Sean Telg

Maastricht University - Department of Quantitative Economics

P.O. Box 616

Maastricht, 6200 MD

Netherlands

http://www.maastrichtuniversity.nl/j.telg

SCHOLARLY PAPERS

3

DOWNLOADS

142

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Simulation, Estimation and Selection of Mixed Causal-Noncausal Autoregressive Models: The MARX Package

Number of pages: 18 Posted: 10 Aug 2017
Alain Hecq, Lenard Lieb and Sean Telg
Maastricht University - Department of Quantitative Economics, Maastricht University and Maastricht University - Department of Quantitative Economics
Downloads 106 (264,002)
Citation 2

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MARX, mixed causal-noncausal autoregressive process, t-MLE, estimation, model selection, simulation, R

2.

Detecting Co-Movements in Noncausal Time Series

CEIS Working Paper No. 430
Number of pages: 37 Posted: 03 May 2018
Gianluca Cubadda, Alain Hecq and Sean Telg
University of Rome Tor Vergata - Department of Economics and Finance, Maastricht University - Department of Quantitative Economics and Maastricht University - Department of Quantitative Economics
Downloads 36 (456,576)

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causal and noncausal process, common features, vector autoregressive models, oil prices

3.

Detecting Co‐Movements in Non‐Causal Time Series

Oxford Bulletin of Economics and Statistics, Vol. 81, Issue 3, pp. 697-715, 2019
Number of pages: 19 Posted: 16 Apr 2019
Gianluca Cubadda, Alain Hecq and Sean Telg
University of Rome Tor Vergata - Department of Economics and Finance, Maastricht University - Department of Quantitative Economics and Maastricht University - Department of Quantitative Economics
Downloads 0 (691,280)
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