Marc Hallin
Personal Details
First Name: | Marc |
Middle Name: | |
Last Name: | Hallin |
Suffix: | |
RePEc Short-ID: | pha368 |
[This author has chosen not to make the email address public] | |
Affiliation
European Centre for Advanced Research in Economics and Statistics (ECARES)
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles
Bruxelles, Belgiumhttp://ecares.org/
RePEc:edi:arulbbe (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Matteo Barigozzi & Marc Hallin, 2024.
"The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series,"
Papers
2407.10653, arXiv.org.
- Matteo Barigozzi & Marc Hallin, 2024. "The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series," Working Papers ECARES 2024-14, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Simos Meintanis & Klaus Nordhausen, 2024. "Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models," Working Papers ECARES 2024-04, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Bas Werker & Bo Zhou, 2023. "On Bounded Completeness and The L1-Densensess of Likelihood Ratios," Working Papers ECARES 2023-07, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin, 2023.
"Dynamic Factor Models: a Genealogy,"
Papers
2310.17278, arXiv.org, revised Jan 2024.
- Matteo Barigozzi & Marc Hallin, 2023. "Dynamic Factor Models: a Genealogy," Working Papers ECARES 2023-15, ULB -- Universite Libre de Bruxelles.
- Alberto González-Sanz & Marc Hallin & Bodhisattva Sen, 2023. "Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability," Working Papers ECARES 2023-10, ULB -- Universite Libre de Bruxelles.
- Hongjian Shi & Mathias Drton & Marc Hallin & Fang Han, 2023. "Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics," Working Papers ECARES 2023-03, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Dimitri Konen, 2023. "Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours," Working Papers ECARES 2023-14, ULB -- Universite Libre de Bruxelles.
- Eustasio del Barrio & Alberto González-Sanz & Marc Hallin, 2022. "Nonparametric Multiple-Output Center-Outward Quantile Regression," Working Papers ECARES 2022-10, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Gilles Mordant, 2022. "Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach," Working Papers ECARES 2022-37, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Hang Liu, 2022. "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES 2022-27, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 2022. "Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series," Working Papers ECARES 2022-30, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & H Lui & Thomas Verdebout, 2022. "Nonparametric Measure-transportation-based Methods for Directional Data," Working Papers ECARES 2022-18, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni, 2021.
"Inferential Theory for Generalized Dynamic Factor Models,"
Working Papers ECARES
2021-20, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo, 2024. "Inferential theory for generalized dynamic factor models," Journal of Econometrics, Elsevier, vol. 239(2).
- Marc Hallin, 2021. "Measure Transportation and Statistical Decision Theory," Working Papers ECARES 2021-04, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2021.
"Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA,"
Working Papers ECARES
2021-13, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Daniel Hlubinka & Šárka Hudecová, 2023. "Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1923-1939, July.
- Yuichi Goto & Tobias Kley & Ria Van Hecke & Stanislav Volgushev & Holger Dette & Marc Hallin, 2021. "The Integrated Copula Spectrum," Working Papers ECARES 2021-29, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Gilles Mordant, 2021. "On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests," Working Papers ECARES 2021-24, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han, 2021. "Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence," Working Papers ECARES 2021-27, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Mordant, Gilles & Segers, Johan, 2020.
"Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance,"
LIDAM Discussion Papers ISBA
2020006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Marc Hallin & Gilles Mordant & Johan Segers, 2020. "Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance," Working Papers ECARES 2020-06, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Mordant, Gilles & Segers, Johan, 2021. "Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance," LIDAM Reprints ISBA 2021005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Marc Hallin & Carlos Trucíos, 2020. "Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach," Working Papers ECARES 2020-50, ULB -- Universite Libre de Bruxelles.
- Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Hallin, Marc, 2020.
"Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting,"
Textos para discussão
521, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Trucíos, Carlos & Mazzeu, João H.G. & Hotta, Luiz K. & Valls Pereira, Pedro L. & Hallin, Marc, 2021. "Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1520-1534.
- Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2020. "Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova," Working Papers ECARES 2020-32, ULB -- Universite Libre de Bruxelles.
- Hongjian Shi & Marc Hallin & Mathias Drton & Fang Han, 2020. "Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs," Working Papers ECARES 2020-23, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davide La Vecchia & Hang Liu, 2020. "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach," Working Papers ECARES 2020-47, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano, 2019.
"Identification of global and local shocks in international financial markets via general dynamic factor models,"
LSE Research Online Documents on Economics
86932, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models," Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 462-494.
- Eustasio Del Barrio & Alberto Gonzalez-Sanz & Marc Hallin, 2019. "A Note on the Regularity of Center-Outward Distribution and Quantile Functions," Working Papers ECARES 2019-33, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Luis K. Hotta & João H. G Mazzeu & Carlos Cesar Trucios-Maza & Pedro L. Valls Pereira & Mauricio Zevallos, 2019.
"Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach,"
Working Papers ECARES
2019-14, ULB -- Universite Libre de Bruxelles.
- Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos, 2022. "Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 40-52, December.
- Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hallin, Marc & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Zevallos, Mauricio, 2019. "Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach," Textos para discussão 505, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Marc Hallin & Gilles Nisol & Shahin Tavakoli, 2019. "High-Dimensional Functional Factor Models," Working Papers ECARES 2019-16, ULB -- Universite Libre de Bruxelles.
- Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin, 2019.
"Center-Outward Quantiles And The Measurement Of Multivariate Risk,"
Working Papers ECARES
2019-30, ULB -- Universite Libre de Bruxelles.
- Beirlant, J. & Buitendag, S. & del Barrio, E. & Hallin, M. & Kamper, F., 2020. "Center-outward quantiles and the measurement of multivariate risk," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 79-100.
- Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin, 2019. "On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Working Papers ECARES 2019-32, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davide La Vecchia & H Liu, 2019.
"Center-Outward R-Estimation for Semiparametric VARMA Models,"
Working Papers ECARES
2019-25, ULB -- Universite Libre de Bruxelles.
- M. Hallin & D. La Vecchia & H. Liu, 2022. "Center-Outward R-Estimation for Semiparametric VARMA Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(538), pages 925-938, April.
- Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019.
"Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness,"
LIDAM Discussion Papers ISBA
2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021. "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Sladana Babic & Laetitia Gelbgras & Marc Hallin & Christophe Ley, 2019. "Optimal tests for elliptical symmetry: specified and unspecified location," Working Papers ECARES 2019-26, ULB -- Universite Libre de Bruxelles.
- Abdelhadi Akharif & Mohamed Fihri & Marc Hallin & Amal Mellouk, 2018. "Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression," Working Papers ECARES 2018-39, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin, 2018.
"Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals,"
Papers
1811.10045, arXiv.org, revised Jul 2019.
- Barigozzi, Matteo & Hallin, Marc, 2020. "Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals," Journal of Econometrics, Elsevier, vol. 216(1), pages 4-34.
- Matteo Barigozzi & Marc Hallin, 2018. "Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals," Working Papers ECARES 2018-33, ULB -- Universite Libre de Bruxelles.
- Eustasio Del Barrio & Juan Cuesta Albertos & Marc Hallin & Carlos Matran, 2018. "Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions," Working Papers ECARES 2018-15, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”," Working Papers ECARES 2018-12, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
SciencePo Working papers Main
hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2017. "Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models," Working Papers ECARES ECARES 2017-10, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc, 2017.
"A network analysis of the volatility of high-dimensionalfinancial series,"
LSE Research Online Documents on Economics
67456, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Marc Hallin, 2017. "A network analysis of the volatility of high dimensional financial series," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(3), pages 581-605, April.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2017.
"Optimal Dimension Reduction for High-dimensional and Functional Time Series,"
Working Papers ECARES
ECARES 2017-39, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2018. "Optimal dimension reduction for high-dimensional and functional time series," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 385-398, July.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
SciencePo Working papers Main
hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davide La Vecchia, 2017.
"A Simple R-Estimation Method for Semiparametric Duration Models,"
Working Papers ECARES
ECARES 2017-01, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & La Vecchia, Davide, 2020. "A Simple R-estimation method for semiparametric duration models," Journal of Econometrics, Elsevier, vol. 218(2), pages 736-749.
- Marc Hallin, 2017. "On Distribution and Quantile Functions, Ranks and Signs in R_d," Working Papers ECARES ECARES 2017-34, ULB -- Universite Libre de Bruxelles.
- Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin, 2017. "Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients," Working Papers ECARES ECARES 2017-14, ULB -- Universite Libre de Bruxelles.
- Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev, 2016. "On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities," Working Papers ECARES ECARES 2016-38, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Miroslav Šiman, 2016. "Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2016-03, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015.
"Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis,"
CEPR Discussion Papers
10618, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017. "Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis," Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015.
"Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models,"
Discussion Paper
2015-001, Tilburg University, Center for Economic Research.
- Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015. "Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models," Other publications TiSEM d1b040c9-db57-4e55-846f-4, Tilburg University, School of Economics and Management.
- Matteo Barigozzi & Marc Hallin, 2015.
"Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series,"
Papers
1510.05118, arXiv.org, revised Jul 2016.
- Matteo Barigozzi & Marc Hallin, 2015. "Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series," Working Papers ECARES ECARES 2015-34, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin, 2015.
"Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting,"
Working Papers ECARES
ECARES 2015-22, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc, 2017. "Generalized dynamic factor models and volatilities: estimation and forecasting," Journal of Econometrics, Elsevier, vol. 201(2), pages 307-321.
- Barigozzi, Matteo & Hallin, Marc, 2017. "Generalized dynamic factor models and volatilities estimation and forecasting," LSE Research Online Documents on Economics 67455, London School of Economics and Political Science, LSE Library.
- Marc Hallin & Miroslav Šiman, 2015.
"Elliptical Multiple Output Quantile Regression and Convex Optimization,"
Working Papers ECARES
ECARES 2015-47, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Šiman, Miroslav, 2016. "Elliptical multiple-output quantile regression and convex optimization," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 232-237.
- Delphine Cassart & Marc Hallin & Davy Paindaveine, 2014. "Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives," Working Papers ECARES ECARES 2014-48, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin, 2014.
"Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks,"
Working Papers ECARES
ECARES 2014-52, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin, 2016. "Generalized dynamic factor models and volatilities: recovering the market volatility shocks," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 33-60, February.
- Barigozzi, Matteo & Hallin, Mark, 2015. "Generalized dynamic factor models and volatilities: recovering the market volatility shocks," LSE Research Online Documents on Economics 60980, London School of Economics and Political Science, LSE Library.
- Marc Hallin & Davide La Vecchia, 2014. "Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models," Working Papers ECARES ECARES 2014-45, ULB -- Universite Libre de Bruxelles.
- 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.
- Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2017. "Quantile spectral analysis for locally stationary time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1619-1643, November.
- Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2015. "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES ECARES 2015-27, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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.
- Marc Hallin & Yvik 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.
- 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.
- 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.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2014. "Efficient R-Estimation of Principal and Common Principal Components," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1071-1083, September.
- Marc Hallin & Chintan Mehta, 2013.
"R-Estimation for Asymmetric Independent Component Analysis,"
Working Papers ECARES
2013-19, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Chintan Mehta, 2015. "R -Estimation for Asymmetric Independent Component Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 218-232, March.
