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Marc Hallin

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Personal Details

First Name: Marc
Middle Name:
Last Name: Hallin
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RePEc Short-ID: pha368

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Affiliation

European Centre for Advanced Research in Economics and Statistics (ECARES)
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles
Location: Bruxelles, Belgium
Homepage: http://ecares.org/
Email:
Phone: (32 2) 650 30 75
Fax: (32 2) 650 44 75
Postal: Av. F.D., Roosevelt, 39, 1050 Bruxelles
Handle: RePEc:edi:arulbbe (more details at EDIRC)

Works

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Working papers

  1. Stefan Skowronek & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2014. "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES ecares 2014-24, ULB -- Universite Libre de Bruxelles.
  2. Tobias Kley & Stanislav Volgushev & Holger Dette & Marc Hallin, 2014. "Quantile Spectral Processes: Asymptotic Analysis and Inference," Working Papers ECARES ECARES 2014-07, ULB -- Universite Libre de Bruxelles.
  3. Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.
  4. Marc Hallin & Yves-Caoimhin Swan & Thomas Verdebout, 2013. "A Serial Version of Hodges and Lehmann's "6/pi Result"," Working Papers ECARES ECARES 2013-17, ULB -- Universite Libre de Bruxelles.
  5. Marc Hallin & Chintan Mehta, 2013. "R-Estimation for Asymmetric Independent Component Analysis," Working Papers ECARES 2013-19, ULB -- Universite Libre de Bruxelles.
  6. Marc Hallin & Marco Lippi, 2013. "Factor Models in High-Dimensional Time Series: A Time-Domain Approach," Working Papers ECARES ECARES 2013-15, ULB -- Universite Libre de Bruxelles.
  7. Marc Hallin & Yves-Caoimhin Swan & Thomas Verdebout & David Veredas, 2013. "R-estimation in linear models with stable errors," ULB Institutional Repository 2013/136281, ULB -- Universite Libre de Bruxelles.
  8. Marc Hallin & Ramon van den Akker & Bas Werker, 2013. "On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result," Working Papers ECARES ECARES 2013-34, ULB -- Universite Libre de Bruxelles.
  9. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2013. "Efficient R-Estimation of Principal and Common Principal Components," Working Papers ECARES ECARES 2013-18, ULB -- Universite Libre de Bruxelles.
  10. Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman, 2012. "Local Constant and Local Bilinear Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2012-003, ULB -- Universite Libre de Bruxelles.
  11. Marc Hallin & Ramon van den Akker & Bas Werker, 2012. "Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Working Papers ECARES ECARES 2012-042, ULB -- Universite Libre de Bruxelles.
  12. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2012. "Signal Detection in High Dmension: The Multispiked Case," Working Papers ECARES ECARES 2012-036, ULB -- Universite Libre de Bruxelles.
  13. Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012. "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
  14. Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev, 2011. "Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis," Working Papers ECARES ECARES 2011-038, ULB -- Universite Libre de Bruxelles.
  15. Marc Hallin & Ramon van den Akker & Bas J.M. Werker, 2011. "A class of simple distribution-free rank-based unit root tests," Post-Print peer-00834424, HAL.
  16. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2011. "Optimal Rank-Based Tests for Common Principal Components," Working Papers ECARES ECARES 2011-032, ULB -- Universite Libre de Bruxelles.
  17. Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," ULB Institutional Repository 2013/136188, ULB -- Universite Libre de Bruxelles.
  18. Hallin, M. & Akker, R. van den & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper 2011-002, Tilburg University, Center for Economic Research.
  19. Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," Working Papers ECARES ECARES 2011-019, ULB -- Universite Libre de Bruxelles.
  20. Marc Hallin & Yves-Caoimhin Swan & Thomas Verdebout & David Veredas, 2011. "Rank-based testing in linear models with stable errors," ULB Institutional Repository 2013/136196, ULB -- Universite Libre de Bruxelles.
  21. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2011. "Asymptotic Power of Sphericity Tests for High-Dimensional Data," Working Papers ECARES ECARES 2011-018, ULB -- Universite Libre de Bruxelles.
  22. Delphine Cassart & Marc Hallin & Davy Paindaveine, 2010. "On the estimation of cross-information quantities in rank-based inference," Working Papers ECARES ECARES 2010-010, ULB -- Universite Libre de Bruxelles.
  23. Nezar Bennala & Marc Hallin & Davy Paindaveine, 2010. "Rank‐based Optimal Tests for Random Effects in Panel Data," Working Papers ECARES ECARES 2010-018, ULB -- Universite Libre de Bruxelles.
  24. Takayuki Shiohama & Marc Hallin & Masanobu Taniguchi, 2010. "Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models," ULB Institutional Repository 2013/136191, ULB -- Universite Libre de Bruxelles.
  25. Hallin, M. & Akker, R. van den & Werker, B.J.M., 2010. "A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)," Discussion Paper 2010-72, Tilburg University, Center for Economic Research.
  26. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal rank-based testing for principal component," Working Papers ECARES 2009_013, ULB -- Universite Libre de Bruxelles.
  27. Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES 2009_001, ULB -- Universite Libre de Bruxelles.
  28. Hallin, M. & Akker, R. van den & Werker, B.J.M., 2009. "A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)," Discussion Paper 2009-02, Tilburg University, Center for Economic Research.
