Marc Hallin
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Affiliations
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Université Libre de Bruxelles
/ Solvay Brussels School of Economics and Management
/ European Centre for Advanced Research in Economics and Statistics (ECARES)
Research profile
author of:
- Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un (RePEc:adr:anecst:y:1987:i:6-7:p:411-434)
by Jean-Marie Dufour & Marc Hallin - Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness (RePEc:aiz:louvad:2019024)
by Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R. - Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance (RePEc:aiz:louvad:2020006)
by Hallin, Marc & Mordant, Gilles & Segers, Johan - Time-varying general dynamic factor models and the measurement of financial connectedness (RePEc:aiz:louvar:2020015)
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer - Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance (RePEc:aiz:louvar:2021005)
by Hallin, Marc & Mordant, Gilles & Segers, Johan - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs (RePEc:arx:papers:1412.8434)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series (RePEc:arx:papers:1510.05118)
by Matteo Barigozzi & Marc Hallin - Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals (RePEc:arx:papers:1811.10045)
by Matteo Barigozzi & Marc Hallin - Dynamic Factor Models: a Genealogy (RePEc:arx:papers:2310.17278)
by Matteo Barigozzi & Marc Hallin - The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series (RePEc:arx:papers:2407.10653)
by Matteo Barigozzi & Marc Hallin - Monge-Kantorovich depth, quantiles, ranks and signs (RePEc:azt:cemmap:04/15)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Monge-Kantorovich depth, quantiles, ranks and signs (RePEc:azt:cemmap:57/15)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (RePEc:bes:jnlasa:v:100:y:2005:p:830-840)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Comment (RePEc:bes:jnlasa:v:101:y:2006:p:996-998)
by Hallin, Marc & Werker, Bas J.M. - Determining the Number of Factors in the General Dynamic Factor Model (RePEc:bes:jnlasa:v:102:y:2007:m:june:p:603-617)
by Hallin, Marc & Liska, Roman - Optimal Tests of Noncorrelation Between Multivariate Time Series (RePEc:bes:jnlasa:v:102:y:2007:m:september:p:938-951)
by Hallin, Marc & Saidi, Abdessamad - Editors’ Note (RePEc:bla:istatr:v:80:y:2012:i:1:p:1-1)
by Marc Hallin & Vijay Nair - Editors’ Note (RePEc:bla:istatr:v:81:y:2013:i:1:p:1-1)
by Marc Hallin & Vijay Nair - New Book Review Editor for the International Statistical Review (RePEc:bla:istatr:v:81:y:2013:i:3:p:337-337)
by Marc Hallin & Vijay Nair - Semiparametrically efficient inference based on signs and ranks for median‐restricted models (RePEc:bla:jorssb:v:70:y:2008:i:2:p:389-412)
by Marc Hallin & Catherine Vermandele & Bas J. M. Werker - Dynamic functional principal components (RePEc:bla:jorssb:v:77:y:2015:i:2:p:319-348)
by Siegfried Hörmann & Łukasz Kidziński & Marc Hallin - Quantile spectral analysis for locally stationary time series (RePEc:bla:jorssb:v:79:y:2017:i:5:p:1619-1643)
by Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin - A network analysis of the volatility of high dimensional financial series (RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605)
by Matteo Barigozzi & Marc Hallin - On The Invertibility Of Periodic Moving‐Average Models (RePEc:bla:jtsera:v:15:y:1994:i:3:p:263-268)
by Mohamed Bentarzi & Marc Hallin - On The Pitman Non‐Admissibility Of Correlogram‐Based Methods (RePEc:bla:jtsera:v:15:y:1994:i:6:p:607-611)
by Marc Hallin - Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (RePEc:bla:jtsera:v:26:y:2005:i:1:p:83-105)
by Marc Hallin & Abdessamad Saidi - On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities (RePEc:bla:jtsera:v:39:y:2018:i:3:p:242-250)
by Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev - Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi (RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:440-441)
by Marc Hallin & Yoshihide Kakizawa & Hira Koul - Factor models for high‐dimensional functional time series I: Representation results (RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:578-600)
by Marc Hallin & Gilles Nisol & Shahin Tavakoli - Factor models for high‐dimensional functional time series II: Estimation and forecasting (RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:601-621)
by Shahin Tavakoli & Gilles Nisol & Marc Hallin - Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence (RePEc:bla:jtsera:v:8:y:1987:i:4:p:409-424)
by Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri - Parametric and semiparametric inference for shape: the role of the scale functional (RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2)
by Hallin Marc & Paindaveine Davy - Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (RePEc:cir:cirwor:2005s-04)
by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin - Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (RePEc:cpr:ceprdp:10618)
by Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo - The Generalized Dynamic Factor Model: Identification and Estimation (RePEc:cpr:ceprdp:2338)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Reference Cycles: The NBER Methodology Revisited (RePEc:cpr:ceprdp:2400)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario - EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle (RePEc:cpr:ceprdp:3108)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio - Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? (RePEc:cpr:ceprdp:3146)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (RePEc:cpr:ceprdp:3432)
by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario - Étude Statistique de la Probabilité de Sinistre en Assurance Automobile (RePEc:cup:astinb:v:12:y:1981:i:01:p:40-56_00)
by Hallin, Marc & Ingenbleek, Jean-François - Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches (RePEc:cup:etheor:v:12:y:1996:i:01:p:88-112_00)
by Bentarzi, Mohamed & Hallin, Marc - Nonuniform Bounds for Nonparametric t-Tests (RePEc:cup:etheor:v:7:y:1991:i:02:p:253-263_00)
by Dufour, Jean-Marie & Hallin, Marc - Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications (RePEc:cup:etheor:v:8:y:1992:i:02:p:223-240_01)
by Dufour, Jean-Marie & Hallin, Marc - Dynamic Factors in the Presence of Block Structure (RePEc:eca:wpaper:2008_012)
by Marc Hallin & Roman Liska - On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance (RePEc:eca:wpaper:2008_039)
by Marc Hallin - Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth (RePEc:eca:wpaper:2008_042)