- 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.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015. "Dynamic factor models with infinite-dimensional factor spaces: One-sided representations," Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- 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.
- 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.
- Hallin, M. & van den Akker, R. & Werker, B.J.M., 2012. "Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Other publications TiSEM bc68a2f2-3ca3-443c-b3ac-f, Tilburg University, School of Economics and Management.
- Hallin, M. & van den Akker, R. & Werker, B.J.M., 2012. "Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Discussion Paper 2012-089, Tilburg University, Center for Economic Research.
- 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.
- Marc Hallin & Yvik 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.
- Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas, 2011. "Rank-based testing in linear models with stable errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 305-320.
- 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.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," DSS Empirical Economics and Econometrics Working Papers Series 2011/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- 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.
- 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.
- 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.
- Hallin, M. & van den Akker, R. & 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.
- Hallin, M. & van den Akker, R. & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Other publications TiSEM 004c9726-ec6a-4884-8238-d, Tilburg University, School of Economics and Management.
- Marc Hallin & Ramon van den Akker & Bas J.M. Werker, 2011.
"A class of simple distribution-free rank-based unit root tests,"
Post-Print
hal-00834424, HAL.
- 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.
- Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011.
"Market liquidity as dynamic factors,"
Working Papers ECARES
163, 42-50, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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.
- 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.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal rank-based testing for principal component," Working Papers ECARES 2009_013, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure,"
Working Papers ECARES
2008_012, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute.
- 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.
- Marc Hallin & Davy Paindaveine & Miroslav Šiman, 2010. "Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth," ULB Institutional Repository 2013/127979, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin, 2007. "Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks," ULB Institutional Repository 2013/6996, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Abdessamad Saidi, 2007.
"Optimal tests for non-correlation between multivariate time series,"
ULB Institutional Repository
2013/13406, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Bas Werker, 2006. "Discussion of Quantile autoregression, by Koenker and Xiao," ULB Institutional Repository 2013/5428, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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, January.
- 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.
- 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.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 05-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," ULB Institutional Repository 2013/2143, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2004. "Local linear spatial regression," ULB Institutional Repository 2013/2131, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Soumia Lotfi, 2004. "Optimal detection of periodicities in vector autoregressive models," ULB Institutional Repository 2013/2235, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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, April.
- Hallin, M. & Vermandele, C. & Werker, B.J.M., 2004. "Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models," Other publications TiSEM 05757b2b-ad74-4583-b012-b, Tilburg University, School of Economics and Management.
- Hallin, M. & Werker, B.J.M., 2003.
"Semiparametric efficiency, distribution-freeness and invariance,"
Other publications TiSEM
fe20db00-786a-4261-9999-6, Tilburg University, School of Economics and Management.
- Marc Hallin & Bas Werker, 2003. "Semiparametric efficiency, distribution-freeness, and invariance," ULB Institutional Repository 2013/2119, ULB -- Universite Libre de Bruxelles.
- 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.
- Hallin, M. & Vermandele, C. & Werker, B.J.M., 2006. "Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality," Other publications TiSEM 343e49a2-4527-4c03-b247-9, Tilburg University, School of Economics and Management.
- Hallin, M. & Vermandele, C. & Werker, B.J.M., 2003. "Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality," Other publications TiSEM 620d09ba-f476-426d-b236-3, Tilburg University, School of Economics and Management.
- Marc Hallin & Abdelhadi Akharif, 2003. "Efficient detection of random coefficients in AR(p) models," ULB Institutional Repository 2013/2121, ULB -- Universite Libre de Bruxelles.
- Abdelhadi Akharif & Marc Hallin, 2003. "Efficient detection of random coefficients in autoregressive models," ULB Institutional Repository 2013/127956, ULB -- Universite Libre de Bruxelles.
- 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.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?,"
CEPR Discussion Papers
3146, C.E.P.R. Discussion Papers.
- 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.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
- 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.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin, 2001. "Rank tests," ULB Institutional Repository 2013/2223, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Amal Mellouk & Khalid Rifi, 2001. "Projection de Hájek et polynômes de Bernstein," ULB Institutional Repository 2013/127954, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Ivan Mizera, 2001. "Sample heterogeneity and the asymptotics of M-estimators," ULB Institutional Repository 2013/2103, ULB -- Universite Libre de Bruxelles.
- 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.
- Forni, Mario, et al, 2001. "Coincident and Leading Indicators for the Euro Area," Economic Journal, Royal Economic Society, vol. 111(471), pages 62-85, May.
- 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.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2001. "Density estimation for spatial linear processes," ULB Institutional Repository 2013/2109, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001.
"EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle,"
CEPR Discussion Papers
3108, C.E.P.R. Discussion Papers.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
- 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.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2000. "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers 2400, C.E.P.R. Discussion Papers.
- Marc Hallin & Thomas S. Ferguson & Christian Genest, 2000. "Kendall's tau for serial dependence," ULB Institutional Repository 2013/2093, ULB -- Universite Libre de Bruxelles.
- Bernard Garel & Marc Hallin, 2000.
"Rank-based partial autocorrelations are not asymptotically distribution-free,"
ULB Institutional Repository
2013/127974, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- Marc Hallin & Bernard Garel, 2000. "Rank-based partial correlograms are not asymptotically distribution-free," ULB Institutional Repository 2013/2095, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
- Bernard Garel & Marc Hallin, 1999. "Rank-Based Autoregressive Order Identification," ULB Institutional Repository 2013/127976, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Bernard Garel, 1999. "Rank-based AR order identification," ULB Institutional Repository 2013/2087, ULB -- Universite Libre de Bruxelles.
- 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
2013/2219, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin & Jana Jureckova & Xavier Milhaud, 1998.