  29. Marc Hallin, 2008. "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," Working Papers ECARES 2008_039, ULB -- Universite Libre de Bruxelles.
  30. Marc Hallin & Catherine Vermandele & Bas Werker, 2008. "Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models," ULB Institutional Repository 2013/13408, ULB -- Universite Libre de Bruxelles.
  31. Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008. "Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth," Working Papers ECARES 2008_042, ULB -- Universite Libre de Bruxelles.
  32. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute.
  33. Marc Hallin & Abdessamad Saidi, 2007. "Optimal tests for non-correlation between multivariate time series," ULB Institutional Repository 2013/13406, ULB -- Universite Libre de Bruxelles.
  34. Marc Hallin, 2007. "Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks," ULB Institutional Repository 2013/6996, ULB -- Universite Libre de Bruxelles.
  35. Marc Hallin & Catherine Vermandele & Bas Werker, 2006. "Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality," ULB Institutional Repository 2013/5422, ULB -- Universite Libre de Bruxelles.
  36. Marc Hallin & Bas Werker, 2006. "Discussion of Quantile autoregression, by Koenker and Xiao," ULB Institutional Repository 2013/5428, ULB -- Universite Libre de Bruxelles.
  37. Marc Hallin & Abdessamad Saidi, 2005. "Testing non-correlation between two multivariate ARMA time series," ULB Institutional Repository 2013/2129, ULB -- Universite Libre de Bruxelles.
  38. Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers 2005s-04, CIRANO.
  39. Marc Hallin & Abdessamad Saidi, 2005. "Testing non-correlation and non-causality between multivariate arma time series," ULB Institutional Repository 2013/127945, ULB -- Universite Libre de Bruxelles.
  40. Marc Hallin & Zudi Lu & Lanh T. Tran, 2004. "Local linear spatial regression," ULB Institutional Repository 2013/2131, ULB -- Universite Libre de Bruxelles.
  41. Hallin, M. & Vermandele, C. & Werker, B.J.M., 2004. "Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models," Discussion Paper 2004-11, Tilburg University, Center for Economic Research.
  42. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2004. "The generalised dynamic factor model: consistency and rates," ULB Institutional Repository 2013/10133, ULB -- Universite Libre de Bruxelles.
  43. Marc Hallin & Soumia Lotfi, 2004. "Optimal detection of periodicities in vector autoregressive models," ULB Institutional Repository 2013/2235, ULB -- Universite Libre de Bruxelles.
  44. Marc Hallin & Zudi Lu & Lanh T. Tran, 2004. "Kernel density estimation for spatial processes: the L1 theory," ULB Institutional Repository 2013/2127, ULB -- Universite Libre de Bruxelles.
  45. Marc Hallin & Bas Werker, 2003. "Semiparametric efficiency, distribution-freeness, and invariance," ULB Institutional Repository 2013/2119, ULB -- Universite Libre de Bruxelles.
  46. Hallin, M. & Vermandele, C. & Werker, B.J.M., 2003. "Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality," Discussion Paper 2003-23, Tilburg University, Center for Economic Research.
  47. Abdelhadi Akharif & Marc Hallin, 2003. "Efficient detection of random coefficients in autoregressive models," ULB Institutional Repository 2013/127956, ULB -- Universite Libre de Bruxelles.
  48. Marc Hallin & Abdelhadi Akharif, 2003. "Efficient detection of random coefficients in AR(p) models," ULB Institutional Repository 2013/2121, ULB -- Universite Libre de Bruxelles.
  49. Marc Hallin & Faouzi El Bantli, 2002. "Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles," ULB Institutional Repository 2013/2113, ULB -- Universite Libre de Bruxelles.
  50. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
  51. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
  52. Marc Hallin, 2002. "Chernoff-Savage theorems, contiguity, differentiability in quadratic mean, Hoeffding's U statistics, Lebesgue decomposition, Le Cam's first lemma, Le Cam's third lemma, local asymptotic mixed normalit," ULB Institutional Repository 2013/2225, ULB -- Universite Libre de Bruxelles.
  53. Lucrezia Reichlin & Mario Forni & Marc Hallin & Marco Lippi, 2001. "Coincident and leading indicators for the Euro area," ULB Institutional Repository 2013/10137, ULB -- Universite Libre de Bruxelles.
  54. Marc Hallin & Ivan Mizera, 2001. "Sample heterogeneity and the asymptotics of M-estimators," ULB Institutional Repository 2013/2103, ULB -- Universite Libre de Bruxelles.
  55. Marc Hallin & Faouzi El Bantli, 2001. "Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions," ULB Institutional Repository 2013/2105, ULB -- Universite Libre de Bruxelles.
  56. Marc Hallin, 2001. "Rank tests," ULB Institutional Repository 2013/2223, ULB -- Universite Libre de Bruxelles.
  57. Marc Hallin & Amal Mellouk & Khalid Rifi, 2001. "Projection de Hájek et polynômes de Bernstein," ULB Institutional Repository 2013/127954, ULB -- Universite Libre de Bruxelles.
  58. Marc Hallin & Zudi Lu & Lanh T. Tran, 2001. "Density estimation for spatial linear processes," ULB Institutional Repository 2013/2109, ULB -- Universite Libre de Bruxelles.
