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• Marc Hallin

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Paper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9210.

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Length: 49 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:fth:ulbeme:9210

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Keywords: time series ; econometrics;

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1. Fernandes, Marcelo, 2001. "Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes," Economics Working Papers (Ensaios Economicos da EPGE) 413, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
2. Christian Genest & Bruno Rémillard, 2004. "Test of independence and randomness based on the empirical copula process," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(2), pages 335-369, December. [Downloadable!] (restricted)
3. 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:
   • M. Hallin & K. Rifi, . "A Berry-Ess\'een Theorem for Serial Rank Statistics," Sonderforschungsbereich 373 1995-30, Humboldt Universitaet Berlin.
4. 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:
   • DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 2005-05, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
   • 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)
5. Andeaou, E. & Werker, B.J.M., 2004. "An alternative asymptotic analysis of residual-based statistics," Discussion Paper 56, Tilburg University, Center for Economic Research. [Downloadable!]
6. Werker, B.J.M. & Andreou, E., 2003. "A simple asymptotic analysis of residual-based statistics," Discussion Paper 118, Tilburg University, Center for Economic Research. [Downloadable!]
7. M'hammed Kadri & Khalid Rifi, 2002. "Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(2), pages 391-403, June. [Downloadable!] (restricted)
8. 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!]

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