by Marc Hallin & Davy Paindaveine & Miroslav Siman - A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (RePEc:eca:wpaper:2009_001)
by Marc Hallin & Ramon van den Akker & Bas Werker - Optimal rank-based testing for principal component (RePEc:eca:wpaper:2009_013)
by Marc Hallin & Davy Paindaveine & Thomas Verdebout - On the estimation of cross-information quantities in rank-based inference (RePEc:eca:wpaper:2010_010)
by Delphine Cassart & Marc Hallin & Davy Paindaveine - Optimal Rank-Based Tests for Common Principal Components (RePEc:eca:wpaper:2013/101786)
by Marc Hallin & Davy Paindaveine & Thomas Verdebout - Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis (RePEc:eca:wpaper:2013/104763)
by Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev - Local Constant and Local Bilinear Multiple-Output Quantile Regression (RePEc:eca:wpaper:2013/106956)
by Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman - Signal Detection in High Dmension: The Multispiked Case (RePEc:eca:wpaper:2013/130318)
by Alexei Onatski & Marcelo Moreira J. & Marc Hallin - Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models (RePEc:eca:wpaper:2013/132503)
by Marc Hallin & Ramon van den Akker & Bas Werker - Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations (RePEc:eca:wpaper:2013/134458)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model (RePEc:eca:wpaper:2013/137736)
by Marc Hallin & Marcelo Moreira J. & Alexei Onatski - Factor Models in High-Dimensional Time Series: A Time-Domain Approach (RePEc:eca:wpaper:2013/142428)
by Marc Hallin & Marco Lippi - A Serial Version of Hodges and Lehmann's "6/pi Result" (RePEc:eca:wpaper:2013/142825)
by Marc Hallin & Yvik Swan & Thomas Verdebout - Efficient R-Estimation of Principal and Common Principal Components (RePEc:eca:wpaper:2013/142830)
by Marc Hallin & Davy Paindaveine & Thomas Verdebout - R-Estimation for Asymmetric Independent Component Analysis (RePEc:eca:wpaper:2013/142876)
by Marc Hallin & Chintan Mehta - On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result (RePEc:eca:wpaper:2013/149099)
by Marc Hallin & Ramon van den Akker & Bas Werker - Quantile Spectral Processes: Asymptotic Analysis and Inference (RePEc:eca:wpaper:2013/156105)
by Tobias Kley & Stanislav Volgushev & Holger Dette & Marc Hallin - Quantile Spectral Analysis for Locally Stationary Time Series (RePEc:eca:wpaper:2013/159999)
by Stefan Skowronek & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin - Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models (RePEc:eca:wpaper:2013/176572)
by Marc Hallin & Davide La Vecchia - Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives (RePEc:eca:wpaper:2013/177105)
by Delphine Cassart & Marc Hallin & Davy Paindaveine - Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks (RePEc:eca:wpaper:2013/177444)
by Matteo Barigozzi & Marc Hallin - Monge-Kantorovich Depth, Quantiles, Ranks and Signs (RePEc:eca:wpaper:2013/190592)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting (RePEc:eca:wpaper:2013/200436)
by Matteo Barigozzi & Marc Hallin - Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (RePEc:eca:wpaper:2013/200650)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Quantile Spectral Analysis for Locally Stationary Time Series (RePEc:eca:wpaper:2013/206826)
by Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin - Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series (RePEc:eca:wpaper:2013/218748)
by Matteo Barigozzi & Marc Hallin - Elliptical Multiple Output Quantile Regression and Convex Optimization (RePEc:eca:wpaper:2013/221191)
by Marc Hallin & Miroslav Šiman - Multiple-Output Quantile Regression (RePEc:eca:wpaper:2013/224753)
by Marc Hallin & Miroslav Šiman - Market liquidity as dynamic factors (RePEc:eca:wpaper:2013/230740)
by Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas - On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities (RePEc:eca:wpaper:2013/240522)
by Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev - A Simple R-Estimation Method for Semiparametric Duration Models (RePEc:eca:wpaper:2013/243446)
by Marc Hallin & Davide La Vecchia - Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models (RePEc:eca:wpaper:2013/248676)
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi - Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients (RePEc:eca:wpaper:2013/249915)
by Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin - On Distribution and Quantile Functions, Ranks and Signs in R_d (RePEc:eca:wpaper:2013/258262)
by Marc Hallin - Optimal Dimension Reduction for High-dimensional and Functional Time Series (RePEc:eca:wpaper:2013/260201)
by Marc Hallin & Siegfried Hörmann & Marco Lippi - From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” (RePEc:eca:wpaper:2013/270860)
by Marc Hallin - Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions (RePEc:eca:wpaper:2013/271399)
by Eustasio Del Barrio & Juan Cuesta Albertos & Marc Hallin & Carlos Matran - Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals (RePEc:eca:wpaper:2013/278905)
by Matteo Barigozzi & Marc Hallin - Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression (RePEc:eca:wpaper:2013/279634)
by Abdelhadi Akharif & Mohamed Fihri & Marc Hallin & Amal Mellouk - Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness (RePEc:eca:wpaper:2013/283963)
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi - Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach (RePEc:eca:wpaper:2013/288066)
by Marc Hallin & Luis K. Hotta & João H. G Mazzeu & Carlos Cesar Trucios-Maza & Pedro L. Valls Pereira & Mauricio Zevallos - High-Dimensional Functional Factor Models (RePEc:eca:wpaper:2013/288340)
by Marc Hallin & Gilles Nisol & Shahin Tavakoli - Center-Outward R-Estimation for Semiparametric VARMA Models (RePEc:eca:wpaper:2013/294809)
by Marc Hallin & Davide La Vecchia & H Liu - Optimal tests for elliptical symmetry: specified and unspecified location (RePEc:eca:wpaper:2013/295909)
by Sladana Babic & Laetitia Gelbgras & Marc Hallin & Christophe Ley - Center-Outward Quantiles And The Measurement Of Multivariate Risk (RePEc:eca:wpaper:2013/297778)
by Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin - On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting (RePEc:eca:wpaper:2013/298201)
by Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin - A Note on the Regularity of Center-Outward Distribution and Quantile Functions (RePEc:eca:wpaper:2013/299088)
by Eustasio Del Barrio & Alberto Gonzalez-Sanz & Marc Hallin - Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance (RePEc:eca:wpaper:2013/303372)
by Marc Hallin & Gilles Mordant & Johan Segers - Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs (RePEc:eca:wpaper:2013/309233)