  59. Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
  60. Faouzi El Bantli & Marc Hallin, 2001. "Estimation in autoregressive models based on autoregression rank scores," ULB Institutional Repository 2013/127961, ULB -- Universite Libre de Bruxelles.
  61. Marc Hallin & Faouzi El Bantli, 2001. "Kolmogorov-Smirnov tests for AR models based on autoregression rank scores," ULB Institutional Repository 2013/2161, ULB -- Universite Libre de Bruxelles.
  62. Marc Hallin & Christophe Koell & Bas Werker, 2000. "Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes," ULB Institutional Repository 2013/2097, ULB -- Universite Libre de Bruxelles.
  63. Marc Hallin & Thomas S. Ferguson & Christian Genest, 2000. "Kendall's tau for serial dependence," ULB Institutional Repository 2013/2093, ULB -- Universite Libre de Bruxelles.
  64. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2000. "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers 2400, C.E.P.R. Discussion Papers.
  65. Marc Hallin & Olivier Tribel, 2000. "The efficiency of some nonparametric competitors to correlogram-based methods," ULB Institutional Repository 2013/2159, ULB -- Universite Libre de Bruxelles.
  66. Bernard Garel & Marc Hallin, 2000. "Rank-based partial autocorrelations are not asymptotically distribution-free," ULB Institutional Repository 2013/127974, ULB -- Universite Libre de Bruxelles.
  67. Marc Hallin & Bernard Garel, 2000. "Rank-based partial correlograms are not asymptotically distribution-free," ULB Institutional Repository 2013/2095, ULB -- Universite Libre de Bruxelles.
  68. Marc Hallin & Bernard Garel, 1999. "Rank-based AR order identification," ULB Institutional Repository 2013/2087, ULB -- Universite Libre de Bruxelles.
  69. Marc Hallin & Jana Jureckova & Jan Picek & Toufik Zahaf, 1999. "Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores," ULB Institutional Repository 2013/127942, ULB -- Universite Libre de Bruxelles.
  70. Bernard Garel & Marc Hallin, 1999. "Rank-Based Autoregressive Order Identification," ULB Institutional Repository 2013/127976, ULB -- Universite Libre de Bruxelles.
  71. Marc Hallin & Jana Jureckova & Jan Picek & Toufik Zahaf, 1999. "Nonparametric tests of independence between two autoregressive series based on autoregression rank scores," ULB Institutional Repository 2013/2081, ULB -- Universite Libre de Bruxelles.
  72. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
  73. Marc Hallin & Masanobu Taniguchi & Abdeslam Serroukh & Kokyo Choy, 1999. "Local asymptotic normality for regression models with long-memory disturbance, with statistical applications," ULB Institutional Repository 2013/2091, ULB -- Universite Libre de Bruxelles.
  74. Marc Hallin & Jana Jureckova, 1999. "Optimal tests for autoregressive models based on autoregression rank scores," ULB Institutional Repository 2013/2089, ULB -- Universite Libre de Bruxelles.
  75. Marc Hallin & Faouzi El Bantli, 1999. "L1-estimation in linear models with heterogeneous white noise," ULB Institutional Repository 2013/2083, ULB -- Universite Libre de Bruxelles.
  76. Marc Hallin & Abdeslam Serroukh, 1999. "Adaptive estimation of the lag of a long-memory process," ULB Institutional Repository 2013/2085, ULB -- Universite Libre de Bruxelles.
  77. Marc Hallin & Jana Jureckova & Xavier Milhaud, 1998. "Characterization of error distributions in time series regression models," ULB Institutional Repository 2013/2079, ULB -- Universite Libre de Bruxelles.
  78. Marc Hallin & Jean-Marie Dufour & Ivan Mizera, 1998. "Generalized run tests for heteroscedastic time series," ULB Institutional Repository 2013/2077, ULB -- Universite Libre de Bruxelles.
  79. Marc Hallin & Mohamed Bentarzi, 1998. "Spectral factorization of periodically correlated MA(1) processes," ULB Institutional Repository 2013/2073, ULB -- Universite Libre de Bruxelles.
  80. Marc Hallin & Youssef Benghabrit, 1998. "Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence," ULB Institutional Repository 2013/2075, ULB -- Universite Libre de Bruxelles.
  81. Marc Hallin & Bas Werker, 1998. "Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests," ULB Institutional Repository 2013/2221, ULB -- Universite Libre de Bruxelles.
  82. Marc Hallin & Toufik Zahaf & Jana Jureckova & Jaroslava Kalvova & Jan Picek, 1997. "Non-parametric tests in ar models with applications to climatic data," ULB Institutional Repository 2013/127949, ULB -- Universite Libre de Bruxelles.
  83. Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen theorem for simple serial rank statistics," ULB Institutional Repository 2013/2071, ULB -- Universite Libre de Bruxelles.
  84. Marc Hallin & Munsup Seoh, 1997. "When does Edgeworth beat Berry and Esséen?," ULB Institutional Repository 2013/2067, ULB -- Universite Libre de Bruxelles.
  85. Marc Hallin & Ivan Mizera, 1997. "Unimodality and the asymptotics of M-estimators," ULB Institutional Repository 2013/2217, ULB -- Universite Libre de Bruxelles.
