Sean Telg
Names
Identifer
Contact
| homepage: |
https://research.vu.nl/en/persons/sean-telg |
|
| postal address: |
Vrije Universiteit Amsterdam
School of Business and Economics
Department of Econometrics and Operations Research
De Boelelaan 1105
1081 HV Amsterdam |
Affiliations
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Tinbergen Instituut (weight: 30%)
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Vrije Universiteit Amsterdam
/ School of Business and Economics
/ Afdeling Econometrie and Operations Research (weight: 70%)
Research profile
author of:
- 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 - A Residual Bootstrap for Conditional Expected Shortfall (RePEc:arx:papers:1811.11557)
by Alexander Heinemann & Sean Telg - 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 - Covid-19, credit risk management modeling, and government support (RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187)
by Telg, Sean & Dubinova, Anna & Lucas, Andre - Mixed causal-noncausal autoregressions with exogenous regressors (RePEc:fgv:epgewp:810)
by Hecq, Alain & Issler, João Victor & Telg, Sean - 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 - 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 - Detecting Co-Movements in Noncausal Time Series (RePEc:rtv:ceisrp:430)
by Gianluca Cubadda & Alain Hecq & Sean Telg - COVID-19, Credit Risk and Macro Fundamentals (RePEc:tin:wpaper:20210059)
by Anna Dubinova & Andre Lucas & Sean Telg - Time-varying effects of housing attributes and economic environment on housing prices (RePEc:tin:wpaper:20230039)
by Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis - 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. - 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