Alain Hecq
Names
Identifer
Contact
| homepage: |
https://www.alainhecq.eu/ |
|
| postal address: |
University of Maastricht
Dept. of Quantitative Economics
P.O.Box 616
6200 MD Maastricht
The Netherlands |
Affiliations
-
Maastricht University
/ School of Business and Economics
/ Vakgroep Kwantitatieve Economie
Research profile
author of:
- Inference in Codependence : Some Monte Carlo Results and Applications (RePEc:adr:anecst:y:1999:i:54:p:69-90)
by Michel Beine & Alain Hecq - Identification of Mixed Causal-Noncausal Models in Finite Samples (RePEc:adr:anecst:y:2016:i:123-124:p:307-331)
by Alain Hecq & Lenard Lieb & Sean Telg - Generating Univariate Fractional Integration within a Large VAR(1) (RePEc:aim:wpaimx:1844)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure (RePEc:arx:papers:1902.10991)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - Identification of Noncausal Models by Quantile Autoregressions (RePEc:arx:papers:1904.05952)
by Alain Hecq & Li Sun - Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models (RePEc:arx:papers:1911.10916)
by Alain Hecq & Elisa Voisin - Dimension Reduction for High Dimensional Vector Autoregressive Models (RePEc:arx:papers:2009.03361)
by Gianluca Cubadda & Alain Hecq - Inference in mixed causal and noncausal models with generalized Student's t-distributions (RePEc:arx:papers:2012.01888)
by Francesco Giancaterini & Alain Hecq - Adaptive Random Bandwidth for Inference in CAViaR Models (RePEc:arx:papers:2102.01636)
by Alain Hecq & Li Sun - Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (RePEc:arx:papers:2102.11780)
by Alain Hecq & Marie Ternes & Ines Wilms - A short term credibility index for central banks under inflation targeting: an application to Brazil (RePEc:arx:papers:2205.00924)
by Alain Hecq & Joao Issler & Elisa Voisin - Is climate change time reversible? (RePEc:arx:papers:2205.07579)
by Francesco Giancaterini & Alain Hecq & Claudio Morana - Detecting common bubbles in multivariate mixed causal-noncausal models (RePEc:arx:papers:2207.11557)
by Gianluca Cubadda & Alain Hecq & Elisa Voisin - Spectral estimation for mixed causal-noncausal autoregressive models (RePEc:arx:papers:2211.13830)
by Alain Hecq & Daniel Velasquez-Gaviria - Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions (RePEc:arx:papers:2301.10592)
by Alain Hecq & Marie Ternes & Ines Wilms - Inference in Non-stationary High-Dimensional VARs (RePEc:arx:papers:2302.01434)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - Optimization of the Generalized Covariance Estimator in Noncausal Processes (RePEc:arx:papers:2306.14653)
by Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak - Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models (RePEc:arx:papers:2310.19543)
by Alain Hecq & Daniel Velasquez-Gaviria - Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach (RePEc:arx:papers:2407.07973)
by Alain Hecq & Ivan Ricardo & Ines Wilms - Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series (RePEc:arx:papers:2411.05601)
by Alain Hecq & Ivan Ricardo & Ines Wilms - Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions (RePEc:bcb:wpaper:330)
by Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva - Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (RePEc:bla:jtsera:v:40:y:2019:i:6:p:914-935)
by Thomas B. Götz & Alain W. Hecq - Testing for the Price‐ and Wage‐Setting Model in Belgium Using Multivariate Cointegration Tests (RePEc:bla:labour:v:11:y:1997:i:1:p:177-199)
by Alain Hecq & Benoît Mahy - Unknown item RePEc:bla:obuest:v:62:y:2000:i:4:p:511-32 (article)
- Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles (RePEc:bla:obuest:v:62:y:2000:i:4:p:511-532)
by Alain Hecq & Franz C. Palm & Jean‐Pierre Urbain - Detecting Co‐Movements in Non‐Causal Time Series (RePEc:bla:obuest:v:81:y:2019:i:3:p:697-715)