"Characterization of error distributions in time-series regression models,"
ULB Institutional Repository
2013/127959, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin & Mohamed Bentarzi, 1998. "Spectral factorization of periodically correlated MA(1) processes," ULB Institutional Repository 2013/2073, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Munsup Seoh, 1997. "When does Edgeworth beat Berry and Esséen?," ULB Institutional Repository 2013/2067, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen theorem for simple serial rank statistics," ULB Institutional Repository 2013/2071, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Ivan Mizera, 1997. "Unimodality and the asymptotics of M-estimators," ULB Institutional Repository 2013/2217, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Jana Jureckova & Jaroslava Kalvova & Jan Picek & Toufik Zahaf, 1997. "Non-parametric tests in AR models with applications to climatic data," ULB Institutional Repository 2013/2069, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Khalid Rifi, 1997.
"A Berry-Esséen theorem for serial rank statistics,"
ULB Institutional Repository
2013/127969, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen Theorem for Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 777-799, December.
- Hallin, M. & Rifi, K., 1995. "A Berry-Ess\'een Theorem for Serial Rank Statistics," SFB 373 Discussion Papers 1995,30, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- 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.
- Marc Hallin & Youssef Benghabrit, 1996. "Rank-based tests for autoregressive against bilinear serial dependence," ULB Institutional Repository 2013/2057, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Mohamed Bentarzi & Marc Hallin, 1996.
"Locally optimal tests against periodic autoregression: parametric and nonparametric approaches,"
ULB Institutional Repository
2013/2063, ULB -- Universite Libre de Bruxelles.
- Bentarzi, Mohamed & Hallin, Marc, 1996. "Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches," Econometric Theory, Cambridge University Press, vol. 12(1), pages 88-112, March.
- 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.
- Marc Hallin & Abdelaziz El Matouat, 1996. "Order selection, stochastic complexity and Kullback-Leibler information," ULB Institutional Repository 2013/2153, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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;The Institute of Statistical Mathematics, vol. 48(3), pages 429-449, September.
- 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.
- Marc Hallin, 1996. "Eléments de la théorie asymptotique des expériences statistiques," ULB Institutional Repository 2013/2211, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin, 1996. "Tests sans biais, tests de permutation, tests invariants, tests de rangs," ULB Institutional Repository 2013/2209, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin & Madan Lal Puri, 1994. "Aligned rank tests for linear models with autocorrelated errors," ULB Institutional Repository 2013/2045, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Mohamed Bentarzi, 1994.
"On the invertibility of periodic moving-average models,"
ULB Institutional Repository
2013/2047, ULB -- Universite Libre de Bruxelles.
- Mohamed Bentarzi & Marc Hallin, 1994. "On The Invertibility Of Periodic Moving‐Average Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(3), pages 263-268, May.
- Marc Hallin, 1994. "On the Pitman nonadmissibility of correlogram-based time series methods," ULB Institutional Repository 2013/2049, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin & Jelloul Allal, 1993. "A Chernoff-Savage result for serial signed rank statistics," ULB Institutional Repository 2013/2207, ULB -- Universite Libre de Bruxelles.
- Hallin, M. & Puri, M.L., 1992.
"Rank Tests for Time Series Analysis , A Survey,"
Papers
9210, Universite Libre de Bruxelles - C.E.M.E..
- Marc Hallin & Madan Lal Puri, 1992. "Rank tests for time-series analysis: a survey," ULB Institutional Repository 2013/2229, ULB -- Universite Libre de Bruxelles.
- 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..
- Bernard Garel & Marc Hallin, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 551-579, September.
- Marc Hallin & Bernard Garel, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," ULB Institutional Repository 2013/2053, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Madan Lal Puri, 1992. "Some asymptotic results for a broad class of nonparametric statistics," ULB Institutional Repository 2013/2041, ULB -- Universite Libre de Bruxelles.
- 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.
- 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..
- 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.
- 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.
- 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.
- Marc Hallin & Jean-Marie Dufour, 1990. "An exponential bound for the permutational distribution of a first-order autocorrelation coefficient," ULB Institutional Repository 2013/2025, ULB -- Universite Libre de Bruxelles.
- Dufour, J.-M. & Hallin, M., 1991. "An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient," Cahiers de recherche 9115, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Jean-Marie Dufour, 1991.
"Nonuniform bounds for nonparametric t-tests,"
ULB Institutional Repository
2013/2027, ULB -- Universite Libre de Bruxelles.
- Dufour, Jean-Marie & Hallin, Marc, 1991. "Nonuniform Bounds for Nonparametric t-Tests," Econometric Theory, Cambridge University Press, vol. 7(2), pages 253-263, June.
- Dufour, J-M., 1988. "Non-Uniform Bounds For Nonparametric T Tests," Cahiers de recherche 8820, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, J.M., 1988. "Non-Uniform Bounds for Nonparametric T Tests," Cahiers de recherche 8820, Universite de Montreal, Departement de sciences economiques.
- Marc Hallin & Madan Lal 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.
- 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.
- Marc Hallin, 1991. "Rank tests for time-series analysis: a bibliographical survey," ULB Institutional Repository 2013/2031, ULB -- Universite Libre de Bruxelles.
- 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.
- Dufour, J-M. & Hallin, M., 1990. "Simple Exact Bounds For Distributions Of Linear Signed Rank Statistics," Cahiers de recherche 9003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Jean-Marie Dufour, 1992. "Simple exact bounds for distributions of linear signed rank statistics," ULB Institutional Repository 2013/2033, ULB -- Universite Libre de Bruxelles.
- 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.
- Dufour, J-M. & Hallin, M., 1990.
"Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications,"
Papers
9104, Universite Libre de Bruxelles - C.E.M.E..
- 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.
