5

Market liquidity as dynamic factors

Marc Hallin, Charles Mathias, Hugues Pirotte, David Veredas
Journal:
Journal of Econometrics
Year:
2011
Language:
english
File:
PDF, 659 KB
english, 2011
6

Coincident and Leading Indicators for the Euro Area

Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin
Journal:
The Economic Journal
Year:
2001
Language:
english
File:
PDF, 361 KB
english, 2001
7

Generalized dynamic factor models and volatilities estimation and forecasting

Barigozzi, Matteo, Hallin, Marc
Journal:
Journal of Econometrics
Year:
2017
Language:
english
File:
PDF, 704 KB
english, 2017
8

Generalized runs tests for heteroscedastic time series

Dufour, Jean-Marie, Hallin, Marc, Mizera, Ivan
Journal:
Journal of Nonparametric Statistics
Year:
1998
Language:
english
File:
PDF, 1.57 MB
english, 1998
10

The Generalized Dynamic Factor Model

Forni, Mario, Hallin, Marc, Lippi, Marco, Reichlin, Lucrezia
Journal:
Journal of the American Statistical Association
Year:
2005
Language:
english
File:
PDF, 341 KB
english, 2005
12

Adaptive Estimation of the Lag of a Long–memory Process

Marc Hallin, Abdeslam Serroukh
Journal:
Statistical Inference for Stochastic Processes
Year:
1998
Language:
english
File:
PDF, 118 KB
english, 1998
14

Skew-symmetric distributions and Fisher information – a tale of two densities

Hallin, Marc, Ley, Christophe
Journal:
Bernoulli
Year:
2012
Language:
english
File:
PDF, 284 KB
english, 2012
16

ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS

Mohamed Bentarzi, Marc Hallin
Journal:
Journal of Time Series Analysis
Year:
1994
Language:
english
File:
PDF, 260 KB
english, 1994
17

Dynamic factors in the presence of blocks

Marc Hallin, Roman Liška
Journal:
Journal of Econometrics
Year:
2011
Language:
english
File:
PDF, 551 KB
english, 2011
24

Kernel density estimation for spatial processes: the L1 theory

Marc Hallin, Zudi Lu, Lanh T. Tran
Journal:
Journal of Multivariate Analysis
Year:
2004
Language:
english
File:
PDF, 199 KB
english, 2004
25

Optimal tests for homogeneity of covariance, scale, and shape

Marc Hallin, Davy Paindaveine
Journal:
Journal of Multivariate Analysis
Year:
2009
Language:
english
File:
PDF, 1.69 MB
english, 2009
27

L1-estimation in linear models with heterogeneous white noise

Faouzi El Bantli, Marc Hallin
Journal:
Statistics & Probability Letters
Year:
1999
Language:
english
File:
PDF, 118 KB
english, 1999
28

Asymptotic power of sphericity tests for high-dimensional data

Onatski, Alexei, Moreira, Marcelo J., Hallin, Marc
Journal:
The Annals of Statistics
Year:
2013
Language:
english
File:
PDF, 395 KB
english, 2013
29

Monge–Kantorovich depth, quantiles, ranks and signs

Chernozhukov, Victor, Galichon, Alfred, Hallin, Marc, Henry, Marc
Journal:
The Annals of Statistics
Year:
2017
Language:
english
File:
PDF, 697 KB
english, 2017
30

Nonuniform Bounds for Nonparametric t-Tests

Jean-Marie Dufour and Marc Hallin
Journal:
Econometric Theory
Year:
1991
Language:
english
File:
PDF, 1.05 MB
english, 1991
38

Rank-based partial autocorrelations are not asymptotically distribution-free

Bernard Garel, Marc Hallin
Journal:
Statistics & Probability Letters
Year:
2000
Language:
english
File:
PDF, 104 KB
english, 2000
42

Nonuniform Bounds for Nonparametric t-Tests

Dufour, Jean-Marie, Hallin, Marc
Journal:
Econometric Theory
Year:
1991
Language:
english
File:
PDF, 477 KB
english, 1991
46

Rank-Based Autoregressive Order Identification

Bernard Garel and Marc Hallin
Journal:
Journal of the American Statistical Association
Year:
1999
Language:
english
File:
PDF, 1.72 MB
english, 1999
50

Rank-based optimal tests of the adequacy of an elliptic VARMA model

Hallin, Marc, Paindaveine, Davy
Journal:
The Annals of Statistics
Year:
2004
Language:
english
File:
PDF, 304 KB
english, 2004