Articles with public access mandates - alain hecqLearn more
Available somewhere: 5
Testing for Granger causality in large mixed-frequency VARs
TB Götz, A Hecq, S Smeekes
Journal of Econometrics 193 (2), 418-432, 2016
Mandates: Netherlands Organisation for Scientific Research
Granger causality testing in high-dimensional VARs: A post-double-selection procedure
A Hecq, L Margaritella, S Smeekes
Journal of Financial Econometrics 21 (3), 915-958, 2023
Mandates: Netherlands Organisation for Scientific Research
Detecting common bubbles in multivariate mixed causal–noncausal models
G Cubadda, A Hecq, E Voisin
Econometrics 11 (1), 9, 2023
Mandates: Government of Italy
Hierarchical regularizers for mixed-frequency vector autoregressions
A Hecq, M Ternes, I Wilms
Journal of Computational and Graphical Statistics 31 (4), 1076-1090, 2022
Mandates: European Commission
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models. Econometrics 11: 9
G Cubadda, A Hecq, E Voisin
Mandates: Government of Italy
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