This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Marc Hallin

Personal Details | Affiliation | Works
This is information that was supplied by Marc Hallin in registering through RePEc. If you are Marc Hallin , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marc
Middle Name:
Last Name: Hallin
Suffix:

RePEc Short-ID: pha368

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal Rank-Based Testing for Principal Component," ECARES Working Papers 2009_013, Université Libre de Bruxelles, Ecares. [Downloadable!]

  2. Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2009. "Market Liquidity as Dynamic Factors," ECARES Working Papers 2009_004, Université Libre de Bruxelles, Ecares. [Downloadable!]

  3. Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," ECARES Working Papers 2009_001, Université Libre de Bruxelles, Ecares. [Downloadable!]
    Other versions:

  4. Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008. "Multivariate Quantiles and Multiple-Output Regression Quantiles: From L1 Optimization to Halfspace Depth," ECARES Working Papers 2008_042, Université Libre de Bruxelles, Ecares. [Downloadable!]

  5. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute. [Downloadable!]
    Other versions:

  6. Marc Hallin, 2008. "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," ECARES Working Papers 2008_039, Université Libre de Bruxelles, Ecares. [Downloadable!]

  7. 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. [Downloadable!]
    Other versions:
    Published as:

  8. Werker, B.J.M. & Vermandele, C. & Hallin, M., 2004. "Semiparametrically efficient inference based on signs and ranks for median restricted models," Discussion Paper 11, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  9. Werker, B. & Vermandele, C. & Hallin, M., 2003. "Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality," Discussion Paper 23, Tilburg University, Center for Economic Research. [Downloadable!]

  10. 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. [Downloadable!] (restricted)
    Other versions:
    Published as:

  11. 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. [Downloadable!] (restricted)
    Published as:

  12. 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. [Downloadable!] (restricted)
    Other versions:

  13. 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. [Downloadable!] (restricted)

  14. 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. [Downloadable!] (restricted)
    Published as:

  15. 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..
    Published as:

  16. 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..
    Published as:

  17. Hallin, M. & Puri, M.L., 1992. "Rank Tests for Time Series Analysis , A Survey," Papers 9210, Universite Libre de Bruxelles - C.E.M.E..

  18. 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.
    Other versions:

  19. 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.
    Other versions:

  20. 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.
    Other versions:

  21. 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.
    Other versions:

  22. 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.
    Other versions:

  23. 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.

  24. M. Hallin & K. Rifi, . "A Berry-Ess\'een Theorem for Serial Rank Statistics," Sonderforschungsbereich 373 1995-30, Humboldt Universitaet Berlin.
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. Hallin, Marc & Werker, Bas J.M., 2006. "Comment," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 996-998, September. [Downloadable!] (restricted)

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. Marc Hallin & Abdessamad Saidi, 2005. "Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(1), pages 83-105, 01. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)
    Other versions:

  13. 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. [Downloadable!] (restricted)
    Other versions:

  14. 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. [Downloadable!] (restricted)

  15. 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. [Downloadable!] (restricted)

  16. 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. [Downloadable!] (restricted)

  17. 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. [Downloadable!] (restricted)

  18. 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. [Downloadable!] (restricted)
    Other versions:

  19. 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. [Downloadable!] (restricted)

  20. 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. [Downloadable!]

  21. 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. [Downloadable!] (restricted)
    Other versions:

  22. 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. [Downloadable!] (restricted)
    Other versions:

  23. Dufour, Jean-Marie & Hallin, Marc, 1991. "Nonuniform Bounds for Nonparametric t-Tests," Econometric Theory, Cambridge University Press, vol. 7(02), pages 253-263, June. [Downloadable!]

  24. 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. [Downloadable!] (restricted)

  25. 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. [Downloadable!] (restricted)

  26. Jean-Marie Dufour & Marc Hallin, 1987. "Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un," Annales d'Economie et de Statistique, ADRES, issue 6-7, pages 18, Avril-Sep. [Downloadable!]

  27. Hallin, Marc & Ingenbleek, Jean-François, 1983. "Nonstationary Yule-Walker equations," Statistics & Probability Letters, Elsevier, vol. 1(4), pages 189-195, June. [Downloadable!] (restricted)

  28. 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. [Downloadable!] (restricted)

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (13) 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 2009-01-31 2009-04-25 Author is listed
  2. NEP-EEC: European Economics (1) 2003-03-14
  3. NEP-ETS: Econometric Time Series (6) 2003-02-18 2005-02-20 2005-04-16 2008-06-13 2009-01-17 2009-01-31 Author is listed
  4. NEP-FDG: Financial Development & Growth (1) 2008-12-21
  5. NEP-MAC: Macroeconomics (3) 2003-03-14 2005-02-20 2005-04-16
  6. NEP-MST: Market Microstructure (1) 2009-02-07
  7. NEP-ORE: Operations Research (1) 2008-12-07
  8. NEP-RMG: Risk Management (1) 2003-04-02
Did you know? Over 1000 institutions contribute their bibliographic data directly to this service.

This page was last updated on 2009-11-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.