Identification of mixed causal-noncausal models in finite samples A Hecq, L Lieb, S Telg Annals of Economics and Statistics/Annales d'Économie et de Statistique, 307-331, 2016 | 42 | 2016 |
Mixed causal–noncausal autoregressions with exogenous regressors A Hecq, JV Issler, S Telg Journal of Applied Econometrics 35 (3), 328-343, 2020 | 19 | 2020 |
Do seasonal adjustments induce noncausal dynamics in inflation rates? A Hecq, S Telg, L Lieb Econometrics 5 (4), 48, 2017 | 19* | 2017 |
Simulation, estimation and selection of mixed causal-noncausal autoregressive models: The MARX package A Hecq, L Lieb, S Telg Available at SSRN 3015797, 2017 | 18* | 2017 |
Covid-19, credit risk management modeling, and government support S Telg, A Dubinova, A Lucas Journal of Banking & Finance 147, 106638, 2023 | 11 | 2023 |
Detecting Co‐Movements in Non‐Causal Time Series G Cubadda, A Hecq, S Telg Oxford Bulletin of Economics and Statistics 81 (3), 697-715, 2019 | 11 | 2019 |
A residual bootstrap for conditional expected shortfall A Heinemann, S Telg arXiv preprint arXiv:1811.11557, 2018 | 4 | 2018 |
Mixed causal-noncausal autoregressions with strictly exogenous regressors A Hecq, JV Issler, S Telg | 4 | 2017 |
Time-varying effects of housing attributes and economic environment on housing prices M Friedrich, Y Lin, P Ramdaras, S Telg, B van der Sluis Tinbergen Institute Discussion Paper, 2023 | 3 | 2023 |
A novel test for the presence of local explosive dynamics F Blasques, SJ Koopman, G Mingoli, S Telg Tinbergen Institute Discussion Paper, 2024 | 1 | 2024 |
COVID-19, Credit Risk and Macro Fundamentals A Dubinova, A Lucas, S Telg Tinbergen Institute Discussion Paper, 2021 | 1 | 2021 |
Identification of Mixed Causal-Noncausal Models: How Fat Should We Go? AW Hecq, LM Lieb, JMA Telg | 1 | 2015 |
Mastering Econometrics: Exercises and Solutions J Magnus, S Telg VU University Press, 2022 | | 2022 |
Mixed Causal-noncausal Models: Identification, Estimation and Inference Sean (Johannes MA) Telg Datawyse/Universitaire Pers Maastricht, 2017 | | 2017 |
Do Seasonal Adjustments Induce Noncausal Forecastability? A Hecq, L Lieb, S Telg | | 2016 |
Mixed Causal-Noncausal Models S Telg | | |
ONLINE APPENDIX FOR: MIXED CAUSAL-NONCAUSAL AUTOREGRESSIONS WITH EXOGENOUS REGRESSORS A Hecq, JV Issler, S Telg | | |