  86. Marc Hallin & Jana Jureckova & Jaroslava Kalvova & Jan Picek & Toufik Zahaf, 1997. "Nonparametric AR order identification with application to climatic data," ULB Institutional Repository 2013/2069, ULB -- Universite Libre de Bruxelles.
  87. Munsup Seoh & Marc Hallin, 1997. "When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions," ULB Institutional Repository 2013/127957, ULB -- Universite Libre de Bruxelles.
  88. Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen theorem for serial rank statistics," ULB Institutional Repository 2013/127969, ULB -- Universite Libre de Bruxelles.
  89. Marc Hallin & Catherine Vermandele, 1996. "A simple proof of asymptotic normality for simple serial rank statistics," ULB Institutional Repository 2013/2155, ULB -- Universite Libre de Bruxelles.
  90. Marc Hallin, 1996. "Tests sans biais, tests de permutation, tests invariants, tests de rangs," ULB Institutional Repository 2013/2209, ULB -- Universite Libre de Bruxelles.
  91. Marc Hallin & Mohamed Bentarzi, 1996. "Locally optimal tests against periodic autoregression: parametric and nonparametric approaches," ULB Institutional Repository 2013/2063, ULB -- Universite Libre de Bruxelles.
  92. Marc Hallin & Philippe Barbe, 1996. "Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek," ULB Institutional Repository 2013/2213, ULB -- Universite Libre de Bruxelles.
  93. Marc Hallin, 1996. "Eléments de la théorie asymptotique des expériences statistiques," ULB Institutional Repository 2013/2211, ULB -- Universite Libre de Bruxelles.
  94. Marc Hallin, 1996. "Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs," ULB Institutional Repository 2013/2215, ULB -- Universite Libre de Bruxelles.
  95. Marc Hallin & Lanh T. Tran, 1996. "Kernel density estimation for linear processes: asymptotic normality and bandwidth selection," ULB Institutional Repository 2013/2055, ULB -- Universite Libre de Bruxelles.
  96. Marc Hallin & Abdelaziz El Matouat, 1996. "Order selection, stochastic complexity and Kullback-Leibler information," ULB Institutional Repository 2013/2153, ULB -- Universite Libre de Bruxelles.
  97. Marc Hallin & Khalid Rifi, 1996. "The asymptotic behavior of the characteristic function of simple serial rank statistics," ULB Institutional Repository 2013/2059, ULB -- Universite Libre de Bruxelles.
  98. Marc Hallin & Michel Carbon & Lanh T. Tran, 1996. "Kernel density estimation on random fields: the L1 theory," ULB Institutional Repository 2013/2065, ULB -- Universite Libre de Bruxelles.
  99. Marc Hallin & Lanh T. Tran, 1996. "Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation," ULB Institutional Repository 2013/127975, ULB -- Universite Libre de Bruxelles.
  100. Marc Hallin & Munsup Seoh, 1996. "Is 131,000 a large sample size? a numerical study of Edgeworth expansions," ULB Institutional Repository 2013/2157, ULB -- Universite Libre de Bruxelles.
  101. Marc Hallin & Youssef Benghabrit, 1996. "Rank-based tests for autoregressive against bilinear serial dependence," ULB Institutional Repository 2013/2057, ULB -- Universite Libre de Bruxelles.
  102. Marc Hallin & Youssef Benghabrit, 1996. "Locally asymptotically optimal tests for autoregressive against bilinear serial dependence," ULB Institutional Repository 2013/2061, ULB -- Universite Libre de Bruxelles.
  103. Marc Hallin & Madan L. Puri, 1995. "A multivariate Wald-Wolfowitz rank test against serial dependence," ULB Institutional Repository 2013/2051, ULB -- Universite Libre de Bruxelles.
  104. Marc Hallin & Khalid Rifi, 1995. "Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple," ULB Institutional Repository 2013/2265, ULB -- Universite Libre de Bruxelles.
  105. Marc Hallin & Mohamed Bentarzi, 1994. "On the invertibility of periodic moving-average models," ULB Institutional Repository 2013/2047, ULB -- Universite Libre de Bruxelles.
  106. Marc Hallin, 1994. "Les séquences généralisées, outil pour l'analyse des séries hétéroscédastiques? conférence prononcée à l'occasion de la remise du prix du statisticien d'expression française," ULB Institutional Repository 2013/2193, ULB -- Universite Libre de Bruxelles.
  107. Marc Hallin, 1994. "On the Pitman nonadmissibility of correlogram-based time series methods," ULB Institutional Repository 2013/2049, ULB -- Universite Libre de Bruxelles.
  108. Marc Hallin & Madan L. Puri, 1994. "Aligned rank tests for linear models with autocorrelated errors," ULB Institutional Repository 2013/2045, ULB -- Universite Libre de Bruxelles.
  109. Marc Hallin, 1994. "Asymptotic influence of initial values on parametric and rank-based measures of residual autocorrelation: proceedings of the colloque de mathématiques appliquées, April 1993, Oujda," ULB Institutional Repository 2013/2151, ULB -- Universite Libre de Bruxelles.
  110. Marc Hallin & Jelloul Allal, 1993. "A Chernoff-Savage result for serial signed rank statistics," ULB Institutional Repository 2013/2207, ULB -- Universite Libre de Bruxelles.
