Marc Hallin

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Identifer

Contact

Affiliations

• Université Libre de Bruxelles / Solvay Brussels School of Economics and Management / European Centre for Advanced Research in Economics and Statistics (ECARES)
  • EDIRC entry
  • location:

Research profile

author of:

• Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un
  Annals of Economics and Statistics, GENES (1987)
  by Jean-Marie Dufour & Marc Hallin
  (ReDIF-article, adr:anecst:y:1987:i:6-7:p:411-434)
• Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
  LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2019)
  by Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R.
  (ReDIF-paper, aiz:louvad:2019024)
• Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
  LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2020)
  by Hallin, Marc & Mordant, Gilles & Segers, Johan
  (ReDIF-paper, aiz:louvad:2020006)
• Time-varying general dynamic factor models and the measurement of financial connectedness
  LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2020)
  by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer
  (ReDIF-paper, aiz:louvar:2020015)
• Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
  LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2021)
  by Hallin, Marc & Mordant, Gilles & Segers, Johan
  (ReDIF-paper, aiz:louvar:2021005)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  Papers, arXiv.org (2014)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, arx:papers:1412.8434)
• Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
  Papers, arXiv.org (2015)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, arx:papers:1510.05118)
• Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals
  Papers, arXiv.org (2018)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, arx:papers:1811.10045)
• Dynamic Factor Models: a Genealogy
  Papers, arXiv.org (2023)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, arx:papers:2310.17278)
• The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series
  Papers, arXiv.org (2024)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, arx:papers:2407.10653)
• Monge-Kantorovich depth, quantiles, ranks and signs
  CeMMAP working papers, Institute for Fiscal Studies (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, azt:cemmap:04/15)
• Monge-Kantorovich depth, quantiles, ranks and signs
  CeMMAP working papers, Institute for Fiscal Studies (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, azt:cemmap:57/15)
• The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
  Journal of the American Statistical Association, American Statistical Association (2005)
  by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  (ReDIF-article, bes:jnlasa:v:100:y:2005:p:830-840)
• Comment
  Journal of the American Statistical Association, American Statistical Association (2006)
  by Hallin, Marc & Werker, Bas J.M.
  (ReDIF-article, bes:jnlasa:v:101:y:2006:p:996-998)
• Determining the Number of Factors in the General Dynamic Factor Model
  Journal of the American Statistical Association, American Statistical Association (2007)
  by Hallin, Marc & Liska, Roman
  (ReDIF-article, bes:jnlasa:v:102:y:2007:m:june:p:603-617)
• Optimal Tests of Noncorrelation Between Multivariate Time Series
  Journal of the American Statistical Association, American Statistical Association (2007)
  by Hallin, Marc & Saidi, Abdessamad
  (ReDIF-article, bes:jnlasa:v:102:y:2007:m:september:p:938-951)
• Editors’ Note
  International Statistical Review, International Statistical Institute (2012)
  by Marc Hallin & Vijay Nair
  (ReDIF-article, bla:istatr:v:80:y:2012:i:1:p:1-1)
• Editors’ Note
  International Statistical Review, International Statistical Institute (2013)
  by Marc Hallin & Vijay Nair
  (ReDIF-article, bla:istatr:v:81:y:2013:i:1:p:1-1)
• New Book Review Editor for the International Statistical Review
  International Statistical Review, International Statistical Institute (2013)
  by Marc Hallin & Vijay Nair
  (ReDIF-article, bla:istatr:v:81:y:2013:i:3:p:337-337)
• Semiparametrically efficient inference based on signs and ranks for median‐restricted models
  Journal of the Royal Statistical Society Series B, Royal Statistical Society (2008)
  by Marc Hallin & Catherine Vermandele & Bas J. M. Werker
  (ReDIF-article, bla:jorssb:v:70:y:2008:i:2:p:389-412)
• Dynamic functional principal components
  Journal of the Royal Statistical Society Series B, Royal Statistical Society (2015)
  by Siegfried Hörmann & Łukasz Kidziński & Marc Hallin
  (ReDIF-article, bla:jorssb:v:77:y:2015:i:2:p:319-348)
• Quantile spectral analysis for locally stationary time series
  Journal of the Royal Statistical Society Series B, Royal Statistical Society (2017)
  by Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin
  (ReDIF-article, bla:jorssb:v:79:y:2017:i:5:p:1619-1643)
• A network analysis of the volatility of high dimensional financial series