by Gianluca Cubadda & Alain Hecq & Sean Telg - Dimension Reduction for High‐Dimensional Vector Autoregressive Models (RePEc:bla:obuest:v:84:y:2022:i:5:p:1123-1152)
by Gianluca Cubadda & Alain Hecq - On the Univariate Representation of BEKK Models with Common Factors (RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4)
by Hecq Alain & Laurent Sébastien & Palm Franz C. - Selecting between causal and noncausal models with quantile autoregressions (RePEc:bpj:sndecm:v:25:y:2021:i:5:p:393-416:n:3)
by Hecq Alain & Sun Li - L'impact du changement de définition de l'indice des prix de gros en Belgique sur la causalité prix de gros/prix de détail (RePEc:bxr:bxrceb:2013/12877)
by Alain Hecq - Testing for Common Cyclical Features in Nonstationary Panel Data Models (RePEc:ces:ceswps:_248)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Testing for Common Cyclical Features in Var Models with Cointegration (RePEc:ces:ceswps:_451)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features (RePEc:ces:ceswps:_660)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions (RePEc:cir:cirwor:2016s-01)
by Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis - Stability of Okun's Law in a Codependent System (RePEc:ctl:louvir:1998016)
by Candelon, Bertrand C.B. & Hecq, Alain W.J. - Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration (RePEc:ctl:louvir:2000029)
by Candelon, Bertrand & Hecq, Alain & Lohest, Olivier - Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence (RePEc:ebg:essewp:dr-15007)
by Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien - Common shocks, common dynamics, and the international business cycle (RePEc:eee:ecmode:v:24:y:2007:i:1:p:149-166)
by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain - A general to specific approach for constructing composite business cycle indicators (RePEc:eee:ecmode:v:33:y:2013:i:c:p:367-374)
by Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain - Nowcasting causality in mixed frequency vector autoregressive models (RePEc:eee:ecolet:v:122:y:2014:i:1:p:74-78)
by Götz, Thomas B. & Hecq, Alain - Testing for deterministic seasonality in mixed-frequency VARs (RePEc:eee:ecolet:v:149:y:2016:i:c:p:20-24)
by del Barrio Castro, Tomás & Hecq, Alain - Misspecification tests, unit roots and level shifts (RePEc:eee:ecolet:v:43:y:1993:i:2:p:129-135)
by Hecq, Alain & Urbain, Jean-Pierre - Unit root tests with level shift in the presence of GARCH (RePEc:eee:ecolet:v:49:y:1995:i:2:p:125-130)
by Hecq, Alain - Does seasonal adjustment induce common cycles? (RePEc:eee:ecolet:v:59:y:1998:i:3:p:289-297)
by Hecq, Alain - On non-contemporaneous short-run co-movements (RePEc:eee:ecolet:v:73:y:2001:i:3:p:389-397)
by Cubadda, Gianluca & Hecq, Alain - Macro-panels and reality (RePEc:eee:ecolet:v:99:y:2008:i:3:p:537-540)
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C. - Common cyclical features analysis in VAR models with cointegration (RePEc:eee:econom:v:132:y:2006:i:1:p:117-141)
by Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre - Studying co-movements in large multivariate data prior to multivariate modelling (RePEc:eee:econom:v:148:y:2009:i:1:p:25-35)
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C. - Testing for Granger causality in large mixed-frequency VARs (RePEc:eee:econom:v:193:y:2016:i:2:p:418-432)
by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan - Generating univariate fractional integration within a large VAR(1) (RePEc:eee:econom:v:204:y:2018:i:1:p:54-65)
by Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien - Forecasting bubbles with mixed causal-noncausal autoregressive models (RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45)
by Hecq, Alain & Voisin, Elisa - Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions (RePEc:eee:intfor:v:31:y:2015:i:3:p:862-875)
by Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo - Combining forecasts from successive data vintages: An application to U.S. growth (RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74)
by Götz, Thomas B. & Hecq, Alain & Urbain, Jean-Pierre - A vector heterogeneous autoregressive index model for realized volatility measures (RePEc:eee:intfor:v:33:y:2017:i:2:p:337-344)
by Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain - A short term credibility index for central banks under inflation targeting: An application to Brazil (RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445)
by Hecq, Alain & Issler, João Victor & Voisin, Elisa - Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion (RePEc:eee:jimfin:v:24:y:2005:i:8:p:1317-1334)
by Candelon, Bertrand & Hecq, Alain & Verschoor, Willem F.C. - Testing for news and noise in non-stationary time series subject to multiple historical revisions (RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407)
by Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P. - Codependence and Convergence in the EC Economies (RePEc:eee:jpolmo:v:20:y:1998:i:4:p:403-426)
by Beine, Michel & Hecq, Alain - Unknown item RePEc:eme:aeco11:s0731-9053(2013)0000031010 (chapter)
- Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (RePEc:eme:aecozz:s0731-9053(2013)0000031010)
by Thomas B. Götz & Alain Hecq & Jean-Pierre Urbain - Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models (RePEc:eme:aecozz:s0731-90532023000045b010)
by Alain Hecq & Elisa Voisin - A Common-feature approach for testing present-value restrictions with financial data (RePEc:fgv:epgewp:728)
by Hecq, Alain & Issler, João Victor - Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions (RePEc:fgv:epgewp:742)
by Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes - Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions (RePEc:fgv:epgewp:753)
by Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes - Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions (RePEc:fgv:epgewp:763)
by Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes - Mixed causal-noncausal autoregressions with exogenous regressors (RePEc:fgv:epgewp:810)
by Hecq, Alain & Issler, João Victor & Telg, Sean - An Early Warning Test for the Brazilian Inflation-Targeting Regime During the COVID-19 Pandemic (RePEc:fgv:epgrbe:v:77:y:2023:i:4:a:88834)
by Hecq, Alain & Issler, João Victor & Voisin, Elisa - Is Climate Change Time-Reversible? (RePEc:gam:jecnmx:v:10:y:2022:i:4:p:36-:d:996598)
by Francesco Giancaterini & Alain Hecq & Claudio Morana - Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models (RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261)
by Gianluca Cubadda & Alain Hecq & Elisa Voisin - Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? (RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025)
by Alain Hecq & Sean Telg & Lenard Lieb - On the Univariate Representation of BEKK Models with Common Factors (RePEc:hal:journl:hal-01440307)
by Alain Hecq & Franz C. Palm & Sébastien Laurent - Generating univariate fractional integration within a large VAR(1) (RePEc:hal:journl:hal-01980783)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence (RePEc:hal:wpaper:hal-01158524)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Generating Univariate Fractional Integration within a Large VAR(1) (RePEc:hal:wpaper:halshs-01944588)
by Guillaume Chevillon & Alain Hecq & Sébastien Laurent - Testing for common autocorrelation in data‐rich environments (RePEc:jof:jforec:v:30:y:2011:i:3:p:325-335)
by Gianluca Cubadda & Alain Hecq - Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach (RePEc:kap:empiri:v:27:y:2000:i:2:p:115-132)
by Michel Beine & Bertrand Candelon & Alain Hecq - Is climate change time-reversible? (RePEc:mib:wpaper:498)