  111. Marc Hallin & Guy Melard & Xavier Milhaud, 1992. "Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence," ULB Institutional Repository 2013/2037, ULB -- Universite Libre de Bruxelles.
  112. Marc Hallin & Madan L. Puri, 1992. "Some asymptotic results for a broad class of nonparametric statistics," ULB Institutional Repository 2013/2041, ULB -- Universite Libre de Bruxelles.
  113. Hallin, M. & Puri, L.M., 1992. "Aligned Rank tests for Linear Models with Autocorrelated Error Terms," Papers 9202, Universite Libre de Bruxelles - C.E.M.E..
  114. Marc Hallin & Youssef Benghabrit, 1992. "Optimal rank-based tests against first-order superdiagonal bilinear dependence," ULB Institutional Repository 2013/2039, ULB -- Universite Libre de Bruxelles.
  115. Garel, B. & Hallin, M., 1992. "Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend," Papers 9213, Universite Libre de Bruxelles - C.E.M.E..
  116. Dufour, J.M. & Hallin, M., 1992. "Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications," Cahiers de recherche 9224, Universite de Montreal, Departement de sciences economiques.
  117. Hallin, M. & Puri, M.L., 1992. "Rank Tests for Time Series Analysis , A Survey," Papers 9210, Universite Libre de Bruxelles - C.E.M.E..
  118. Dufour, J.M. & Hallin, M., 1991. "An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient," Cahiers de recherche 9115, Universite de Montreal, Departement de sciences economiques.
  119. Marc Hallin & Jean-Marie Dufour, 1991. "Nonuniform bounds for nonparametric t-tests," ULB Institutional Repository 2013/2027, ULB -- Universite Libre de Bruxelles.
  120. Marc Hallin & Madan L. Puri, 1991. "Time series analysis via rank-order theory, signed-rank tests for ARMA models," ULB Institutional Repository 2013/2029, ULB -- Universite Libre de Bruxelles.
  121. Marc Hallin, 1991. "Rank tests for time-series analysis: a bibliographical survey," ULB Institutional Repository 2013/2031, ULB -- Universite Libre de Bruxelles.
  122. Marc Hallin & Annie Laforet & Guy Melard, 1990. "Distribution-free tests against serial dependence: signed or unsigned ranks?," ULB Institutional Repository 2013/2023, ULB -- Universite Libre de Bruxelles.
  123. Dufour, J.M. & Hallin, M., 1990. "Simple Exact Bounds for Distributions of Linear Signed Rank Statistics," Cahiers de recherche 9003, Universite de Montreal, Departement de sciences economiques.
  124. Dufour, J-M. & Hallin, M., 1989. "Improved Berry-Esseen-Chebyshev Bounds With Statistical Applications," Cahiers de recherche 8915, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  125. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1989. "Asymptotically most powerful rank tests for multivariate randomness against serial dependence," ULB Institutional Repository 2013/2019, ULB -- Universite Libre de Bruxelles.
  126. Dufour, J.M. & Hallin, M., 1989. "On a Conjecture of Edelman on Nonparametric T-Tests," Cahiers de recherche 8917, Universite de Montreal, Departement de sciences economiques.
  127. Marc Hallin & Guy Melard, 1989. "Contribution to "Discussion of the paper by Bruce and Martin"," ULB Institutional Repository 2013/13712, ULB -- Universite Libre de Bruxelles.
  128. Marc Hallin & Guy Melard, 1988. "Rank-based tests for randomness against first-order serial dependence," ULB Institutional Repository 2013/2015, ULB -- Universite Libre de Bruxelles.
  129. Marc Hallin & Madan L. Puri, 1988. "On locally asymptotically maximin tests for ARMA processes," ULB Institutional Repository 2013/2187, ULB -- Universite Libre de Bruxelles.
  130. Marc Hallin & Madan L. Puri, 1988. "Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence," ULB Institutional Repository 2013/2189, ULB -- Universite Libre de Bruxelles.
  131. Marc Hallin & Madan L. Puri, 1988. "Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models," ULB Institutional Repository 2013/2013, ULB -- Universite Libre de Bruxelles.
  132. Marc Hallin & Madan L. Puri, 1988. "Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence," ULB Institutional Repository 2013/127951, ULB -- Universite Libre de Bruxelles.
  133. Marc Hallin & Claude Lefèvre & Madan L. Puri, 1988. "On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series," ULB Institutional Repository 2013/2017, ULB -- Universite Libre de Bruxelles.
  134. Marc Hallin & Madan L. Puri, 1988. "Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA," ULB Institutional Repository 2013/2191, ULB -- Universite Libre de Bruxelles.
  135. Marc Hallin, 1988. "Modèles non stationnaires-Séries univariées et multivariées," ULB Institutional Repository 2013/2263, ULB -- Universite Libre de Bruxelles.
  136. Marc Hallin & Jean-Jacques Droesbeke & Claude Lefèvre, 1987. "La recherche opérationnelle par l'exemple II: théorie des graphes," ULB Institutional Repository 2013/2195, ULB -- Universite Libre de Bruxelles.
  137. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1987. "Linear and quadratic serial rank tests for randomness against serial dependence," ULB Institutional Repository 2013/2009, ULB -- Universite Libre de Bruxelles.
