المؤلفون: Gianluca Cubadda, Alain Hecq, Elisa Voisin

المصدر: Econometrics, Vol 11, Iss 1, p 9 (2023)

مصطلحات موضوعية: forward-looking models, bubbles, comovements, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/11/1/9; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/0f7476df78f94c798e68a1252410d861

المؤلفون: Francesco Giancaterini, Alain Hecq, Claudio Morana

المصدر: Econometrics, Vol 10, Iss 4, p 36 (2022)

مصطلحات موضوعية: mixed causal and noncausal models, time reversibility, Hodrick–Prescott filter, climate change, global warming, environmental tipping points, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/10/4/36; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/99535cfb11ae4a35b3c74dba76942ca3

المؤلفون: Alain Hecq, Sean Telg, Lenard Lieb

المصدر: Econometrics, Vol 5, Iss 4, p 48 (2017)

مصطلحات موضوعية: inflation, seasonal adjustment filters, mixed causal-noncausal models, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/5/4/48; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/ba73d08027a044beada929004b691d6d

المؤلفون: Gianluca Cubadda, Francesco Giancaterini, Alain Hecq, Joann Jasiak

المساهمون: Cubadda, G, Giancaterini, F, Hecq, A, Jasiak, J

مصطلحات موضوعية: Settore SECS-S/03

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001236210900002; journal:STATISTICS AND COMPUTING; https://hdl.handle.net/2108/368084; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85195165476

الاتاحة: https://hdl.handle.net/2108/368084
https://doi.org/10.1007/s11222-024-10437-1

المؤلفون: Alain Hecq, Marie Ternes, Ines Wilms

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht, RS: GSBE other - not theme-related research

المصدر: Journal of Computational and Graphical Statistics, 31(4), 1076-1090. Taylor and Francis

مصطلحات موضوعية: FOS: Computer and information sciences, Statistics and Probability, SELECTION, Variable selection, Econometrics (econ.EM), Coincident indicators, GRANGER CAUSALITY, GDP, Methodology (stat.ME), FOS: Economics and business, Group lasso, Discrete Mathematics and Combinatorics, INFERENCE, High-dimensionality, Statistics, Probability and Uncertainty, MIDAS, Statistics - Methodology, Economics - Econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1829b0c4e5f9b9e909630bc2fdbeac37
https://doi.org/10.1080/10618600.2022.2058003

المؤلفون: Alain Hecq, Elisa Voisin

المصدر: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications ISBN: 9781837532131

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::ada8f6ae31d1313153506ac71879a519
https://doi.org/10.1108/s0731-90532023000045b010

المؤلفون: Alain Hecq, Li Sun

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht, Quantitative Economics, RS: GSBE other - not theme-related research

المصدر: Studies in Nonlinear Dynamics and Econometrics, 25(5), 393-416. Berkeley Electronic Press

مصطلحات موضوعية: Economics and Econometrics, financial bubbles, 05 social sciences, causal and noncausal time series, model selection criterion, Probability and statistics, LIMIT THEORY, 01 natural sciences, quantile autoregressions, 010104 statistics & probability, regularly varying variables, 0502 economics and business, Econometrics, 050207 economics, 0101 mathematics, Social Sciences (miscellaneous), Analysis, Economic bubble, Mathematics, Quantile

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0088dc24545eb121669e0b104f6fc0a0
https://cris.maastrichtuniversity.nl/en/publications/739c41aa-cca6-4bc4-8a1b-95544bc7e1d0

المؤلفون: Gianluca Cubadda, Alain Hecq

المساهمون: Cubadda, G, Hecq, A

مصطلحات موضوعية: Reduced rank regression, common feature, vector autoregressive model, multivariate volatility models, dimension reduction, Settore SECS-S/03 - STATISTICA ECONOMICA

Relation: info:eu-repo/semantics/altIdentifier/isbn/9780190625979; ispartofbook:Oxford Research Encyclopedia of Economics and Finance; http://hdl.handle.net/2108/296967; https://doi.org/10.1093/acrefore/9780190625979.013.677