- Dufour, J.M. & Hallin, M., 1992. "Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications," Cahiers de recherche 9224, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Jean-Marie Dufour, 1993. "Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications," ULB Institutional Repository 2013/2043, ULB -- Universite Libre de Bruxelles.
- 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.
- Dufour, J-M. & Hallin, M., 1989. "On A Conjecture Of Edelman On Nonparametric T-Tests," Cahiers de recherche 8917, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1989.
"Asymptotically most powerful rank tests for multivariate randomness against serial dependence,"
ULB Institutional Repository
2013/2019, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Dufour, J.M. & Hallin, M., 1989.
"Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications,"
Cahiers de recherche
8915, Universite de Montreal, Departement de sciences economiques.
- Dufour, Jean-Marie & Hallin, Marc, 1992. "Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications," Econometric Theory, Cambridge University Press, vol. 8(2), pages 223-240, June.
- Marc Hallin & Jean-Marie Dufour, 1992. "Improved Berry-Esséen-Chebyshev bounds with statistical applications," ULB Institutional Repository 2013/2035, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Madan Lal Puri, 1988. "Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA," ULB Institutional Repository 2013/2191, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Madan Lal Puri, 1988. "Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence," ULB Institutional Repository 2013/2189, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Madan Lal Puri, 1988. "Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence," ULB Institutional Repository 2013/127951, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Claude Lefèvre & Madan Lal 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.
- Marc Hallin & Madan Lal 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.
- Marc Hallin & Madan Lal Puri, 1988. "On locally asymptotically maximin tests for ARMA processes," ULB Institutional Repository 2013/2187, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1987.
"Linear and quadratic serial rank tests for randomness against serial dependence,"
ULB Institutional Repository
2013/2009, ULB -- Universite Libre de Bruxelles.
- Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri, 1987. "Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(4), pages 409-424, July.
- 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.
- Marc Hallin, 1987. "Fractions continuées matricielles et matrices-bandes définies positives infinies," ULB Institutional Repository 2013/2185, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1986. "Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié," ULB Institutional Repository 2013/2183, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Madan Lal Puri, 1986. "Locally asymptotically optimal tests for randomness," ULB Institutional Repository 2013/2233, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal 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, Septemb," ULB Institutional Repository 2013/2177, ULB -- Universite Libre de Bruxelles.
- 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 Belgiqu," ULB Institutional Repository 2013/2179, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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.
- Marc Hallin & Jean-Marie Dufour, 1987. "Tests non paramétriques optimaux pour une autorégression d'ordre un," ULB Institutional Repository 2013/2011, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1985. "Tests de rangs linéaires pour une hypothèse de bruit blanc," ULB Institutional Repository 2013/2169, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1985.
"Linear serial rank tests for randomness against ARMA alternatives,"
ULB Institutional Repository
2013/2003, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1984. "Linear serial rank tests for randomness against ARMA alternatives," ULB Institutional Repository 2013/2167, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1985. "Tests de rangs quadratiques pour une hypothèse de bruit blanc," ULB Institutional Repository 2013/2173, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1985. "From premium calculation to premium rating," ULB Institutional Repository 2013/2171, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1984. "Spectral factorization of nonstationary moving average processes," ULB Institutional Repository 2013/2001, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1984.
"Modèles non stationnaires-Séries univariées et multivariées,"
ULB Institutional Repository
2013/2231, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1988. "Modèles non stationnaires-Séries univariées et multivariées," ULB Institutional Repository 2013/2263, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin, 1983. "Nonstationary second-order moving average processes II: model-building and invertibility," ULB Institutional Repository 2013/2205, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1983. "The theoretical model-building problem for nonstationary moving average processes," ULB Institutional Repository 2013/2149, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek, 1983.
"Nonstationary Yule-Walker equations,"
ULB Institutional Repository
2013/1999, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Ingenbleek, Jean-François, 1983. "Nonstationary Yule-Walker equations," Statistics & Probability Letters, Elsevier, vol. 1(4), pages 189-195, June.
- 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.
- 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.
- Marc Hallin, 1982. "Moving average models for time-dependent autocovariance functions," ULB Institutional Repository 2013/2147, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1982. "Nonstationary second-order moving average processes," ULB Institutional Repository 2013/2203, ULB -- Universite Libre de Bruxelles.
- 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.
- Hallin, Marc & Ingenbleek, Jean-François, 1981. "Étude Statistique de la Probabilité de Sinistre en Assurance Automobile," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 40-56, June.
- Marc Hallin, 1981. "Nonstationary first-order moving average processes: the model-building problem," ULB Institutional Repository 2013/2199, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1981. "Addendum to Invertibility and generalized invertibility," ULB Institutional Repository 2013/1993, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1980. "Invertibility and generalized invertibility of time-series models," ULB Institutional Repository 2013/1991, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Marc Hallin, 1978.
"Mixed autoregressive-moving average multivariate processes with time-dependent coefficients,"
ULB Institutional Repository
2013/1987, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin, 1978. "Band strategies: the random walk of reserves," ULB Institutional Repository 2013/1989, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1977. "Méthodes statistiques de construction de tarifs," ULB Institutional Repository 2013/1985, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin, 1977. "Etude statistique des facteurs influençant un risque," ULB Institutional Repository 2013/1981, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1976.
"Subjectively mixed strategies - The public event case,"
ULB Institutional Repository
2013/127946, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1977. "Subjectively mixed strategies: the public event case," ULB Institutional Repository 2013/1983, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1973. "Jeux de survie économique et théorie moderne du risque," ULB Institutional Repository 2013/2245, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1973. "Stratégies subjectivement mixtes," ULB Institutional Repository 2013/2247, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin, 1972.