  138. Marc Hallin, 1987. "Fractions continuées matricielles et matrices-bandes définies positives infinies," ULB Institutional Repository 2013/2185, ULB -- Universite Libre de Bruxelles.
  139. Marc Hallin & Claude Lefèvre & Prakash Narayan, 1986. "On fractional linear bounds for probability generating functions," ULB Institutional Repository 2013/2007, ULB -- Universite Libre de Bruxelles.
  140. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1986. "Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié," ULB Institutional Repository 2013/2183, ULB -- Universite Libre de Bruxelles.
  141. Marc Hallin & Madan L. Puri, 1986. "Locally asymptotically optimal tests for randomness," ULB Institutional Repository 2013/2233, ULB -- Universite Libre de Bruxelles.
  142. Dufour, J.M. & Hallin, M., 1986. "Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un," Cahiers de recherche 8652, Universite de Montreal, Departement de sciences economiques.
  143. Marc Hallin, 1986. "Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem," ULB Institutional Repository 2013/2005, ULB -- Universite Libre de Bruxelles.
  144. Marc Hallin & Jean-François Ingenbleek, 1986. "Tests de rangs pour une contre-hypothèse de dépendance ARMA multivariée contigue: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Bel," ULB Institutional Repository 2013/2179, ULB -- Universite Libre de Bruxelles.
  145. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1986. "Les tests de rangs dans l'analyse des séries chronologiques: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septe," ULB Institutional Repository 2013/2177, ULB -- Universite Libre de Bruxelles.
  146. Marc Hallin & Jean-Jacques Droesbeke & Claude Lefèvre, 1986. "La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire," ULB Institutional Repository 2013/2197, ULB -- Universite Libre de Bruxelles.
  147. Marc Hallin, 1986. "Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants," ULB Institutional Repository 2013/2175, ULB -- Universite Libre de Bruxelles.
  148. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1985. "Tests de rangs quadratiques pour une hypothèse de bruit blanc," ULB Institutional Repository 2013/2173, ULB -- Universite Libre de Bruxelles.
  149. Marc Hallin, 1985. "From premium calculation to premium rating," ULB Institutional Repository 2013/2171, ULB -- Universite Libre de Bruxelles.
  150. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1985. "Tests de rangs linéaires pour une hypothèse de bruit blanc," ULB Institutional Repository 2013/2169, ULB -- Universite Libre de Bruxelles.
  151. Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1985. "Linear serial rank tests for randomness against ARMA alternatives," ULB Institutional Repository 2013/2003, ULB -- Universite Libre de Bruxelles.
  152. Marc Hallin, 1984. "Spectral factorization of nonstationary moving average processes," ULB Institutional Repository 2013/2001, ULB -- Universite Libre de Bruxelles.
  153. Marc Hallin & Jean-François Ingenbleek, 1984. "Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un," ULB Institutional Repository 2013/2165, ULB -- Universite Libre de Bruxelles.
  154. Marc Hallin & Jean-François Ingenbleek, 1983. "The Swedish automobile portfolio in 1977: a statistical study," ULB Institutional Repository 2013/1997, ULB -- Universite Libre de Bruxelles.
  155. Marc Hallin, 1983. "Nonstationary second-order moving average processes II: model-building and invertibility," ULB Institutional Repository 2013/2205, ULB -- Universite Libre de Bruxelles.
  156. Marc Hallin & Jean-François Ingenbleek, 1983. "Nonstationary Yule-Walker equations," ULB Institutional Repository 2013/1999, ULB -- Universite Libre de Bruxelles.
  157. Marc Hallin, 1983. "The theoretical model-building problem for nonstationary moving average processes," ULB Institutional Repository 2013/2149, ULB -- Universite Libre de Bruxelles.
  158. Marc Hallin, 1982. "Moving average models for time-dependent autocovariance functions," ULB Institutional Repository 2013/2147, ULB -- Universite Libre de Bruxelles.
  159. Marc Hallin, 1982. "Une propriété des opérateurs moyenne-mobile: mélanges offerts au Professeur P.P. Gillis à l'occasion de son 70e anniversaire," ULB Institutional Repository 2013/2261, ULB -- Universite Libre de Bruxelles.
  160. Marc Hallin, 1982. "Nonstationary second-order moving average processes," ULB Institutional Repository 2013/2203, ULB -- Universite Libre de Bruxelles.
  161. Marc Hallin & Jean-François Ingenbleek, 1982. "The model-building problem for nonstationary multivariate autoregressive processes," ULB Institutional Repository 2013/2201, ULB -- Universite Libre de Bruxelles.
  162. Marc Hallin, 1981. "Nonstationary first-order moving average processes: the model-building problem," ULB Institutional Repository 2013/2199, ULB -- Universite Libre de Bruxelles.
  163. Marc Hallin, 1981. "Addendum to Invertibility and generalized invertibility," ULB Institutional Repository 2013/1993, ULB -- Universite Libre de Bruxelles.
  164. Marc Hallin & Jean-François Ingenbleek, 1981. "Etude statistique de la probabilité de sinistre en assurance automobile," ULB Institutional Repository 2013/1995, ULB -- Universite Libre de Bruxelles.