by Francesco Giancaterini & Alain Hecq & Claudio Morana - The Role of Common Cyclical Features for Coincident and Leading Indexes Building (RePEc:mol:ecsdps:esdp03002)
by Cubadda, Gianluca & Hecq, Alain - Common Shocks, Common Dynamics, and the International Business Cycle (RePEc:mol:ecsdps:esdp03007)
by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain - Measuring the Sources of Cyclical Fluctuations in the G7 Economies (RePEc:mol:ecsdps:esdp06028)
by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain - Common Intraday Periodicity (RePEc:oup:jfinec:v:10:y:2011:i:2:p:325-353)
by Alain Hecq & Sébastien Laurent & Franz C. Palm - Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure (RePEc:oup:jfinec:v:21:y:2023:i:3:p:915-958.)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? (RePEc:pra:mprapa:74922)
by Hecq, Alain & Telg, Sean & Lieb, Lenard - Detecting Co-Movements in Noncausal Time Series (RePEc:pra:mprapa:77254)
by Cubadda, Gianluca & Hecq, Alain & Telg, Sean - Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors (RePEc:pra:mprapa:80767)
by Hecq, Alain & Issler, João Victor & Telg, Sean - Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes (RePEc:pra:mprapa:87746)
by Hecq, Alain & Goetz, Thomas - Forecasting bubbles with mixed causal-noncausal autoregressive models (RePEc:pra:mprapa:92734)
by Voisin, Elisa & Hecq, Alain - Is climate change time reversible? (RePEc:rim:rimwps:22-08)
by Francesco Giancaterini & Alain Hecq & Claudio Morana - Asymmetric Shocks Inside Future EMU (RePEc:ris:integr:0043)
by Beine, Michel & Hecq, Alain - Common Shocks, Common Dynamics, and the International Business Cycle (RePEc:rtv:ceisrp:106)
by Marco Centoni & Gianluca Cubadda & Alain Hecq - Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling (RePEc:rtv:ceisrp:125)
by Gianluca Cubadda & Alain Hecq & Franz C. Palm - Testing for Common Autocorrelation in Data Rich Environments (RePEc:rtv:ceisrp:153)
by Gianluca Cubadda & Alain Hecq - A General to Specific Approach for Constructing Composite Business Cycle Indicators (RePEc:rtv:ceisrp:224)
by Gianluca Cubadda & Barbara Guardabascio & Alain Hecq - A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures (RePEc:rtv:ceisrp:391)
by Gianluca Cubadda & Barbara Guardabascio & Alain Hecq - Detecting Co-Movements in Noncausal Time Series (RePEc:rtv:ceisrp:430)
by Gianluca Cubadda & Alain Hecq & Sean Telg - Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector (RePEc:rtv:ceisrp:445)
by Gianluca Cubadda & Alain Hecq & Antonio Riccardo - Reduced Rank Regression Models in Economics and Finance (RePEc:rtv:ceisrp:525)
by Gianluca Cubadda & Alain Hecq - Dimension Reduction for High Dimensional Vector Autoregressive Models (RePEc:rtv:ceisrp:534)
by Gianluca Cubadda & Alain Hecq - Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models (RePEc:rtv:ceisrp:555)
by Gianluca Cubadda & Alain Hecq & Elisa Voisin - Optimization of the Generalized Covariance Estimator in Noncausal Processes (RePEc:rtv:ceisrp:574)
by Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak - Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach (RePEc:sce:scecf5:258)
by Alain W. HECQ - Should we really care about building business cycle coincident indexes! (RePEc:taf:apeclt:v:12:y:2005:i:3:p:141-144)
by Alain Hecq - Asymmetric business cycle co-movements (RePEc:taf:apeclt:v:16:y:2009:i:6:p:579-584)
by Alain Hecq - IGARCH effect on autoregressive lag length selection and causality tests (RePEc:taf:apeclt:v:3:y:1996:i:5:p:317-323)
by Alain Hecq - Stability of activity-unemployment relationship in a codependent system (RePEc:taf:apeclt:v:7:y:2000:i:10:p:687-693)
by Bertrand Candelon & Alain Hecq - Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features (RePEc:taf:emetrv:v:21:y:2002:i:3:p:273-307)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Testing for Deterministic Seasonality in Mixed-Frequency VARs (RePEc:ubi:deawps:76)