by Hongjian Shi & Marc Hallin & Mathias Drton & Fang Han - Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova (RePEc:eca:wpaper:2013/310014)
by Marc Hallin & Daniel Hlubinka & Sarka Hudecova - Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach (RePEc:eca:wpaper:2013/314257)
by Marc Hallin & Davide La Vecchia & Hang Liu - Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach (RePEc:eca:wpaper:2013/315983)
by Marc Hallin & Carlos Trucíos - Measure Transportation and Statistical Decision Theory (RePEc:eca:wpaper:2013/318373)
by Marc Hallin - Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA (RePEc:eca:wpaper:2013/327641)
by Marc Hallin & Daniel Hlubinka & Sarka Hudecova - Inferential Theory for Generalized Dynamic Factor Models (RePEc:eca:wpaper:2013/331192)
by Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni - Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence (RePEc:eca:wpaper:2013/334590)
by Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han - On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests (RePEc:eca:wpaper:2013/335403)
by Marc Hallin & Gilles Mordant - The Integrated Copula Spectrum (RePEc:eca:wpaper:2013/335426)
by Yuichi Goto & Tobias Kley & Ria Van Hecke & Stanislav Volgushev & Holger Dette & Marc Hallin - Nonparametric Multiple-Output Center-Outward Quantile Regression (RePEc:eca:wpaper:2013/342212)
by Eustasio del Barrio & Alberto González-Sanz & Marc Hallin - Nonparametric Measure-transportation-based Methods for Directional Data (RePEc:eca:wpaper:2013/344268)
by Marc Hallin & H Lui & Thomas Verdebout - Center-outward Rank- and Sign-based VARMA Portmanteau Tests (RePEc:eca:wpaper:2013/349259)
by Marc Hallin & Hang Liu - Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series (RePEc:eca:wpaper:2013/350249)
by Marc Hallin - Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach (RePEc:eca:wpaper:2013/351587)
by Marc Hallin & Gilles Mordant - Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics (RePEc:eca:wpaper:2013/355918)
by Hongjian Shi & Mathias Drton & Marc Hallin & Fang Han - On Bounded Completeness and The L1-Densensess of Likelihood Ratios (RePEc:eca:wpaper:2013/357401)
by Marc Hallin & Bas Werker & Bo Zhou - Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability (RePEc:eca:wpaper:2013/358740)
by Alberto González-Sanz & Marc Hallin & Bodhisattva Sen - Unknown item RePEc:eca:wpaper:2013/363935 (paper)
- Unknown item RePEc:eca:wpaper:2013/363937 (paper)
- Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours (RePEc:eca:wpaper:2013/364357)
by Marc Hallin & Dimitri Konen - Dynamic Factor Models: a Genealogy (RePEc:eca:wpaper:2013/364359)
by Matteo Barigozzi & Marc Hallin - Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models (RePEc:eca:wpaper:2013/368952)
by Marc Hallin & Simos Meintanis & Klaus Nordhausen - The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series (RePEc:eca:wpaper:2013/377116)
by Matteo Barigozzi & Marc Hallin - Rank‐based Optimal Tests for Random Effects in Panel Data (RePEc:eca:wpaper:2013/57643)
by Nezar Bennala & Marc Hallin & Davy Paindaveine - Asymptotic Power of Sphericity Tests for High-Dimensional Data (RePEc:eca:wpaper:2013/94952)
by Alexei Onatski & Marcelo Moreira J. & Marc Hallin - One-Sided Representations of Generalized Dynamic Factor Models (RePEc:eca:wpaper:2013/94959)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - The generalized dynamic factor model consistency and rates (RePEc:eee:econom:v:119:y:2004:i:2:p:231-255)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (RePEc:eee:econom:v:130:y:2006:i:1:p:123-142)
by Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc - Dynamic factors in the presence of blocks (RePEc:eee:econom:v:163:y:2011:i:1:p:29-41)
by Hallin, Marc & Liska, Roman - Market liquidity as dynamic factors (RePEc:eee:econom:v:163:y:2011:i:1:p:42-50)
by Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David - A class of simple distribution-free rank-based unit root tests (RePEc:eee:econom:v:163:y:2011:i:2:p:200-214)
by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M. - Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels (RePEc:eee:econom:v:170:y:2012:i:1:p:50-67)
by Bennala, Nezar & Hallin, Marc & Paindaveine, Davy - One-step R-estimation in linear models with stable errors (RePEc:eee:econom:v:172:y:2013:i:2:p:195-204)
by Hallin, Marc & Swan, Yvik & Verdebout, Thomas & Veredas, David - Dynamic factor models with infinite-dimensional factor spaces: One-sided representations (RePEc:eee:econom:v:185:y:2015:i:2:p:359-371)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo - Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank (RePEc:eee:econom:v:190:y:2016:i:1:p:46-61)
by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M. - R-estimation in semiparametric dynamic location-scale models (RePEc:eee:econom:v:196:y:2017:i:2:p:233-247)
by Hallin, Marc & La Vecchia, Davide - Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis (RePEc:eee:econom:v:199:y:2017:i:1:p:74-92)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo - Generalized dynamic factor models and volatilities: estimation and forecasting (RePEc:eee:econom:v:201:y:2017:i:2:p:307-321)
by Barigozzi, Matteo & Hallin, Marc - Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals (RePEc:eee:econom:v:216:y:2020:i:1:p:4-34)
by Barigozzi, Matteo & Hallin, Marc - A Simple R-estimation method for semiparametric duration models (RePEc:eee:econom:v:218:y:2020:i:2:p:736-749)
by Hallin, Marc & La Vecchia, Davide - Time-varying general dynamic factor models and the measurement of financial connectedness (RePEc:eee:econom:v:222:y:2021:i:1:p:324-343)
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer - Inferential theory for generalized dynamic factor models (RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593)
by Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo - Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach (RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15)
by Hallin, Marc & Trucíos, Carlos - Center-outward quantiles and the measurement of multivariate risk (RePEc:eee:insuma:v:95:y:2020:i:c:p:79-100)
by Beirlant, J. & Buitendag, S. & del Barrio, E. & Hallin, M. & Kamper, F. - Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting (RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534)
by Trucíos, Carlos & Mazzeu, João H.G. & Hotta, Luiz K. & Valls Pereira, Pedro L. & Hallin, Marc - Optimal tests for homogeneity of covariance, scale, and shape (RePEc:eee:jmvana:v:100:y:2009:i:3:p:422-444)
