014). Maastricht: GSBE.
  26. Published
    Götz, T. B., Hecq, A. W., & Smeekes, S. (2015). Testing for Granger Causality in Large Mixed-Frequency VARs. (GSBE Research Memoranda; No. 036). Maastricht: GSBE.
  27. 2014
  28. Published
    Götz, T. B., Hecq, A. W., & Urbain, J. R. Y. J. (2014). Combining distributions of real-time forecasts: An application to U.S. growth. (GSBE Research Memorandum; No. 027). Maastricht: GSBE.
  29. Published
  30. Published
  31. Published
    Götz, T. B., & Hecq, A. W. (2014). Testing for Granger causality in large mixed-frequency VARs. (GSBE Research Memorandum; No. 028). Maastricht: GSBE.
  32. 2013
  33. Published
  34. Published
    Cubadda, G., Guardabascio, B., & Hecq, A. W. (2013). Building a synchronous common-cycle index for the European Union. In Y-W. Cheung, & F. Westermann (Eds.), Global Interdependence, Decoupling, and Recoupling (pp. 37-51). Cambridge, MA: MIT Press.
  35. Published
    Götz, T. B., & Hecq, A. W. (2013). Nowcasting causality in mixed frequency vector autoregressive models. (GSBE Research Memorandum; No. 050). Maastricht: GSBE.
  36. Published
    Götz, T. B., Hecq, A. W., & Urbain, J. R. Y. J. (2013). Testing for common cycles in non-stationary VARs with varied frecquency data. (GSBE Research Memorandum; No. 002). Maastricht: GSBE.
  37. Published
    Götz, T. B., Hecq, A. W., & Urbain, J. R. Y. J. (2013). Testing for common cycles in non-stationary VARs with varied frequency data. In T. B. Fomby, L. Kilian, & A. Murphy (Eds.), VAR Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims (pp. 361-393). (Advances in Econometrics; No. 32). Emerald Group Publishing Limited. https://doi.org/10.1108/S0731-9053(2013)0000031010
  38. 2012
  39. Published
    Hecq, A. W., & Issler, J. V. (2012). A common-feature approach for testing present-value restrictions with financial data. (METEOR Research Memorandum; No. 006). Maastricht: METEOR, Maastricht University School of Business and Economics.
  40. Published
  41. Published
    Hecq, A. W., Götz, T. B., & Urbain, J. R. Y. J. (2012). Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. (METEOR Research Memorandum; No. 12012). Maastricht: METEOR.
  42. Published
    Hecq, A. W., Palm, F. C., & Laurent, S. F. J. A. (2012). On the univariate representation of BEKK models with common factors. (METEOR Research Memorandum; No. 018). Maastricht: METEOR, Maastricht University School of Business and Economics.
  43. Published
    Hecq, A. W., Götz, T. B., & Urbain, J. R. Y. J. (2012). Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data). (METEOR Research Memorandum; No. 021). Maastricht: METEOR, Maastricht University School of Business and Economics.
  44. 2011
  45. Published
    Hecq, A. W., Urbain, J. R. Y. J., & Gengenbach, C. (2011). Are panel unit root tests useful for real-time data? (METEOR Research Memorandum; No. 012). Maastricht: METEOR, Maastricht University School of Business and Economics.
  46. Published
    Hecq, A. W., Palm, F. C., & Laurent, S. F. J. A. (2011). Common intraday periodicity. (METEOR Research Memorandum; No. 010). Maastricht: METEOR, Maastricht University School of Business and Economics.
  47. Published
    Hecq, A. W., Laurent, S. F. J. A., & Palm, F. C. (2011). On the univariate representation of multivariate volatility models with common factors. (METEOR Research Memorandum; No. 011). Maastricht: METEOR, Maastricht University School of Business and Economics.
  48. Published
  49. 2008
  50. Published
  51. 2007
  52. Published
    Hecq, A. W., Palm, F. C., & Cubadda, G. (2007). Macro panes and reality. (Research Memorandum; No. 2007/09). onbekend: Kwantitatieve Economie.
  53. Published
    Cubadda, G., Hecq, A. W., & Palm, F. C. (2007). Macro-panels and reality. (METEOR Research Memorandum; No. 009). Maastricht: METEOR, Maastricht University School of Business and Economics.
  54. Published
    Cubadda, G., Hecq, A. W., & Palm, F. C. (2007). Studying co-movements in large multivariate models without multivariate modelling. (METEOR Research Memorandum; No. 032). Maastricht: METEOR, Maastricht University School of Business and Economics.
  55. 2004
  56. Published
  57. 2002
  58. Published
  59. Published
    Palm, F. C., Cubadda, G., Hecq, A. W., & Urbain, J. R. Y. J. (2002). Common cyclical features in nonstationary VAR models: An overview. Maastricht: Maastricht University School of Business and Economics.
  60. Published
    Candelon, B., & Hecq, A. W. (2002). Multi-regime common cyclical features. (METEOR research memorandum; No. 050). Maastricht: METEOR, Maastricht University School of Business and Economics.
  61. Published
  62. 2001
  63. Published
  64. Published
    Hecq, A. W., Palm, F. C., & Urbain, J. R. Y. J. (2001). Testing for Commom Cyclical Features in VAR Models with Cointegration. (METEOR Research Memorandum; No. RM/01/002). Maastricht: Maastricht University School of Business and Economics.
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