9
H index
9
i10 index
328
Citations
Alain Hecq : Citation Profile
Maastricht University | RESEARCH PRODUCTION: 36 Articles 62 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1992 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Hecq. | Is cited by:
| Cites to:
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Main data
Where Alain Hecq has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 7 |
| Journal of Econometrics | 4 |
| Applied Economics Letters | 4 |
| International Journal of Forecasting | 3 |
| Economic Modelling | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
Recent works citing Alain Hecq (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2019 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers || Download paper |
| 2018 | High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431. Full description at Econpapers || Download paper |
| 2018 | Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach. (2018). Motegi, Kaiji ; Sadahiro, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:118-128. Full description at Econpapers || Download paper |
| 2019 | Separate cointegration in a VAR system subject to structural breaks. (2019). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:19-23. Full description at Econpapers || Download paper |
| 2017 | Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation. (2017). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:118-134. Full description at Econpapers || Download paper |
| 2018 | Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66. Full description at Econpapers || Download paper |
| 2018 | Asymmetric semi-volatility spillover effects in EMU stock markets. (2018). cipollini, andrea ; Muzzioli, Silvia ; Caloia, Francesco Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:221-230. Full description at Econpapers || Download paper |
| 2018 | MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63. Full description at Econpapers || Download paper |
| 2019 | Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66. Full description at Econpapers || Download paper |
| 2019 | Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79. Full description at Econpapers || Download paper |
| 2019 | Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146. Full description at Econpapers || Download paper |
| 2018 | Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190. Full description at Econpapers || Download paper |
| 2018 | Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916. Full description at Econpapers || Download paper |
| 2019 | Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357. Full description at Econpapers || Download paper |
| 2018 | Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205. Full description at Econpapers || Download paper |
| 2019 | Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913. Full description at Econpapers || Download paper |
| 2018 | Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2018). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397. Full description at Econpapers || Download paper |
| 2019 | CAMPLET: Seasonal Adjustment Without Revisions. (2019). Jacobs, Jan ; Ouwehand, Pim ; Abeln, Barend . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-0031-3. Full description at Econpapers || Download paper |
| 2018 | Mean-reversion and structural change in European food prices. (2018). Akdoğan, Kurmaş ; Akdogan, Kurmas . In: Central Bank Review. RePEc:tcb:cebare:v:18:y:2018:i:4:p:163-173. Full description at Econpapers || Download paper |
| 2018 | THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH. (2018). Hamori, Shigeyuki ; Miyazaki, Takashi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500045. Full description at Econpapers || Download paper |
| 2018 | A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018. Full description at Econpapers || Download paper |
| 2018 | Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018. Full description at Econpapers || Download paper |
| 2018 | Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420. Full description at Econpapers || Download paper |
Works by Alain Hecq:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Inference in Codependence : Some Monte Carlo Results and Applications In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1999 | Inference in codependence: some Monte Carlo results and applications.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Identification of Noncausal Models by Quantile Autoregressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Testing for the Price- and Wage-Setting Model in Belgium Using Multivariate Cointegration Tests In: LABOUR. [Full Text][Citation analysis] | article | 1 |
| 2000 | Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 37 |
| 2019 | Detecting Co‐Movements in Non‐Causal Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | On the Univariate Representation of BEKK Models with Common Factors.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | On the Univariate Representation of BEKK Models with Common Factors.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1992 | Limpact du changement de définition de lindice des prix de gros en Belgique sur la causalité prix de gros/prix de détail In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2000 | Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2002 | Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2002 | SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2016 | Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Testing for news and noise in non-stationary time series subject to multiple historical revisions.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | Stability of Okuns Law in a Codependent System In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 4 |
| 2000 | Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Citation analysis] | paper | 1 |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Common shocks, common dynamics, and the international business cycle In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
| 2003 | Common Shocks, Common Dynamics, and the International Business Cycle.(2003) In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2008 | Common Shocks, Common Dynamics, and the International Business Cycle.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2013 | A general to specific approach for constructing composite business cycle indicators In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2012 | A General to Specific Approach for Constructing Composite Business Cycle Indicators.(2012) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2013 | Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Testing for deterministic seasonality in mixed-frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for Deterministic Seasonality in Mixed-Frequency VARs.(2016) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1993 | Misspecification tests, unit roots and level shifts In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1995 | Unit root tests with level shift in the presence of GARCH In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1998 | Does seasonal adjustment induce common cycles? In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2001 | On non-contemporaneous short-run co-movements In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
| 2008 | Macro-panels and reality In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | Macro-panels and Reality.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 2009 | Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2008 | Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2016 | Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2014 | Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2013 | Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions.(2014) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions.(2015) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2017 | A vector heterogeneous autoregressive index model for realized volatility measures In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2016 | A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures.(2016) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | A Vector Heterogeneous Autoregressive Index model for realized volatility measures.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2005 | Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
| 2019 | Testing for news and noise in non-stationary time series subject to multiple historical revisions In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1998 | Codependence and Convergence in the EC Economies In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 1998 | Codependence and convergence in the EC economies.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | A Common-feature approach for testing present-value restrictions with financial data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2012 | A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Testing for common autocorrelation in data‐rich environments In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2009 | Testing for Common Autocorrelation in Data Rich Environments.(2009) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica. [Full Text][Citation analysis] | article | 3 |
| 2003 | The Role of Common Cyclical Features for Coincident and Leading Indexes Building In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Measuring the Sources of Cyclical Fluctuations in the G7 Economies. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Common Intraday Periodicity In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Common intraday periodicity.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | Detecting Co-Movements in Noncausal Time Series In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting bubbles with mixed causal-noncausal autoregressive models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Asymmetric Shocks Inside Future EMU In: Journal of Economic Integration. [Citation analysis] | article | 9 |
| 1997 | Asymmetric shocks inside future EMU.(1997) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2018 | Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Should we really care about building business cycle coincident indexes! In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Asymmetric business cycle co-movements In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1996 | IGARCH effect on autoregressive lag length selection and causality tests In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2000 | Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1999 | Convergence des groupes en Europe: une analyse sur données régionales In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
| 1992 | Rapport de recherche relatif au développement des comptes des entreprises et des ménages dans le cadre du système européen des comptes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2013 | Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data).(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Multi-Regime Common Cyclical Features In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Studying Co-movements in Large Multivariate Models Without Multivariate Modelling In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
| 2011 | On the Univariate Representation of Multivariate Volatility Models with Common Factors In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Are Panel Unit Root Tests Useful for Real-Time Data? In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum. [Full Text][Citation analysis] | paper | 15 |
| 2014 | Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article |
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