الاتاحة: http://hdl.handle.net/2108/296967
https://doi.org/10.1093/acrefore/9780190625979.013.677

المؤلفون: Sean Telg, João Victor Issler, Alain Hecq

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht, Econometrics and Data Science

المصدر: Hecq, A, Issler, J V & Telg, S 2020, ' Mixed causal–noncausal autoregressions with exogenous regressors ', Journal of Applied Econometrics, vol. 35, no. 3, pp. 328-343 . https://doi.org/10.1002/jae.2751
Journal of Applied Econometrics, 35(3), 328-343. Wiley
Journal of Applied Econometrics, 35(3), 328-343. John Wiley and Sons Ltd

مصطلحات موضوعية: Economics and Econometrics, Variables, Series (mathematics), media_common.quotation_subject, Model selection, 05 social sciences, Asymptotic distribution, Information Criteria, MAXIMUM-LIKELIHOOD-ESTIMATION, Standard error, Autoregressive model, 0502 economics and business, Covariate, Econometrics, 050207 economics, Social Sciences (miscellaneous), 050205 econometrics, Mathematics, media_common

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4f0298aff356f7f5836ec3412bb9bad
https://doi.org/10.1002/jae.2751

المؤلفون: Francesco Giancaterini, Alain Hecq

المساهمون: RS: GSBE other - not theme-related research, QE Econometrics, RS: FSE DACS Mathematics Centre Maastricht, RS: GSBE Theme Learning and Work, RS: GSBE Theme Data-Driven Decision-Making

المصدر: Econometrics and Statistics. Elsevier

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, robust inference, Single Equation Models, Single Variables: Time-Series Models, Dynamic Quantile Regressions, Dynamic Treatment Effect Models, MLE, Noncausal models, generalized Student's t-distribution, Statistics, Probability and Uncertainty, c22 - "Single Equation Models, Dynamic Treatment Effect Models"

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9cb19353e86a2eeb86f1d03318dc7913
https://doi.org/10.1016/j.ecosta.2021.11.007

المؤلفون: Gianluca Cubadda, Alain Hecq

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht, RS: GSBE other - not theme-related research

المصدر: Oxford Bulletin of Economics and Statistics, 84(5), 1123-1152. Wiley

مصطلحات موضوعية: SELECTION, Statistics and Probability, MACROECONOMICS, NUMBER, Economics and Econometrics, Settore SECS-S/03, INFERENCE, COMMON CYCLICAL FEATURES, Statistics, Probability and Uncertainty, COINTEGRATION RANK, Social Sciences (miscellaneous)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::725550c4c34129396c46d35032ec2366
http://hdl.handle.net/2108/301987

المؤلفون: Stephan Smeekes, Alain Hecq, Luca Margaritella

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht

المصدر: Journal of Financial Econometrics, 21(3):nbab023, 915-958. Oxford University Press

مصطلحات موضوعية: FOS: Computer and information sciences, Economics and Econometrics, ADAPTIVE LASSO, Nuisance variable, Computer science, Econometrics (econ.EM), c12 - Hypothesis Testing: General, Feature selection, FREQUENCY, Least squares, Methodology (stat.ME), FOS: Economics and business, CONFIDENCE-INTERVALS, Set (abstract data type), Lasso (statistics), Granger causality, BOOTSTRAP, Econometrics, Statistics::Methodology, high-dimensional inference, post-double-selection, Statistics - Methodology, Selection (genetic algorithm), Economics - Econometrics, MODEL SELECTION, RISK, REGULARIZED ESTIMATION, vector autoregressive models, INFERENCE, SHRINKAGE, c32 - "Multiple or Simultaneous Equation Models: Time-Series Models, Dynamic Quantile Regressions, Dynamic Treatment Effect Models", Volatility (finance), Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5cc170b108e2bd84c294eeb69c6d3f2
https://doi.org/10.1093/jjfinec/nbab023

المؤلفون: Alain Hecq, Elisa Voisin

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht, RS: GSBE other - not theme-related research