"Jeux à information incomplète,"
ULB Institutional Repository
2013/2243, ULB -- Universite Libre de Bruxelles.
repec:ulb:ulbeco:2013/2051 is not listed on IDEAS
repec:ulb:ulbeco:2013/2129 is not listed on IDEAS
repec:eca:wpaper:2013/363935 is not listed on IDEAS
repec:ulb:ulbeco:2013/127962 is not listed on IDEAS
repec:eca:wpaper:2013/363937 is not listed on IDEAS
Articles
- Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo, 2024.
"Inferential theory for generalized dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 239(2).
- Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni, 2021. "Inferential Theory for Generalized Dynamic Factor Models," Working Papers ECARES 2021-20, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Yoshihide Kakizawa & Hira Koul, 2023. "Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(5-6), pages 440-441, September.
- Marc Hallin & Daniel Hlubinka & Šárka Hudecová, 2023.
"Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1923-1939, July.
- Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2021. "Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA," Working Papers ECARES 2021-13, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Trucíos, Carlos, 2023. "Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach," Econometrics and Statistics, Elsevier, vol. 27(C), pages 1-15.
- Marc Hallin & Gilles Nisol & Shahin Tavakoli, 2023. "Factor models for high‐dimensional functional time series I: Representation results," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(5-6), pages 578-600, September.
- Shahin Tavakoli & Gilles Nisol & Marc Hallin, 2023. "Factor models for high‐dimensional functional time series II: Estimation and forecasting," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(5-6), pages 601-621, September.
- M. Hallin & D. La Vecchia & H. Liu, 2022.
"Center-Outward R-Estimation for Semiparametric VARMA Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(538), pages 925-938, April.
- Marc Hallin & Davide La Vecchia & H Liu, 2019. "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES 2019-25, ULB -- Universite Libre de Bruxelles.
- Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos, 2022.
"Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 40-52, December.
- Marc Hallin & Luis K. Hotta & João H. G Mazzeu & Carlos Cesar Trucios-Maza & Pedro L. Valls Pereira & Mauricio Zevallos, 2019. "Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach," Working Papers ECARES 2019-14, ULB -- Universite Libre de Bruxelles.
- Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hallin, Marc & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Zevallos, Mauricio, 2019. "Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach," Textos para discussão 505, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Marc Hallin, 2022. "Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series," Econometrics, MDPI, vol. 10(4), pages 1-9, December.
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021.
"Time-varying general dynamic factor models and the measurement of financial connectedness,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 324-343.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020. "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA 2020015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA 2019024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Trucíos, Carlos & Mazzeu, João H.G. & Hotta, Luiz K. & Valls Pereira, Pedro L. & Hallin, Marc, 2021.
"Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1520-1534.
- Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Hallin, Marc, 2020. "Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Textos para discussão 521, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Hallin, Marc & La Vecchia, Davide, 2020.
"A Simple R-estimation method for semiparametric duration models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 736-749.
- Marc Hallin & Davide La Vecchia, 2017. "A Simple R-Estimation Method for Semiparametric Duration Models," Working Papers ECARES ECARES 2017-01, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Marc, 2020.
"Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals,"
Journal of Econometrics, Elsevier, vol. 216(1), pages 4-34.
- Matteo Barigozzi & Marc Hallin, 2018. "Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals," Papers 1811.10045, arXiv.org, revised Jul 2019.
- Matteo Barigozzi & Marc Hallin, 2018. "Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals," Working Papers ECARES 2018-33, ULB -- Universite Libre de Bruxelles.
- del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc, 2020. "A note on the regularity of optimal-transport-based center-outward distribution and quantile functions," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
- Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin, 2020. "Efficient pseudo-Gaussian and rank-based detection of random regression coefficients," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(2), pages 367-402, April.
- Beirlant, J. & Buitendag, S. & del Barrio, E. & Hallin, M. & Kamper, F., 2020.
"Center-outward quantiles and the measurement of multivariate risk,"
Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 79-100.
- Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin, 2019. "Center-Outward Quantiles And The Measurement Of Multivariate Risk," Working Papers ECARES 2019-30, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019.
"Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models,"
Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 462-494.
- Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano, 2019. "Identification of global and local shocks in international financial markets via general dynamic factor models," LSE Research Online Documents on Economics 86932, London School of Economics and Political Science, LSE Library.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2018.
"Optimal dimension reduction for high-dimensional and functional time series,"
Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 385-398, July.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2017. "Optimal Dimension Reduction for High-dimensional and Functional Time Series," Working Papers ECARES ECARES 2017-39, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Yury Kutoyants, 2018. "Foreword from the editors…," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 261-262, July.
- Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev, 2018. "On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(3), pages 242-250, May.
- Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 135-146, December.
- Barigozzi, Matteo & Hallin, Marc, 2017.
"Generalized dynamic factor models and volatilities: estimation and forecasting,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 307-321.
- Barigozzi, Matteo & Hallin, Marc, 2017. "Generalized dynamic factor models and volatilities estimation and forecasting," LSE Research Online Documents on Economics 67455, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Marc Hallin, 2015. "Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting," Working Papers ECARES ECARES 2015-22, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marc Hallin, 2017.
"A network analysis of the volatility of high dimensional financial series,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(3), pages 581-605, April.
- Barigozzi, Matteo & Hallin, Marc, 2017. "A network analysis of the volatility of high-dimensionalfinancial series," LSE Research Online Documents on Economics 67456, London School of Economics and Political Science, LSE Library.
- Hallin, Marc & La Vecchia, Davide, 2017. "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, vol. 196(2), pages 233-247.
- Marc Hallin & Yury Kutoyants, 2017. "Foreword from the Editors," Statistical Inference for Stochastic Processes, Springer, vol. 20(3), pages 273-274, October.
- Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2017.