  Journal of the Royal Statistical Society Series C, Royal Statistical Society (2017)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-article, bla:jorssc:v:66:y:2017:i:3:p:581-605)
• On The Invertibility Of Periodic Moving‐Average Models
  Journal of Time Series Analysis, Wiley Blackwell (1994)
  by Mohamed Bentarzi & Marc Hallin
  (ReDIF-article, bla:jtsera:v:15:y:1994:i:3:p:263-268)
• On The Pitman Non‐Admissibility Of Correlogram‐Based Methods
  Journal of Time Series Analysis, Wiley Blackwell (1994)
  by Marc Hallin
  (ReDIF-article, bla:jtsera:v:15:y:1994:i:6:p:607-611)
• Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
  Journal of Time Series Analysis, Wiley Blackwell (2005)
  by Marc Hallin & Abdessamad Saidi
  (ReDIF-article, bla:jtsera:v:26:y:2005:i:1:p:83-105)
• On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities
  Journal of Time Series Analysis, Wiley Blackwell (2018)
  by Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev
  (ReDIF-article, bla:jtsera:v:39:y:2018:i:3:p:242-250)
• Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi
  Journal of Time Series Analysis, Wiley Blackwell (2023)
  by Marc Hallin & Yoshihide Kakizawa & Hira Koul
  (ReDIF-article, bla:jtsera:v:44:y:2023:i:5-6:p:440-441)
• Factor models for high‐dimensional functional time series I: Representation results
  Journal of Time Series Analysis, Wiley Blackwell (2023)
  by Marc Hallin & Gilles Nisol & Shahin Tavakoli
  (ReDIF-article, bla:jtsera:v:44:y:2023:i:5-6:p:578-600)
• Factor models for high‐dimensional functional time series II: Estimation and forecasting
  Journal of Time Series Analysis, Wiley Blackwell (2023)
  by Shahin Tavakoli & Gilles Nisol & Marc Hallin
  (ReDIF-article, bla:jtsera:v:44:y:2023:i:5-6:p:601-621)
• Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence
  Journal of Time Series Analysis, Wiley Blackwell (1987)
  by Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri
  (ReDIF-article, bla:jtsera:v:8:y:1987:i:4:p:409-424)
• Parametric and semiparametric inference for shape: the role of the scale functional
  Statistics & Risk Modeling, De Gruyter (2006)
  by Hallin Marc & Paindaveine Davy
  (ReDIF-article, bpj:strimo:v:24:y:2006:i:3:p:24:n:2)
• Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
  CIRANO Working Papers, CIRANO (2005)
  by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin
  (ReDIF-paper, cir:cirwor:2005s-04)
• Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo
  (ReDIF-paper, cpr:ceprdp:10618)
• The Generalized Dynamic Factor Model: Identification and Estimation
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999)
  by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  (ReDIF-paper, cpr:ceprdp:2338)
• Reference Cycles: The NBER Methodology Revisited
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)
  by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario
  (ReDIF-paper, cpr:ceprdp:2400)
• EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio
  (ReDIF-paper, cpr:ceprdp:3108)
• Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
  by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario
  (ReDIF-paper, cpr:ceprdp:3146)
• The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
  by Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario
  (ReDIF-paper, cpr:ceprdp:3432)
• Étude Statistique de la Probabilité de Sinistre en Assurance Automobile
  ASTIN Bulletin, Cambridge University Press (1981)
  by Hallin, Marc & Ingenbleek, Jean-François
  (ReDIF-article, cup:astinb:v:12:y:1981:i:01:p:40-56_00)
• Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches
  Econometric Theory, Cambridge University Press (1996)
  by Bentarzi, Mohamed & Hallin, Marc
  (ReDIF-article, cup:etheor:v:12:y:1996:i:01:p:88-112_00)
• Nonuniform Bounds for Nonparametric t-Tests
  Econometric Theory, Cambridge University Press (1991)
  by Dufour, Jean-Marie & Hallin, Marc
  (ReDIF-article, cup:etheor:v:7:y:1991:i:02:p:253-263_00)
• Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications
  Econometric Theory, Cambridge University Press (1992)
  by Dufour, Jean-Marie & Hallin, Marc
  (ReDIF-article, cup:etheor:v:8:y:1992:i:02:p:223-240_01)
• Dynamic Factors in the Presence of Block Structure
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
  by Marc Hallin & Roman Liska
  (ReDIF-paper, eca:wpaper:2008_012)
• On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
  by Marc Hallin
  (ReDIF-paper, eca:wpaper:2008_039)
• Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
  by Marc Hallin & Davy Paindaveine & Miroslav Siman
  (ReDIF-paper, eca:wpaper:2008_042)
• A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009)
  by Marc Hallin & Ramon van den Akker & Bas Werker
  (ReDIF-paper, eca:wpaper:2009_001)
• Optimal rank-based testing for principal component
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009)
  by Marc Hallin & Davy Paindaveine & Thomas Verdebout
  (ReDIF-paper, eca:wpaper:2009_013)