المصدر: Econometrics and Statistics, 20, 29-45. Elsevier

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Explosive material, Computer science, Lag, Bubble, Single Equation Models, Single Variables: Time-Series Models, Dynamic Quantile Regressions, Dynamic Treatment Effect Models, Monte Carlo method, Predictive densities, Statistical Simulation Methods: General, Noncausal models, 01 natural sciences, c53 - "Forecasting and Prediction Methods, Simulation Methods ", 010104 statistics & probability, 0502 economics and business, Statistical physics, 0101 mathematics, 050205 econometrics, Simulations-based forecasts, Series (mathematics), 05 social sciences, c15 - Statistical Simulation Methods: General, Autoregressive model, Financial crisis, Forecasting and Prediction Methods, Simulation Methods, Bubbles, Statistics, Probability and Uncertainty, Focus (optics), c22 - "Single Equation Models, Dynamic Treatment Effect Models", Forecasting

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c25b08ea05d134da76923a06a26f06d
https://cris.maastrichtuniversity.nl/en/publications/a33262f4-1525-4c1d-8d12-9c53814a934e

المؤلفون: Alain Hecq, Thomas Goetz

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work

المصدر: Journal of Time Series Analysis, 40(6), 914-935. Wiley

مصطلحات موضوعية: Statistics and Probability, Industrial production, Monte Carlo method, TEMPORAL AGGREGATION, Inference, REGRESSIONS, Wald test, 01 natural sciences, TIME-SERIES MODELS, Causality (physics), VECTOR AUTOREGRESSIONS, 010104 statistics & probability, Granger causality, 0502 economics and business, hypothesis testing, Econometrics, 0101 mathematics, 050205 econometrics, Statistical hypothesis testing, Mathematics, cointegration, Cointegration, Applied Mathematics, 05 social sciences, Mixed frequencies, INFERENCE, Statistics, Probability and Uncertainty, MIDAS

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d6222bd499e203d4b76ee83790cf9ace
https://doi.org/10.1111/jtsa.12462

المؤلفون: Jan Jacobs, Michalis P. Stamatogiannis, Alain Hecq

المساهمون: Research programme EEF, QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work

المصدر: Journal of Macroeconomics, 60, 396-407. ELSEVIER SCIENCE BV
Journal of Macroeconomics
Journal of Macroeconomics, 60, 396-407. Elsevier Science

مصطلحات موضوعية: e01 - "Measurement and Data on National Income and Product Accounts and Wealth, Environmental Accounts", SELECTION, Measurement and Data on National Income and Product Accounts and Wealth, Environmental Accounts, Economics and Econometrics, VINTAGES, Computer science, MODELS, Estimating, c82 - "Methodology for Collecting, Estimating, and Organizing Macroeconomic Data, Data Access", and Organizing Macroeconomic Data, News-noise tests, 0502 economics and business, Economics, Econometrics, Outlier detection, c82 - "Methodology for Collecting, 050207 economics, Data revision, Data Access, WEAK EXOGENEITY, 050205 econometrics, Series (mathematics), Cointegration, Methodology for Collecting, 05 social sciences, Multiple or Simultaneous Equation Models: Time-Series Models, Dynamic Quantile Regressions, Dynamic Treatment Effect Models, Subject (documents), Noise, GROWTH, Anomaly detection, c32 - "Multiple or Simultaneous Equation Models: Time-Series Models, Dynamic Treatment Effect Models"

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c9af4390660e8d412b761be78d577390
https://doi.org/10.1016/j.jmacro.2019.03.003

المؤلفون: Alain Hecq, Willem F. C. Verschoor, Elon Alain Hecq

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.fdewb.unimaas.nl/finance/WorkingPapers/03/wp03_020.pdf.

مصطلحات موضوعية: Common Cycles, GARCH, Robust Tests, Shocks, Shift-Contagion, Co-movements JEL, C22, F31

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.7309; http://www.fdewb.unimaas.nl/finance/WorkingPapers/03/wp03_020.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.7309
http://www.fdewb.unimaas.nl/finance/WorkingPapers/03/wp03_020.pdf

المؤلفون: Gianluca Cubadda, Alain Hecq, Murst Alain Hecq

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.personeel.unimaas.nl/A.Hecq/CILI.pdf.