  165. Marc Hallin, 1980. "Modèles non inversibles de séries chronologiques: comptes rendus du colloque Processus aléatoires et problèmes de prévision, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1980," ULB Institutional Repository 2013/2259, ULB -- Universite Libre de Bruxelles.
  166. Marc Hallin, 1980. "Jeux de marchandage et fonctions d'utilité multidimensionnelles: comptes rendus du colloque Aide à la décision et jeux de stratégies, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1979," ULB Institutional Repository 2013/2257, ULB -- Universite Libre de Bruxelles.
  167. Marc Hallin, 1980. "Invertibility and generalized invertibility of time-series models," ULB Institutional Repository 2013/1991, ULB -- Universite Libre de Bruxelles.
  168. Marc Hallin, 1978. "Mixed autoregressive-moving average multivariate processes with time-dependent coefficients," ULB Institutional Repository 2013/1987, ULB -- Universite Libre de Bruxelles.
  169. Marc Hallin, 1978. "Band strategies: the random walk of reserves," ULB Institutional Repository 2013/1989, ULB -- Universite Libre de Bruxelles.
  170. Marc Hallin, 1977. "Méthodes statistiques de construction de tarifs," ULB Institutional Repository 2013/1985, ULB -- Universite Libre de Bruxelles.
  171. Marc Hallin, 1977. "Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète," ULB Institutional Repository 2013/2253, ULB -- Universite Libre de Bruxelles.
  172. Marc Hallin, 1977. "Etude statistique des facteurs influençant un risque," ULB Institutional Repository 2013/1981, ULB -- Universite Libre de Bruxelles.
  173. Marc Hallin, 1977. "Subjectively mixed strategies: the public event case," ULB Institutional Repository 2013/1983, ULB -- Universite Libre de Bruxelles.
  174. Marc Hallin, 1976. "Jeux de marchandage à information incomplète et échanges d'information: comptes rendus du colloque de Théorie des jeux, Institut des Hautes Etudes de Belgique, Bruxelles, Mai 1975," ULB Institutional Repository 2013/2251, ULB -- Universite Libre de Bruxelles.
  175. Marc Hallin & K. De Vries & J. Lemaire, 1973. "Caractérisation des échelles de production optimales en avenir déterministe," ULB Institutional Repository 2013/2249, ULB -- Universite Libre de Bruxelles.
  176. Marc Hallin, 1973. "Jeux de survie économique et théorie moderne du risque," ULB Institutional Repository 2013/2245, ULB -- Universite Libre de Bruxelles.
  177. Marc Hallin, 1973. "Stratégies subjectivement mixtes," ULB Institutional Repository 2013/2247, ULB -- Universite Libre de Bruxelles.
  178. Marc Hallin, 1972. "Jeux à information incomplète," ULB Institutional Repository 2013/2243, ULB -- Universite Libre de Bruxelles.
  179. Siegfried Hörmann & Lukasz Kidzinski & Marc Hallin, . "Dynamic Functional Principal Components," Working Papers ECARES 2013/131191, ULB -- Universite Libre de Bruxelles.
    RePEc:ulb:ulbeco:2013/2021 is not listed on IDEAS
    RePEc:ulb:ulbeco:2013/127941 is not listed on IDEAS
    RePEc:ulb:ulbeco:2013/13820 is not listed on IDEAS
    RePEc:ulb:ulbeco:2013/2181 is not listed on IDEAS
    RePEc:ulb:ulbeco:2013/2255 is not listed on IDEAS

Articles

  1. Hallin, Marc & Lippi, Marco, 2013. "Factor models in high-dimensional time series—A time-domain approach," Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2678-2695.
  2. Marc Hallin & Vijay Nair, 2013. "New Book Review Editor for the International Statistical Review," International Statistical Review, International Statistical Institute, vol. 81(3), pages 337-337, December.
  3. Hallin, Marc & Swan, Yvik & Verdebout, Thomas & Veredas, David, 2013. "One-step R-estimation in linear models with stable errors," Journal of Econometrics, Elsevier, vol. 172(2), pages 195-204.
  4. Marc Hallin & Vijay Nair, 2013. "Editors’ Note," International Statistical Review, International Statistical Institute, vol. 81(1), pages 1-1, 04.
  5. Marc Hallin & Vijay Nair, 2012. "Editors’ Note," International Statistical Review, International Statistical Institute, vol. 80(1), pages 1-1, 04.
  6. Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012. "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, vol. 170(1), pages 50-67.
  7. Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  8. Hallin, Marc & Liska, Roman, 2011. "Dynamic factors in the presence of blocks," Journal of Econometrics, Elsevier, vol. 163(1), pages 29-41, July.
  9. Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2011. "A class of simple distribution-free rank-based unit root tests," Journal of Econometrics, Elsevier, vol. 163(2), pages 200-214, August.
  10. Hallin, Marc & Paindaveine, Davy, 2009. "Optimal tests for homogeneity of covariance, scale, and shape," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 422-444, March.
  11. Marc Hallin & Catherine Vermandele & Bas J. M. Werker, 2008. "Semiparametrically efficient inference based on signs and ranks for median-restricted models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(2), pages 389-412.
  12. Hallin, Marc & Liska, Roman, 2007. "Determining the Number of Factors in the General Dynamic Factor Model," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 603-617, June.