"Quantile spectral analysis for locally stationary time series,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1619-1643, November.
- 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.
- Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2015. "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES ECARES 2015-27, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017.
"Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis,"
Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers 10618, C.E.P.R. Discussion Papers.
- Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2016. "Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank," Journal of Econometrics, Elsevier, vol. 190(1), pages 46-61.
- Matteo Barigozzi & Marc Hallin, 2016.
"Generalized dynamic factor models and volatilities: recovering the market volatility shocks,"
Econometrics Journal, Royal Economic Society, vol. 19(1), pages 33-60, February.
- Matteo Barigozzi & Marc Hallin, 2014. "Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks," Working Papers ECARES ECARES 2014-52, ULB -- Universite Libre de Bruxelles.
- Barigozzi, Matteo & Hallin, Mark, 2015. "Generalized dynamic factor models and volatilities: recovering the market volatility shocks," LSE Research Online Documents on Economics 60980, London School of Economics and Political Science, LSE Library.
- Hallin, Marc & Šiman, Miroslav, 2016.
"Elliptical multiple-output quantile regression and convex optimization,"
Statistics & Probability Letters, Elsevier, vol. 109(C), pages 232-237.
- Marc Hallin & Miroslav Šiman, 2015. "Elliptical Multiple Output Quantile Regression and Convex Optimization," Working Papers ECARES ECARES 2015-47, ULB -- Universite Libre de Bruxelles.
- Siegfried Hörmann & Łukasz Kidziński & Marc Hallin, 2015. "Dynamic functional principal components," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 319-348, March.
- Marc Hallin & Chintan Mehta, 2015.
"R -Estimation for Asymmetric Independent Component Analysis,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 218-232, March.
- Marc Hallin & Chintan Mehta, 2013. "R-Estimation for Asymmetric Independent Component Analysis," Working Papers ECARES 2013-19, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015.
"Dynamic factor models with infinite-dimensional factor spaces: One-sided representations,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- 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.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2014.
"Efficient R-Estimation of Principal and Common Principal Components,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1071-1083, September.
- 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.
- 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.
- 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.
- 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.
- 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.
- Marc Hallin & Vijay Nair, 2013. "Editors’ Note," International Statistical Review, International Statistical Institute, vol. 81(1), pages 1-1, April.
- Marc Hallin & Vijay Nair, 2012. "Editors’ Note," International Statistical Review, International Statistical Institute, vol. 80(1), pages 1-1, April.
- 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.
- Hallin, Marc & Liska, Roman, 2011. "Dynamic factors in the presence of blocks," Journal of Econometrics, Elsevier, vol. 163(1), pages 29-41, July.
- 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.
- Marc Hallin & Ramon van den Akker & Bas J.M. Werker, 2011. "A class of simple distribution-free rank-based unit root tests," Post-Print hal-00834424, HAL.
- Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas, 2011.
"Rank-based testing in linear models with stable errors,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 305-320.
- Marc Hallin & Yvik 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.
- 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.
- Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," Working Papers ECARES 163, 42-50, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2010. "Testing for Common Principal Components under Heterokurticity," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(7), pages 879-895.
- 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.
- 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, April.
- Hallin, M. & Vermandele, C. & Werker, B.J.M., 2004. "Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models," Other publications TiSEM 05757b2b-ad74-4583-b012-b, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Marc Hallin & Abdessamad Saidi, 2007. "Optimal tests for non-correlation between multivariate time series," ULB Institutional Repository 2013/13406, ULB -- Universite Libre de Bruxelles.
- 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.
- 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 327-350, December.
- Hallin, Marc & Werker, Bas J.M., 2006. "Comment," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 996-998, September.
- 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.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 05-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," ULB Institutional Repository 2013/2143, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
- 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, January.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
- 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.
- Bernard Garel & Marc Hallin, 2000. "Rank-based partial autocorrelations are not asymptotically distribution-free," ULB Institutional Repository 2013/127974, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
- 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.
- 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.
- Marc Hallin & Jana Jureckova & Xavier Milhaud, 1998. "Characterization of error distributions in time-series regression models," ULB Institutional Repository 2013/127959, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Khalid Rifi, 1997.
"A Berry-Esséen Theorem for Serial Rank Statistics,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 777-799, December.
- Hallin, M. & Rifi, K., 1995. "A Berry-Ess\'een Theorem for Serial Rank Statistics," SFB 373 Discussion Papers 1995,30, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen theorem for serial rank statistics," ULB Institutional Repository 2013/127969, ULB -- Universite Libre de Bruxelles.
- 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;The Institute of Statistical Mathematics, vol. 48(3), pages 429-449, September.
- 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.
- Bentarzi, Mohamed & Hallin, Marc, 1996.
"Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches,"
Econometric Theory, Cambridge University Press, vol. 12(1), pages 88-112, March.
- Mohamed Bentarzi & Marc Hallin, 1996. "Locally optimal tests against periodic autoregression: parametric and nonparametric approaches," ULB Institutional Repository 2013/2063, ULB -- Universite Libre de Bruxelles.
- Bernard Garel & Marc Hallin, 1995.
"Local asymptotic normality of multivariate ARMA processes with a linear trend,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 551-579, September.
- Marc Hallin & Bernard Garel, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," ULB Institutional Repository 2013/2053, ULB -- Universite Libre de Bruxelles.
- 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..
- Mohamed Bentarzi & Marc Hallin, 1994.
"On The Invertibility Of Periodic Moving‐Average Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 15(3), pages 263-268, May.
- Marc Hallin & Mohamed Bentarzi, 1994. "On the invertibility of periodic moving-average models," ULB Institutional Repository 2013/2047, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 1994. "On The Pitman Non‐Admissibility Of Correlogram‐Based Methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(6), pages 607-611, November.