مصطلحات موضوعية: Coincident and Leading Indexes, Common Cyclical Features, Reduced Rank Regression

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.559; http://www.personeel.unimaas.nl/A.Hecq/CILI.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.559
http://www.personeel.unimaas.nl/A.Hecq/CILI.pdf

المؤلفون: Thomas B. Götz, Alain Hecq, Pierre Urbain, Jean-pierre Urbain

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://digitalarchive.maastrichtuniversity.nl/fedora/get/guid%3Ac3d501be-442c-43cd-8757-6126cfb565b5/ASSET1/.

مصطلحات موضوعية: JEL Codes, C22, C53 Keywords, ECM, MIDAS, Forecasting

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1028.1385; http://digitalarchive.maastrichtuniversity.nl/fedora/get/guid%3Ac3d501be-442c-43cd-8757-6126cfb565b5/ASSET1/

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1028.1385
http://digitalarchive.maastrichtuniversity.nl/fedora/get/guid%3Ac3d501be-442c-43cd-8757-6126cfb565b5/ASSET1/

المؤلفون: Gianluca Cubadda, Sean Telg, Alain Hecq

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: GSBE other - not theme-related research

المصدر: Oxford Bulletin of Economics and Statistics, 81(3), 697-715. Wiley

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Multivariate statistics, Short run, Series (mathematics), Rank (linear algebra), Gaussian, 05 social sciences, CYCLES, symbols.namesake, Autoregressive model, Settore SECS-S/03 - Statistica Economica, 0502 economics and business, Statistics, symbols, Econometrics, COMMON CYCLICAL FEATURES, 050207 economics, Statistics, Probability and Uncertainty, Canonical correlation, Social Sciences (miscellaneous), 050205 econometrics, Mathematics, Statistical hypothesis testing

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d893601146336d239ac5dfab19c048cd
https://doi.org/10.1111/obes.12281

المؤلفون: Sébastien Laurent, Alain Hecq, Guillaume Chevillon

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, Essec Business School, Department of Quantitative Economics [Maastricht], Maastricht University [Maastricht], Aix-Marseille Sciences Economiques (AMSE), École des hautes études en sciences sociales (EHESS)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS)-Aix Marseille Université (AMU), Lai Tong, Charles, Department of Information Systems, Decision Sciences and Statistics, ESSEC Business School, Department of Quantitative Economics, School of Business and Economics, Maastricht University, Aix-Marseille Graduate School of Management, ESSEC Business School, École des hautes études en sciences sociales (EHESS)-Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Journal of Econometrics, 204(1), 54-65. Elsevier Science
Journal of Econometrics
Journal of Econometrics, Elsevier, 2018, 204 (1), pp.54-65. ⟨10.1016/j.jeconom.2018.01.002⟩
Journal of Econometrics, 2018, 204 (1), pp.54-65. ⟨10.1016/j.jeconom.2018.01.002⟩

مصطلحات موضوعية: Economics and Econometrics, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C55 - Large Data Sets: Modeling and Analysis, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Applied mathematics, Order (group theory), GAUSSIAN SEMIPARAMETRIC ESTIMATION, 0101 mathematics, Representation (mathematics), [SHS.ECO] Humanities and Social Sciences/Economics and Finance, Marginalization, JEL: C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C32 - Time-Series Models • Dynamic Quantile Regressions • Dynamic Treatment Effect Models • Diffusion Processes • State Space Models, 050205 econometrics, Mathematics, Long memory, Series (mathematics), [QFIN]Quantitative Finance [q-fin], Applied Mathematics, 05 social sciences, Univariate, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C10 - General, LONG MEMORY PROCESSES, AGGREGATION, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, Autoregressive model, Dynamic models, Vector autoregressive model, Final equation representation, DYNAMIC-MODELS, VOLATILITY

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9316eae63a2485d8cee75d162c7ae8de
https://cris.maastrichtuniversity.nl/en/publications/a1a74049-9951-49de-9ef1-9b72fa150213