  13. Hallin, Marc & Saidi, Abdessamad, 2007. "Optimal Tests of Noncorrelation Between Multivariate Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 938-951, September.
  14. Hallin Marc & Paindaveine Davy, 2006. "Parametric and semiparametric inference for shape: the role of the scale functional," Statistics & Risk Modeling, De Gruyter, vol. 24(3), pages 24, December.
  15. Hallin, Marc & Werker, Bas J.M., 2006. "Comment," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 996-998, September.
  16. Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 123-142, January.
  17. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
  18. Hallin, Marc & Paindaveine, Davy, 2005. "Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 122-163, March.
  19. Marc Hallin & Abdessamad Saidi, 2005. "Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 83-105, 01.
  20. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004. "The generalized dynamic factor model consistency and rates," Journal of Econometrics, Elsevier, vol. 119(2), pages 231-255, April.
  21. Hallin, Marc & Lu, Zudi & Tran, Lanh T., 2004. "Kernel density estimation for spatial processes: the L1 theory," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 61-75, January.
  22. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
  23. Garel, Bernard & Hallin, Marc, 2000. "Rank-based partial autocorrelations are not asymptotically distribution-free," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 219-227, April.
  24. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
  25. Bantli, Faouzi El & Hallin, Marc, 1999. "L1-estimation in linear models with heterogeneous white noise," Statistics & Probability Letters, Elsevier, vol. 45(4), pages 305-315, December.
  26. Hallin, M. & Jurecková, J. & Milhaud, X., 1998. "Characterization of error distributions in time-series regression models," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 335-345, July.
  27. Marc Hallin & Abdeslam Serroukh, 1998. "Adaptive Estimation of the Lag of a Long–memory Process," Statistical Inference for Stochastic Processes, Springer, vol. 1(2), pages 111-129, May.
  28. Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen Theorem for Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(4), pages 777-799, December.
  29. Bentarzi, Mohamed & Hallin, Marc, 1996. "Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches," Econometric Theory, Cambridge University Press, vol. 12(01), pages 88-112, March.
  30. Marc Hallin & Lanh Tran, 1996. "Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation," Annals of the Institute of Statistical Mathematics, Springer, vol. 48(3), pages 429-449, September.
  31. Bernard Garel & Marc Hallin, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," Annals of the Institute of Statistical Mathematics, Springer, vol. 47(3), pages 551-579, September.
  32. Hallin, M. & Puri, M. L., 1994. "Aligned Rank Tests for Linear Models with Autocorrelated Error Terms," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 175-237, August.
  33. Dufour, Jean-Marie & Hallin, Marc, 1992. "Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications," Econometric Theory, Cambridge University Press, vol. 8(02), pages 223-240, June.
  34. Hallin, Marc & Puri, Madan L., 1991. "Time series analysis via rank order theory: Signed-rank tests for ARMA models," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 1-29, October.
  35. Dufour, Jean-Marie & Hallin, Marc, 1991. "Nonuniform Bounds for Nonparametric t-Tests," Econometric Theory, Cambridge University Press, vol. 7(02), pages 253-263, June.
  36. Hallin, Marc & Ingenbleek, Jean-Francois & Puri, Madan L., 1989. "Asymptotically most powerful rank tests for multivariate randomness against serial dependence," Journal of Multivariate Analysis, Elsevier, vol. 30(1), pages 34-71, July.
  37. Jean-Marie DUFOUR & Marc HALLIN, 1987. "Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 411-434.
  38. Hallin, Marc & Ingenbleek, Jean-François, 1983. "Nonstationary Yule-Walker equations," Statistics & Probability Letters, Elsevier, vol. 1(4), pages 189-195, June.
  39. Hallin, Marc, 1978. "Mixed autoregressive-moving average multivariate processes with time-dependent coefficients," Journal of Multivariate Analysis, Elsevier, vol. 8(4), pages 567-572, December.

NEP Fields

37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (33) 2003-02-26 2003-03-17 2004-02-08 2004-04-04 2005-02-20 2005-04-16 2008-06-13 2008-10-21 2008-12-07 2008-12-21 2009-01-17 2009-04-25 2010-03-28 2010-06-18 2010-08-21 2011-04-09 2011-08-15 2011-08-15 2011-11-14 2011-12-19 2012-01-25 2012-11-03 2012-11-17 2012-12-06 2012-12-15 2013-01-26 2013-03-30 2013-04-13 2013-04-13 2013-04-27 2014-03-30 2014-03-30 2014-05-09. Author is listed
  2. NEP-EEC: European Economics (1) 2003-03-14
  3. NEP-ETS: Econometric Time Series (14) 2003-02-18 2005-02-20 2005-04-16 2008-06-13 2009-01-17 2010-08-21 2011-04-09 2011-08-15 2011-12-13 2012-01-25 2012-12-06 2013-03-30 2014-03-30 2014-05-09. Author is listed
  4. NEP-FDG: Financial Development & Growth (1) 2008-12-21
  5. NEP-FOR: Forecasting (1) 2012-12-15
  6. NEP-MAC: Macroeconomics (3) 2003-03-14 2005-02-20 2005-04-16
  7. NEP-ORE: Operations Research (1) 2008-12-07
  8. NEP-RMG: Risk Management (1) 2003-04-02

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