Alain Hecq
2000–2006
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Alain Hecq trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Alain Hecq overall
Papers from Alain Hecq's perspective
Ordered by how strongly the researchers Alain Hecq trusts endorse each paper. Same corpus, a different order for every researcher.
- Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles
- A PANIC Attack on Unit Roots and Cointegration
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Determining the number of factors in approximate factor models with global and group-specific factors
- New Simple Tests for Panel Cointegration
- The stationary bootstrap
- Unit Roots and Cointegration in Panels (Social Science Research Network)
- A Sieve Bootstrap For The Test Of A Unit Root
- Bootstrap Unit Root Tests
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
Their papers
- Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles (2000) — 65 citations
- Common cyclical features analysis in VAR models with cointegration (2006) — 61 citations