- 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.
- 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..
- Dufour, Jean-Marie & Hallin, Marc, 1992.
"Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications,"
Econometric Theory, Cambridge University Press, vol. 8(2), pages 223-240, June.
- Marc Hallin & Jean-Marie Dufour, 1992. "Improved Berry-Esséen-Chebyshev bounds with statistical applications," ULB Institutional Repository 2013/2035, ULB -- Universite Libre de Bruxelles.
- 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.
- Dufour, J.M. & Hallin, M., 1989. "Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications," Cahiers de recherche 8915, Universite de Montreal, Departement de sciences economiques.
- Dufour, Jean-Marie & Hallin, Marc, 1991.
"Nonuniform Bounds for Nonparametric t-Tests,"
Econometric Theory, Cambridge University Press, vol. 7(2), pages 253-263, June.
- Marc Hallin & Jean-Marie Dufour, 1991. "Nonuniform bounds for nonparametric t-tests," ULB Institutional Repository 2013/2027, ULB -- Universite Libre de Bruxelles.
- 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.
- Marc Hallin & Madan Lal 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.
- 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.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1989. "Asymptotically most powerful rank tests for multivariate randomness against serial dependence," ULB Institutional Repository 2013/2019, ULB -- Universite Libre de Bruxelles.
- Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri, 1987.
"Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 8(4), pages 409-424, July.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1987. "Linear and quadratic serial rank tests for randomness against serial dependence," ULB Institutional Repository 2013/2009, ULB -- Universite Libre de Bruxelles.
- Jean-Marie Dufour & Marc Hallin, 1987. "Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un," Annals of Economics and Statistics, GENES, issue 6-7, pages 411-434.
- Hallin, Marc & Ingenbleek, Jean-François, 1983.
"Nonstationary Yule-Walker equations,"
Statistics & Probability Letters, Elsevier, vol. 1(4), pages 189-195, June.
- Marc Hallin & Jean-François Ingenbleek, 1983. "Nonstationary Yule-Walker equations," ULB Institutional Repository 2013/1999, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Ingenbleek, Jean-François, 1981.
"Étude Statistique de la Probabilité de Sinistre en Assurance Automobile,"
ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 40-56, June.
- 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.
- 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.
- Marc Hallin, 1978. "Mixed autoregressive-moving average multivariate processes with time-dependent coefficients," ULB Institutional Repository 2013/1987, ULB -- Universite Libre de Bruxelles.
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- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Betweenness measure in co-authorship network
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 88 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (73) 2003-02-26 2003-03-17 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 2011-08-15 2011-08-15 2011-11-14 2011-12-19 2012-01-25 2012-11-03 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 2014-11-07 2014-12-13 2014-12-19 2015-02-11 2015-02-11 2015-06-05 2015-06-27 2015-08-13 2015-10-25 2015-12-08 2016-01-29 2016-12-04 2017-01-22 2017-04-30 2017-10-01 2018-05-21 2018-12-03 2018-12-24 2019-02-18 2019-06-10 2019-06-24 2019-11-04 2019-11-25 2019-12-23 2020-01-06 2020-03-23 2020-08-10 2020-08-17 2020-11-30 2021-01-04 2021-02-01 2021-07-26 2021-09-13 2022-01-10 2022-01-10 2022-01-10 2022-05-23 2022-09-26 2022-10-17 2023-02-27 2023-04-24 2023-11-20 2024-03-04 2024-09-02. Author is listed
- NEP-ETS: Econometric Time Series (33) 2003-02-18 2005-02-20 2005-04-16 2008-06-13 2009-01-17 2011-08-15 2011-12-13 2012-01-25 2012-12-06 2013-03-30 2014-03-30 2014-05-09 2014-12-19 2015-06-05 2015-06-27 2015-07-25 2016-04-16 2016-05-21 2016-12-04 2017-11-12 2018-12-03 2019-02-18 2019-06-10 2019-06-24 2019-11-04 2020-01-06 2020-11-30 2021-09-13 2022-01-10 2022-09-26 2022-10-17 2023-11-20 2024-09-02. Author is listed
- NEP-FOR: Forecasting (8) 2012-12-15 2015-06-05 2015-06-27 2016-04-23 2016-05-21 2020-01-06 2020-02-24 2021-01-04. Author is listed
- NEP-ORE: Operations Research (7) 2008-12-07 2019-11-04 2020-01-06 2020-02-24 2020-11-30 2021-01-04 2021-02-01. Author is listed
- NEP-MAC: Macroeconomics (6) 2003-03-14 2005-02-20 2005-04-16 2015-06-05 2016-05-21 2018-06-25. Author is listed
- NEP-RMG: Risk Management (4) 2019-02-18 2019-07-22 2019-12-23 2021-01-04
- NEP-NET: Network Economics (3) 2015-10-25 2016-04-09 2016-04-16
- NEP-EEC: European Economics (2) 2003-03-14 2017-03-26
- NEP-URE: Urban and Real Estate Economics (2) 2022-07-11 2023-11-13
- NEP-DCM: Discrete Choice Models (1) 2024-03-04
- NEP-EFF: Efficiency and Productivity (1) 2022-05-23
- NEP-FDG: Financial Development and Growth (1) 2008-12-21
- NEP-FMK: Financial Markets (1) 2014-12-19
- NEP-HIS: Business, Economic and Financial History (1) 2022-10-17
- NEP-HME: Heterodox Microeconomics (1) 2022-12-12
- NEP-HPE: History and Philosophy of Economics (1) 2022-10-17
- NEP-IFN: International Finance (1) 2018-03-26
- NEP-ISF: Islamic Finance (1) 2021-09-13
Corrections
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