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  4. Hecq, Alain W. J. [Author]; Sun, Li [Author]

    Selecting between causal and noncausal models with quantile autoregressions

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    2021

    Published in: Studies in nonlinear dynamics and econometrics ; 25(2021), 5 vom: Dez., Seite 393-416

  5. Hecq, Alain W. J. [Author]; Margaritella, Luca [Author]; Smeekes, Stephan [Author]

    Granger causality testing in high-dimensional VARs : a post-double-selection procedure

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    2023

    Published in: Journal of financial econometrics ; 21(2023), 3 vom: Sommer, Seite 915-958

  10. Cubadda, Gianluca [Author]; Hecq, Alain W. J. [Author]; Voisin, Elisa [Author]

    Detecting common bubbles in multivariate mixed causal-noncausal models

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    2023

    Published in: Econometrics ; 11(2023), 1 vom: März, Artikel-ID 9, Seite 1-16

  13. Hecq, Alain W. J. [Author]; Issler, João Victor [Author]; Telg, Sean [Author]

    Mixed causal-noncausal autoregressions with exogenous regressors

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    Rio de Janeiro: EPGE, Escola Brasileira de Economia e Finanças, outubro de 2019

    Published in: Ensaios econômicos ; 810