Cubadda, G., Giancaterini, F., Hecq, A., & Jasiak, J. (2024). Optimization of the generalized covariance estimator in noncausal processes. Statistics and Computing, 34(4), Article 127. https://doi.org/10.1007/s11222-024-10437-1
Hecq, A., Issler, J. V., & Voisin, E. (2024). A short term credibility index for central banks under inflation targeting: An application to Brazil. Journal of International Money and Finance, 143, Article 103057. https://doi.org/10.1016/j.jimonfin.2024.103057
Hecq, A., Ricardo, I., & Wilms, I. (2024). Reduced-Rank Matrix Autoregressive Models: A Medium N Approach. Cornell University - arXiv. arXiv.org No. 2407.07973 https://arxiv.org/abs/2407.07973
Cubadda, G., Giancaterini, F., Hecq, A., & Jasiak, J. (2023). Optimization of the Generalized Covariance Estimator in Noncausal Processes. Cornell University - arXiv. arXiv.org No. 2306.14653v1
Hecq, A., Ternes, M., & Wilms, I. (2023). Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. Cornell University - arXiv. arXiv.org No. arXiv:2301.10592 https://arxiv.org/abs/2301.10592
Hecq, A., Ternes, M., & Wilms, I. (2022). Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. Journal of Computational and Graphical Statistics, 31(4), 1076-1090. https://doi.org/10.1080/10618600.2022.2058003