by Hallin, Marc & Paindaveine, Davy - A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (RePEc:eee:jmvana:v:180:y:2020:i:c:s0047259x20302529)
by del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc - Asymptotically most powerful rank tests for multivariate randomness against serial dependence (RePEc:eee:jmvana:v:30:y:1989:i:1:p:34-71)
by Hallin, Marc & Ingenbleek, Jean-Francois & Puri, Madan L. - Time series analysis via rank order theory: Signed-rank tests for ARMA models (RePEc:eee:jmvana:v:39:y:1991:i:1:p:1-29)
by Hallin, Marc & Puri, Madan L. - Aligned Rank Tests for Linear Models with Autocorrelated Error Terms (RePEc:eee:jmvana:v:50:y:1994:i:2:p:175-237)
by Hallin, M. & Puri, M. L. - Mixed autoregressive-moving average multivariate processes with time-dependent coefficients (RePEc:eee:jmvana:v:8:y:1978:i:4:p:567-572)
by Hallin, Marc - Kernel density estimation for spatial processes: the L1 theory (RePEc:eee:jmvana:v:88:y:2004:i:1:p:61-75)
by Hallin, Marc & Lu, Zudi & Tran, Lanh T. - Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (RePEc:eee:jmvana:v:93:y:2005:i:1:p:122-163)
by Hallin, Marc & Paindaveine, Davy - Do financial variables help forecasting inflation and real activity in the euro area? (RePEc:eee:moneco:v:50:y:2003:i:6:p:1243-1255)
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia - Factor models in high-dimensional time series—A time-domain approach (RePEc:eee:spapps:v:123:y:2013:i:7:p:2678-2695)
by Hallin, Marc & Lippi, Marco - Nonstationary Yule-Walker equations (RePEc:eee:stapro:v:1:y:1983:i:4:p:189-195)
by Hallin, Marc & Ingenbleek, Jean-François - Elliptical multiple-output quantile regression and convex optimization (RePEc:eee:stapro:v:109:y:2016:i:c:p:232-237)
by Hallin, Marc & Šiman, Miroslav - Characterization of error distributions in time-series regression models (RePEc:eee:stapro:v:38:y:1998:i:4:p:335-345)
by Hallin, M. & Jurecková, J. & Milhaud, X. - L1-estimation in linear models with heterogeneous white noise (RePEc:eee:stapro:v:45:y:1999:i:4:p:305-315)
by Bantli, Faouzi El & Hallin, Marc - Rank-based partial autocorrelations are not asymptotically distribution-free (RePEc:eee:stapro:v:47:y:2000:i:3:p:219-227)
by Garel, Bernard & Hallin, Marc - Generalized dynamic factor models and volatilities: recovering the market volatility shocks (RePEc:ehl:lserod:60980)
by Barigozzi, Matteo & Hallin, Mark - Generalized dynamic factor models and volatilities estimation and forecasting (RePEc:ehl:lserod:67455)
by Barigozzi, Matteo & Hallin, Marc - A network analysis of the volatility of high-dimensionalfinancial series (RePEc:ehl:lserod:67456)
by Barigozzi, Matteo & Hallin, Marc - Identification of global and local shocks in international financial markets via general dynamic factor models (RePEc:ehl:lserod:86932)
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano - One-Sided Representations of Generalized Dynamic Factor Models (RePEc:eie:wpaper:1106)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis (RePEc:eie:wpaper:1607)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - Dynamic Factors in the Presence of Block Structure (RePEc:eui:euiwps:eco2008/22)
by Marc Hallin & Roman Liska - Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach (RePEc:fgv:eesptd:505)
by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hallin, Marc & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Zevallos, Mauricio - Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting (RePEc:fgv:eesptd:521)
by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Hallin, Marc - Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications (RePEc:fth:ulbeme:9104)
by Dufour, J-M. & Hallin, M. - Aligned Rank tests for Linear Models with Autocorrelated Error Terms (RePEc:fth:ulbeme:9202)
by Hallin, M. & Puri, L.M. - Rank Tests for Time Series Analysis , A Survey (RePEc:fth:ulbeme:9210)
by Hallin, M. & Puri, M.L. - Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend (RePEc:fth:ulbeme:9213)
by Garel, B. & Hallin, M. - Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series (RePEc:gam:jecnmx:v:10:y:2022:i:4:p:37-:d:1002210)
by Marc Hallin - A class of simple distribution-free rank-based unit root tests (RePEc:hal:journl:hal-00834424)
by Marc Hallin & Ramon van den Akker & Bas J.M. Werker - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs (RePEc:hal:journl:hal-03391975)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs (RePEc:hal:spmain:hal-03391975)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs (RePEc:hal:spmain:hal-03460056)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs (RePEc:hal:wpaper:hal-03460056)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Monge-Kantorovich depth, quantiles, ranks and signs (RePEc:ifs:cemmap:04/15)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Monge-Kantorovich depth, quantiles, ranks and signs (RePEc:ifs:cemmap:57/15)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis (RePEc:mod:recent:115)
by Pietro Dallari & Antonio Ribba - Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (RePEc:mtl:montde:2005-05)
by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc - Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un (RePEc:mtl:montde:8652)
by Dufour, J.M. & Hallin, M. - Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications (RePEc:mtl:montde:8915)
by Dufour, J.M. & Hallin, M. - On a Conjecture of Edelman on Nonparametric T-Tests (RePEc:mtl:montde:8917)
by Dufour, J.M. & Hallin, M. - Simple Exact Bounds for Distributions of Linear Signed Rank Statistics (RePEc:mtl:montde:9003)
by Dufour, J.M. & Hallin, M. - An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient (RePEc:mtl:montde:9115)
by Dufour, J.M. & Hallin, M. - Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications (RePEc:mtl:montde:9224)
by Dufour, J.M. & Hallin, M. - Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (RePEc:mtl:montec:05-2005)
by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc - Improved Berry-Esseen-Chebyshev Bounds With Statistical Applications (RePEc:mtl:montec:8915)
by Dufour, J-M. & Hallin, M. - On A Conjecture Of Edelman On Nonparametric T-Tests (RePEc:mtl:montec:8917)
by Dufour, J-M. & Hallin, M. - Simple Exact Bounds For Distributions Of Linear Signed Rank Statistics (RePEc:mtl:montec:9003)
by Dufour, J-M. & Hallin, M. - An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient (RePEc:mtl:montec:9115)
by Dufour, J.-M. & Hallin, M. - Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications (RePEc:mtl:montec:9224)
by Dufour, J.M. & Hallin, M. - Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models (RePEc:oup:jfinec:v:17:y:2019:i:3:p:462-494.)