by Tomás del Barrio Castro & Alain Hecq - Determining a perfect optimum currency area using common cycles (RePEc:ulb:ulbeco:2013/10451)
by Michel Beine & Bertrand Candelon & Alain Hecq - Inference in codependence: some Monte Carlo results and applications (RePEc:ulb:ulbeco:2013/10457)
by Michel Beine & Alain Hecq - Convergence des groupes en Europe: une analyse sur données régionales (RePEc:ulb:ulbeco:2013/10459)
by Michel Beine & Frédéric Docquier & Alain Hecq - Codependence and convergence in the EC economies (RePEc:ulb:ulbeco:2013/10463)
by Michel Beine & Alain Hecq - Asymmetric shocks inside future EMU (RePEc:ulb:ulbeco:2013/10465)
by Michel Beine & Alain Hecq - Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes (RePEc:ulb:ulbeco:2013/97153)
by Isabelle Boydens & Eric Geerkens & Alain Hecq - Testing for common cycles in non-stationary VARs with varied frecquency data (RePEc:unm:umagsb:2013002)
by Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J. - Nowcasting causality in mixed frequency vector autoregressive models (RePEc:unm:umagsb:2013050)
by Götz, T.B. & Hecq, A.W. - Combining distributions of real-time forecasts: An application to U.S. growth (RePEc:unm:umagsb:2014027)
by Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J. - Testing for Granger causality in large mixed-frequency VARs (RePEc:unm:umagsb:2014028)
by Götz, T.B. & Hecq, A.W. - Long memory through marginalization of large systems and hidden cross-section dependence (RePEc:unm:umagsb:2015014)
by Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A. - A Vector Heterogeneous Autoregressive Index model for realized volatility measures (RePEc:unm:umagsb:2015033)
by Cubadda, G. & Guardabascio, B. & Hecq, A.W. - Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? (RePEc:unm:umagsb:2015035)
by Hecq, A.W. & Lieb, L.M. & Telg, J.M.A. - Testing for Granger Causality in Large Mixed-Frequency VARs (RePEc:unm:umagsb:2015036)
by Götz, T.B. & Hecq, A.W. & Smeekes, S. - Testing for news and noise in non-stationary time series subject to multiple historical revisions (RePEc:unm:umagsb:2016004)
by Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M. - Macro-panels and reality (RePEc:unm:umamet:2007009)
by Cubadda, G. & Hecq, A.W. & Palm, F.C. - Studying co-movements in large multivariate models without multivariate modelling (RePEc:unm:umamet:2007032)
by Cubadda, G. & Hecq, A.W. & Palm, F.C. - Common intraday periodicity (RePEc:unm:umamet:2011010)
by Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A. - On the univariate representation of multivariate volatility models with common factors (RePEc:unm:umamet:2011011)
by Hecq, A.W. & Laurent, S.F.J.A. & Palm, F.C. - Are panel unit root tests useful for real-time data? (RePEc:unm:umamet:2011012)
by Hecq, A.W. & Urbain, J.R.Y.J. & Gengenbach, C. - A common-feature approach for testing present-value restrictions with financial data (RePEc:unm:umamet:2012006)
by Hecq, A.W. & Issler, J.V. - Forecasting Mixed Frequency Time Series with ECM-MIDAS Models (RePEc:unm:umamet:2012012)
by Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J. - On the univariate representation of BEKK models with common factors (RePEc:unm:umamet:2012018)
by Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A. - Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) (RePEc:unm:umamet:2012021)
by Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J. - Mixed causal–noncausal autoregressions with exogenous regressors (RePEc:wly:japmet:v:35:y:2020:i:3:p:328-343)
by Alain Hecq & Joao Victor Issler & Sean Telg - Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213)
by Thomas B. Götz & Alain Hecq & Jean‐Pierre Urbain - Testing for Granger causality in large mixed-frequency VARs (RePEc:zbw:bubdps:452015)
by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan