I.U. Ricardo

Key publications

• Hecq, A., Ricardo, I., & Wilms, I. (2025). Detecting cointegrating relations in non-stationary matrix-valued time series. Economics Letters, 248, Article 112205. https://doi.org/10.1016/j.econlet.2025.112205

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• 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://doi.org/10.48550/arXiv.2407.07973

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