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi - One-Sided Representations of Generalized Dynamic Factor Models (RePEc:sas:wpaper:20115)
by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (RePEc:sce:scecf3:143)
by Forni M. & Hallin M. - Unknown item RePEc:spo:wpmain:info:hdl:2441/3qnaslliat80pbqa8t90240unj (paper)
- Unknown item RePEc:spo:wpmain:info:hdl:2441/64itsev5509q8aa5mrbhi0g0b6 (paper)
- Local asymptotic normality of multivariate ARMA processes with a linear trend (RePEc:spr:aistmt:v:47:y:1995:i:3:p:551-579)
by Bernard Garel & Marc Hallin - Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (RePEc:spr:aistmt:v:48:y:1996:i:3:p:429-449)
by Marc Hallin & Lanh Tran - A Berry-Esséen Theorem for Serial Rank Statistics (RePEc:spr:aistmt:v:49:y:1997:i:4:p:777-799)
by Marc Hallin & Khalid Rifi - From Mahalanobis to Bregman via Monge and Kantorovich (RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0163-4)
by Marc Hallin - Adaptive Estimation of the Lag of a Long–memory Process (RePEc:spr:sistpr:v:1:y:1998:i:2:p:111-129)
by Marc Hallin & Abdeslam Serroukh - Foreword from the Editors (RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-017-9167-3)
by Marc Hallin & Yury Kutoyants - Optimal dimension reduction for high-dimensional and functional time series (RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1)
by Marc Hallin & Siegfried Hörmann & Marco Lippi - Foreword from the editors… (RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9185-9)
by Marc Hallin & Yury Kutoyants - The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting (RePEc:ssa:lemwps:2003/13)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - Testing for Common Principal Components under Heterokurticity (RePEc:taf:gnstxx:v:22:y:2010:i:7:p:879-895)
by Marc Hallin & Davy Paindaveine & Thomas Verdebout - Rank-based testing in linear models with stable errors (RePEc:taf:gnstxx:v:23:y:2011:i:2:p:305-320)
by Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas - Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (RePEc:taf:gnstxx:v:32:y:2020:i:2:p:367-402)
by Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin - Efficient R-Estimation of Principal and Common Principal Components (RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1071-1083)
by Marc Hallin & Davy Paindaveine & Thomas Verdebout - R -Estimation for Asymmetric Independent Component Analysis (RePEc:taf:jnlasa:v:110:y:2015:i:509:p:218-232)
by Marc Hallin & Chintan Mehta - Center-Outward R-Estimation for Semiparametric VARMA Models (RePEc:taf:jnlasa:v:117:y:2022:i:538:p:925-938)
by M. Hallin & D. La Vecchia & H. Liu - Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA (RePEc:taf:jnlasa:v:118:y:2023:i:543:p:1923-1939)
by Marc Hallin & Daniel Hlubinka & Šárka Hudecová - Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (RePEc:taf:jnlbes:v:41:y:2022:i:1:p:40-52)
by Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos - A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) (RePEc:tiu:tiucen:004c9726-ec6a-4884-8238-d31defda1153)
by Hallin, M. & van den Akker, R. & Werker, B.J.M. - Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models (RePEc:tiu:tiucen:05757b2b-ad74-4583-b012-b417132f7675)
by Hallin, M. & Vermandele, C. & Werker, B.J.M. - Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality (RePEc:tiu:tiucen:620d09ba-f476-426d-b236-3145adaecc08)
by Hallin, M. & Vermandele, C. & Werker, B.J.M. - Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models (RePEc:tiu:tiucen:bc68a2f2-3ca3-443c-b3ac-f8ef56841037)
by Hallin, M. & van den Akker, R. & Werker, B.J.M. - Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models (RePEc:tiu:tiucen:d1b040c9-db57-4e55-846f-44e7cc614771)
by Hallin, M. & Werker, B.J.M. & van den Akker, R. - A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) (RePEc:tiu:tiutis:004c9726-ec6a-4884-8238-d31defda1153)
by Hallin, M. & van den Akker, R. & Werker, B.J.M. - Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models (RePEc:tiu:tiutis:05757b2b-ad74-4583-b012-b417132f7675)
by Hallin, M. & Vermandele, C. & Werker, B.J.M. - Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality (RePEc:tiu:tiutis:343e49a2-4527-4c03-b247-958d4adda80f)
by Hallin, M. & Vermandele, C. & Werker, B.J.M. - Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality (RePEc:tiu:tiutis:620d09ba-f476-426d-b236-3145adaecc08)
by Hallin, M. & Vermandele, C. & Werker, B.J.M. - Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models (RePEc:tiu:tiutis:bc68a2f2-3ca3-443c-b3ac-f8ef56841037)
by Hallin, M. & van den Akker, R. & Werker, B.J.M. - Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models (RePEc:tiu:tiutis:d1b040c9-db57-4e55-846f-44e7cc614771)
by Hallin, M. & Werker, B.J.M. & van den Akker, R. - Semiparametric efficiency, distribution-freeness and invariance (RePEc:tiu:tiutis:fe20db00-786a-4261-9999-62cb372917d1)
by Hallin, M. & Werker, B.J.M. - The Generalized Dynamic-Factor Model: Identification And Estimation (RePEc:tpr:restat:v:82:y:2000:i:4:p:540-554)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - The generalised dynamic factor model: one sided estimation and forecasting (RePEc:ulb:ulbeco:2013/10129)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - The generalised dynamic factor model: consistency and rates (RePEc:ulb:ulbeco:2013/10133)
by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin - Coincident and leading indicators for the Euro area (RePEc:ulb:ulbeco:2013/10137)
by Lucrezia Reichlin & Mario Forni & Marc Hallin & Marco Lippi - The generalised dynamic factor model: identification and estimation (RePEc:ulb:ulbeco:2013/10143)
by Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi - Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (RePEc:ulb:ulbeco:2013/127942)
by Marc Hallin & Jana Jureckova & Jan Picek & Toufik Zahaf - Testing non-correlation and non-causality between multivariate arma time series (RePEc:ulb:ulbeco:2013/127945)
by Marc Hallin & Abdessamad Saidi - Subjectively mixed strategies - The public event case (RePEc:ulb:ulbeco:2013/127946)
