The Structural Econometric Time Series Analysis Approach
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- Hecq Alain & Palm Franz C. & Laurent Sébastien, 2016.
"On the Univariate Representation of BEKK Models with Common Factors,"
Journal of Time Series Econometrics, De Gruyter, vol. 8(2), pages 91-113, July.
- Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A., 2012. "On the univariate representation of BEKK models with common factors," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Alain Hecq & Franz C. Palm & Sébastien Laurent, 2016. "On the Univariate Representation of BEKK Models with Common Factors," Post-Print hal-01440307, HAL.
- Hecq, A.W. & Laurent, S.F.J.A. & Palm, F.C., 2011. "On the univariate representation of multivariate volatility models with common factors," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Ngoie, Jacques Kibambe & Zellner, Arnold, 2012.
"The Use Of A Marshallian Macroeconomic Model For Policy Evaluation: Case Of South Africa,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 423-448, June.
- Jacques Kibambe & Arnold Zellner, 2010. "The Use Of A Marshallian Macroeconomic Model For Policy Evaluation: Case Of South Africa," Working Papers 201013, University of Pretoria, Department of Economics.
- Jacques Kibambe Ngoie & Arnold Zellner, 2010. "The Use of a Marshallian Macroeconomic Model for Policy Evaluation: Case of South Africa," Working Papers 179, Economic Research Southern Africa.
- Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, vol. 99(3), pages 537-540, June.
- Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009.
"Studying co-movements in large multivariate data prior to multivariate modelling,"
Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January.
- Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
- Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018. "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper 445, Tor Vergata University, CEIS, revised 30 Oct 2018.
- Zellner, Arnold & Israilevich, Guillermo, 2005.
"Marshallian Macroeconomic Model: A Progress Report,"
Macroeconomic Dynamics, Cambridge University Press, vol. 9(2), pages 220-243, April.
- Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
- Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015.
"Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence,"
ESSEC Working Papers
WP1507, ESSEC Research Center, ESSEC Business School.
- Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015. "Long memory through marginalization of large systems and hidden cross-section dependence," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," Working Papers hal-01158524, HAL.
- Carpenter, Rachel A., 2010. "Sacramento’s Fix I-5 Project: Impact on Bus Transit Ridership," Institute of Transportation Studies, Working Paper Series qt8mq0g9gw, Institute of Transportation Studies, UC Davis.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019. "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers 1902.10991, arXiv.org, revised Oct 2019.
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