by Marc Hallin - Non-parametric tests in ar models with applications to climatic data (RePEc:ulb:ulbeco:2013/127949)
by Marc Hallin & Toufik Zahaf & Jana Jureckova & Jaroslava Kalvova & Jan Picek - Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence (RePEc:ulb:ulbeco:2013/127951)
by Marc Hallin & Madan Lal Puri - Projection de Hájek et polynômes de Bernstein (RePEc:ulb:ulbeco:2013/127954)
by Marc Hallin & Amal Mellouk & Khalid Rifi - Efficient detection of random coefficients in autoregressive models (RePEc:ulb:ulbeco:2013/127956)
by Abdelhadi Akharif & Marc Hallin - When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions (RePEc:ulb:ulbeco:2013/127957)
by Munsup Seoh & Marc Hallin - Characterization of error distributions in time-series regression models (RePEc:ulb:ulbeco:2013/127959)
by Marc Hallin & Jana Jureckova & Xavier Milhaud - Estimation in autoregressive models based on autoregression rank scores (RePEc:ulb:ulbeco:2013/127961)
by Faouzi El Bantli & Marc Hallin - Unknown item RePEc:ulb:ulbeco:2013/127962 (paper)
- A Berry-Esséen theorem for serial rank statistics (RePEc:ulb:ulbeco:2013/127969)
by Marc Hallin & Khalid Rifi - Rank-based partial autocorrelations are not asymptotically distribution-free (RePEc:ulb:ulbeco:2013/127974)
by Bernard Garel & Marc Hallin - Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (RePEc:ulb:ulbeco:2013/127975)
by Marc Hallin & Lanh T. Tran - Rank-Based Autoregressive Order Identification (RePEc:ulb:ulbeco:2013/127976)
by Bernard Garel & Marc Hallin - Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth (RePEc:ulb:ulbeco:2013/127979)
by Marc Hallin & Davy Paindaveine & Miroslav Šiman - Optimal tests for non-correlation between multivariate time series (RePEc:ulb:ulbeco:2013/13406)
by Marc Hallin & Abdessamad Saidi - Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models (RePEc:ulb:ulbeco:2013/13408)
by Marc Hallin & Catherine Vermandele & Bas Werker - Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models (RePEc:ulb:ulbeco:2013/136191)
by Takayuki Shiohama & Marc Hallin & Masanobu Taniguchi - Rank-based testing in linear models with stable errors (RePEc:ulb:ulbeco:2013/136196)
by Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas - Contribution to "Discussion of the paper by Bruce and Martin" (RePEc:ulb:ulbeco:2013/13712)
by Marc Hallin & Guy Melard - Etude statistique des facteurs influençant un risque (RePEc:ulb:ulbeco:2013/1981)
by Marc Hallin - Subjectively mixed strategies: the public event case (RePEc:ulb:ulbeco:2013/1983)
by Marc Hallin - Méthodes statistiques de construction de tarifs (RePEc:ulb:ulbeco:2013/1985)
by Marc Hallin - Mixed autoregressive-moving average multivariate processes with time-dependent coefficients (RePEc:ulb:ulbeco:2013/1987)
by Marc Hallin - Band strategies: the random walk of reserves (RePEc:ulb:ulbeco:2013/1989)
by Marc Hallin - Invertibility and generalized invertibility of time-series models (RePEc:ulb:ulbeco:2013/1991)
by Marc Hallin - Addendum to Invertibility and generalized invertibility (RePEc:ulb:ulbeco:2013/1993)
by Marc Hallin - Etude statistique de la probabilité de sinistre en assurance automobile (RePEc:ulb:ulbeco:2013/1995)
by Marc Hallin & Jean-François Ingenbleek - The Swedish automobile portfolio in 1977: a statistical study (RePEc:ulb:ulbeco:2013/1997)
by Marc Hallin & Jean-François Ingenbleek - Nonstationary Yule-Walker equations (RePEc:ulb:ulbeco:2013/1999)
by Marc Hallin & Jean-François Ingenbleek - Spectral factorization of nonstationary moving average processes (RePEc:ulb:ulbeco:2013/2001)
by Marc Hallin - Linear serial rank tests for randomness against ARMA alternatives (RePEc:ulb:ulbeco:2013/2003)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem (RePEc:ulb:ulbeco:2013/2005)
by Marc Hallin - On fractional linear bounds for probability generating functions (RePEc:ulb:ulbeco:2013/2007)
by Marc Hallin & Claude Lefèvre & Prakash Narayan - Linear and quadratic serial rank tests for randomness against serial dependence (RePEc:ulb:ulbeco:2013/2009)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - Tests non paramétriques optimaux pour une autorégression d'ordre un (RePEc:ulb:ulbeco:2013/2011)
by Marc Hallin & Jean-Marie Dufour - Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models (RePEc:ulb:ulbeco:2013/2013)
by Marc Hallin & Madan Lal Puri - Rank-based tests for randomness against first-order serial dependence (RePEc:ulb:ulbeco:2013/2015)
by Marc Hallin & Guy Melard - On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series (RePEc:ulb:ulbeco:2013/2017)
by Marc Hallin & Claude Lefèvre & Madan Lal Puri - Asymptotically most powerful rank tests for multivariate randomness against serial dependence (RePEc:ulb:ulbeco:2013/2019)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - Distribution-free tests against serial dependence: signed or unsigned ranks? (RePEc:ulb:ulbeco:2013/2023)
by Marc Hallin & Annie Laforet & Guy Melard - An exponential bound for the permutational distribution of a first-order autocorrelation coefficient (RePEc:ulb:ulbeco:2013/2025)
by Marc Hallin & Jean-Marie Dufour - Nonuniform bounds for nonparametric t-tests (RePEc:ulb:ulbeco:2013/2027)
by Marc Hallin & Jean-Marie Dufour - Time series analysis via rank-order theory, signed-rank tests for ARMA models (RePEc:ulb:ulbeco:2013/2029)
by Marc Hallin & Madan Lal Puri - Rank tests for time-series analysis: a bibliographical survey (RePEc:ulb:ulbeco:2013/2031)
by Marc Hallin - Simple exact bounds for distributions of linear signed rank statistics (RePEc:ulb:ulbeco:2013/2033)
by Marc Hallin & Jean-Marie Dufour - Improved Berry-Esséen-Chebyshev bounds with statistical applications (RePEc:ulb:ulbeco:2013/2035)
by Marc Hallin & Jean-Marie Dufour - Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence (RePEc:ulb:ulbeco:2013/2037)
by Marc Hallin & Guy Melard & Xavier Milhaud - Optimal rank-based tests against first-order superdiagonal bilinear dependence (RePEc:ulb:ulbeco:2013/2039)
by Marc Hallin & Youssef Benghabrit - Some asymptotic results for a broad class of nonparametric statistics (RePEc:ulb:ulbeco:2013/2041)
by Marc Hallin & Madan Lal Puri - Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications (RePEc:ulb:ulbeco:2013/2043)
by Marc Hallin & Jean-Marie Dufour - Aligned rank tests for linear models with autocorrelated errors (RePEc:ulb:ulbeco:2013/2045)
by Marc Hallin & Madan Lal Puri - On the invertibility of periodic moving-average models (RePEc:ulb:ulbeco:2013/2047)
by Marc Hallin & Mohamed Bentarzi - On the Pitman nonadmissibility of correlogram-based time series methods (RePEc:ulb:ulbeco:2013/2049)
by Marc Hallin - Unknown item RePEc:ulb:ulbeco:2013/2051 (paper)
- Local asymptotic normality of multivariate ARMA processes with a linear trend (RePEc:ulb:ulbeco:2013/2053)
by Marc Hallin & Bernard Garel - Kernel density estimation for linear processes: asymptotic normality and bandwidth selection (RePEc:ulb:ulbeco:2013/2055)
by Marc Hallin & Lanh T. Tran - Rank-based tests for autoregressive against bilinear serial dependence (RePEc:ulb:ulbeco:2013/2057)
by Marc Hallin & Youssef Benghabrit - The asymptotic behavior of the characteristic function of simple serial rank statistics (RePEc:ulb:ulbeco:2013/2059)
by Marc Hallin & Khalid Rifi - Locally asymptotically optimal tests for autoregressive against bilinear serial dependence (RePEc:ulb:ulbeco:2013/2061)
by Marc Hallin & Youssef Benghabrit - Locally optimal tests against periodic autoregression: parametric and nonparametric approaches (RePEc:ulb:ulbeco:2013/2063)
by Mohamed Bentarzi & Marc Hallin - Kernel density estimation on random fields: the L1 theory (RePEc:ulb:ulbeco:2013/2065)
by Marc Hallin & Michel Carbon & Lanh T. Tran - When does Edgeworth beat Berry and Esséen? (RePEc:ulb:ulbeco:2013/2067)
by Marc Hallin & Munsup Seoh - Non-parametric tests in AR models with applications to climatic data (RePEc:ulb:ulbeco:2013/2069)
by Marc Hallin & Jana Jureckova & Jaroslava Kalvova & Jan Picek & Toufik Zahaf - A Berry-Esséen theorem for simple serial rank statistics (RePEc:ulb:ulbeco:2013/2071)
by Marc Hallin & Khalid Rifi - Spectral factorization of periodically correlated MA(1) processes (RePEc:ulb:ulbeco:2013/2073)
by Marc Hallin & Mohamed Bentarzi - Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence (RePEc:ulb:ulbeco:2013/2075)
by Marc Hallin & Youssef Benghabrit - Generalized run tests for heteroscedastic time series (RePEc:ulb:ulbeco:2013/2077)
by Marc Hallin & Jean-Marie Dufour & Ivan Mizera - Characterization of error distributions in time series regression models (RePEc:ulb:ulbeco:2013/2079)
by Marc Hallin & Jana Jureckova & Xavier Milhaud - Nonparametric tests of independence between two autoregressive series based on autoregression rank scores (RePEc:ulb:ulbeco:2013/2081)
by Marc Hallin & Jana Jureckova & Jan Picek & Toufik Zahaf - L1-estimation in linear models with heterogeneous white noise (RePEc:ulb:ulbeco:2013/2083)
by Marc Hallin & Faouzi El Bantli - Adaptive estimation of the lag of a long-memory process (RePEc:ulb:ulbeco:2013/2085)
by Marc Hallin & Abdeslam Serroukh - Rank-based AR order identification (RePEc:ulb:ulbeco:2013/2087)
by Marc Hallin & Bernard Garel - Optimal tests for autoregressive models based on autoregression rank scores (RePEc:ulb:ulbeco:2013/2089)
by Marc Hallin & Jana Jureckova - Local asymptotic normality for regression models with long-memory disturbance, with statistical applications (RePEc:ulb:ulbeco:2013/2091)
by Marc Hallin & Masanobu Taniguchi & Abdeslam Serroukh & Kokyo Choy - Kendall's tau for serial dependence (RePEc:ulb:ulbeco:2013/2093)
by Marc Hallin & Thomas S. Ferguson & Christian Genest - Rank-based partial correlograms are not asymptotically distribution-free (RePEc:ulb:ulbeco:2013/2095)
by Marc Hallin & Bernard Garel - Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (RePEc:ulb:ulbeco:2013/2097)
by Marc Hallin & Christophe Koell & Bas Werker - Sample heterogeneity and the asymptotics of M-estimators (RePEc:ulb:ulbeco:2013/2103)
by Marc Hallin & Ivan Mizera - Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions (RePEc:ulb:ulbeco:2013/2105)
by Marc Hallin & Faouzi El Bantli - Density estimation for spatial linear processes (RePEc:ulb:ulbeco:2013/2109)
by Marc Hallin & Zudi Lu & Lanh T. Tran - Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles (RePEc:ulb:ulbeco:2013/2113)
by Marc Hallin & Faouzi El Bantli - Semiparametric efficiency, distribution-freeness, and invariance (RePEc:ulb:ulbeco:2013/2119)
by Marc Hallin & Bas Werker - Efficient detection of random coefficients in AR(p) models (RePEc:ulb:ulbeco:2013/2121)
by Marc Hallin & Abdelhadi Akharif - Do financial variables help forecasting inflation and real activity in the Euro area ? (RePEc:ulb:ulbeco:2013/2123)
by Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin - Kernel density estimation for spatial processes: the L1 theory (RePEc:ulb:ulbeco:2013/2127)
by Marc Hallin & Zudi Lu & Lanh T. Tran - Unknown item RePEc:ulb:ulbeco:2013/2129 (paper)
- Local linear spatial regression (RePEc:ulb:ulbeco:2013/2131)
by Marc Hallin & Zudi Lu & Lanh T. Tran - Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (RePEc:ulb:ulbeco:2013/2143)
by Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour - Moving average models for time-dependent autocovariance functions (RePEc:ulb:ulbeco:2013/2147)
by Marc Hallin - The theoretical model-building problem for nonstationary moving average processes (RePEc:ulb:ulbeco:2013/2149)
by Marc Hallin - Asymptotic influence of initial values on parametric and rank-based measures of residual autocorrelation: proceedings of the colloque de mathématiques appliquées, April 1993, Oujda (RePEc:ulb:ulbeco:2013/2151)
by Marc Hallin - Order selection, stochastic complexity and Kullback-Leibler information (RePEc:ulb:ulbeco:2013/2153)
by Marc Hallin & Abdelaziz El Matouat - A simple proof of asymptotic normality for simple serial rank statistics (RePEc:ulb:ulbeco:2013/2155)
by Marc Hallin & Catherine Vermandele - Is 131,000 a large sample size? a numerical study of Edgeworth expansions (RePEc:ulb:ulbeco:2013/2157)
by Marc Hallin & Munsup Seoh - The efficiency of some nonparametric competitors to correlogram-based methods (RePEc:ulb:ulbeco:2013/2159)
by Marc Hallin & Olivier Tribel - Kolmogorov-Smirnov tests for AR models based on autoregression rank scores (RePEc:ulb:ulbeco:2013/2161)
by Marc Hallin & Faouzi El Bantli - Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un (RePEc:ulb:ulbeco:2013/2165)
by Marc Hallin & Jean-François Ingenbleek - Linear serial rank tests for randomness against ARMA alternatives (RePEc:ulb:ulbeco:2013/2167)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - Tests de rangs linéaires pour une hypothèse de bruit blanc (RePEc:ulb:ulbeco:2013/2169)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - From premium calculation to premium rating (RePEc:ulb:ulbeco:2013/2171)
by Marc Hallin - Tests de rangs quadratiques pour une hypothèse de bruit blanc (RePEc:ulb:ulbeco:2013/2173)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants (RePEc:ulb:ulbeco:2013/2175)
by Marc Hallin - 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 (RePEc:ulb:ulbeco:2013/2177)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - 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 (RePEc:ulb:ulbeco:2013/2179)
by Marc Hallin & Jean-François Ingenbleek - Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié (RePEc:ulb:ulbeco:2013/2183)
by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri - Fractions continuées matricielles et matrices-bandes définies positives infinies (RePEc:ulb:ulbeco:2013/2185)
by Marc Hallin - On locally asymptotically maximin tests for ARMA processes (RePEc:ulb:ulbeco:2013/2187)
by Marc Hallin & Madan Lal Puri - Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence (RePEc:ulb:ulbeco:2013/2189)
by Marc Hallin & Madan Lal Puri - Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA (RePEc:ulb:ulbeco:2013/2191)
by Marc Hallin & Madan Lal Puri - 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 (RePEc:ulb:ulbeco:2013/2193)
by Marc Hallin - La recherche opérationnelle par l'exemple II: théorie des graphes (RePEc:ulb:ulbeco:2013/2195)
by Marc Hallin & Jean-Jacques Droesbeke & Claude Lefèvre - La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire (RePEc:ulb:ulbeco:2013/2197)
by Marc Hallin & Jean-Jacques Droesbeke & Claude Lefèvre - Nonstationary first-order moving average processes: the model-building problem (RePEc:ulb:ulbeco:2013/2199)
by Marc Hallin - The model-building problem for nonstationary multivariate autoregressive processes (RePEc:ulb:ulbeco:2013/2201)
by Marc Hallin & Jean-François Ingenbleek - Nonstationary second-order moving average processes (RePEc:ulb:ulbeco:2013/2203)
by Marc Hallin - Nonstationary second-order moving average processes II: model-building and invertibility (RePEc:ulb:ulbeco:2013/2205)
by Marc Hallin - A Chernoff-Savage result for serial signed rank statistics (RePEc:ulb:ulbeco:2013/2207)
by Marc Hallin & Jelloul Allal - Tests sans biais, tests de permutation, tests invariants, tests de rangs (RePEc:ulb:ulbeco:2013/2209)
by Marc Hallin - Eléments de la théorie asymptotique des expériences statistiques (RePEc:ulb:ulbeco:2013/2211)
by Marc Hallin - Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek (RePEc:ulb:ulbeco:2013/2213)
by Marc Hallin & Philippe Barbe - Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs (RePEc:ulb:ulbeco:2013/2215)
by Marc Hallin - Unimodality and the asymptotics of M-estimators (RePEc:ulb:ulbeco:2013/2217)
by Marc Hallin & Ivan Mizera - Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests (RePEc:ulb:ulbeco:2013/2219)
by Marc Hallin & Bas Werker - Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests (RePEc:ulb:ulbeco:2013/2221)
by Marc Hallin & Bas Werker - Rank tests (RePEc:ulb:ulbeco:2013/2223)
by Marc Hallin - 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 (RePEc:ulb:ulbeco:2013/2225)
by Marc Hallin - Rank tests for time-series analysis: a survey (RePEc:ulb:ulbeco:2013/2229)
by Marc Hallin & Madan Lal Puri - Modèles non stationnaires-Séries univariées et multivariées (RePEc:ulb:ulbeco:2013/2231)
by Marc Hallin - Locally asymptotically optimal tests for randomness (RePEc:ulb:ulbeco:2013/2233)
by Marc Hallin & Madan Lal Puri - Optimal detection of periodicities in vector autoregressive models (RePEc:ulb:ulbeco:2013/2235)
by Marc Hallin & Soumia Lotfi - Jeux à information incomplète (RePEc:ulb:ulbeco:2013/2243)
by Marc Hallin - Jeux de survie économique et théorie moderne du risque (RePEc:ulb:ulbeco:2013/2245)
by Marc Hallin - Stratégies subjectivement mixtes (RePEc:ulb:ulbeco:2013/2247)
by Marc Hallin - Caractérisation des échelles de production optimales en avenir déterministe (RePEc:ulb:ulbeco:2013/2249)
by Marc Hallin & K. De Vries & J. Lemaire - Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète (RePEc:ulb:ulbeco:2013/2253)
by Marc Hallin - 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 (RePEc:ulb:ulbeco:2013/2257)
by Marc Hallin - 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 (RePEc:ulb:ulbeco:2013/2259)
by Marc Hallin - Une propriété des opérateurs moyenne-mobile: mélanges offerts au Professeur P.P. Gillis à l'occasion de son 70e anniversaire (RePEc:ulb:ulbeco:2013/2261)
by Marc Hallin - Modèles non stationnaires-Séries univariées et multivariées (RePEc:ulb:ulbeco:2013/2263)
by Marc Hallin - Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple (RePEc:ulb:ulbeco:2013/2265)
by Marc Hallin & Khalid Rifi - Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality (RePEc:ulb:ulbeco:2013/5422)
by Marc Hallin & Catherine Vermandele & Bas Werker - Discussion of Quantile autoregression, by Koenker and Xiao (RePEc:ulb:ulbeco:2013/5428)
by Marc Hallin & Bas Werker - Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks (RePEc:ulb:ulbeco:2013/6996)
by Marc Hallin - Generalized dynamic factor models and volatilities: recovering the market volatility shocks (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60)
by Matteo Barigozzi & Marc Hallin - A Berry-Ess\'een Theorem for Serial Rank Statistics (RePEc:zbw:sfb373:199530)
by Hallin, M. & Rifi, K.