• On the estimation of cross-information quantities in rank-based inference
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
  by Delphine Cassart & Marc Hallin & Davy Paindaveine
  (ReDIF-paper, eca:wpaper:2010_010)
• Optimal Rank-Based Tests for Common Principal Components
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
  by Marc Hallin & Davy Paindaveine & Thomas Verdebout
  (ReDIF-paper, eca:wpaper:2013/101786)
• Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
  by Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev
  (ReDIF-paper, eca:wpaper:2013/104763)
• Local Constant and Local Bilinear Multiple-Output Quantile Regression
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
  by Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman
  (ReDIF-paper, eca:wpaper:2013/106956)
• Signal Detection in High Dmension: The Multispiked Case
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
  by Alexei Onatski & Marcelo Moreira J. & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/130318)
• Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
  by Marc Hallin & Ramon van den Akker & Bas Werker
  (ReDIF-paper, eca:wpaper:2013/132503)
• Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
  by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni
  (ReDIF-paper, eca:wpaper:2013/134458)
• Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Marc Hallin & Marcelo Moreira J. & Alexei Onatski
  (ReDIF-paper, eca:wpaper:2013/137736)
• Factor Models in High-Dimensional Time Series: A Time-Domain Approach
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Marc Hallin & Marco Lippi
  (ReDIF-paper, eca:wpaper:2013/142428)
• A Serial Version of Hodges and Lehmann's "6/pi Result"
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Marc Hallin & Yvik Swan & Thomas Verdebout
  (ReDIF-paper, eca:wpaper:2013/142825)
• Efficient R-Estimation of Principal and Common Principal Components
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Marc Hallin & Davy Paindaveine & Thomas Verdebout
  (ReDIF-paper, eca:wpaper:2013/142830)
• R-Estimation for Asymmetric Independent Component Analysis
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Marc Hallin & Chintan Mehta
  (ReDIF-paper, eca:wpaper:2013/142876)
• On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Marc Hallin & Ramon van den Akker & Bas Werker
  (ReDIF-paper, eca:wpaper:2013/149099)
• Quantile Spectral Processes: Asymptotic Analysis and Inference
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Tobias Kley & Stanislav Volgushev & Holger Dette & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/156105)
• Quantile Spectral Analysis for Locally Stationary Time Series
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Stefan Skowronek & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/159999)
• Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Marc Hallin & Davide La Vecchia
  (ReDIF-paper, eca:wpaper:2013/176572)
• Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Delphine Cassart & Marc Hallin & Davy Paindaveine
  (ReDIF-paper, eca:wpaper:2013/177105)
• Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/177444)
• Monge-Kantorovich Depth, Quantiles, Ranks and Signs
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, eca:wpaper:2013/190592)
• Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/200436)
• Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
  by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni
  (ReDIF-paper, eca:wpaper:2013/200650)
• Quantile Spectral Analysis for Locally Stationary Time Series
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
  by Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/206826)
• Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/218748)
• Elliptical Multiple Output Quantile Regression and Convex Optimization
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
  by Marc Hallin & Miroslav Šiman
  (ReDIF-paper, eca:wpaper:2013/221191)
• Multiple-Output Quantile Regression
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2016)
  by Marc Hallin & Miroslav Šiman
  (ReDIF-paper, eca:wpaper:2013/224753)
• Market liquidity as dynamic factors
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
  by Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas
  (ReDIF-paper, eca:wpaper:2013/230740)
• On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2016)
  by Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev
  (ReDIF-paper, eca:wpaper:2013/240522)
• A Simple R-Estimation Method for Semiparametric Duration Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
  by Marc Hallin & Davide La Vecchia
  (ReDIF-paper, eca:wpaper:2013/243446)
• Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
  by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi
  (ReDIF-paper, eca:wpaper:2013/248676)
• Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
  by Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/249915)
• On Distribution and Quantile Functions, Ranks and Signs in R_d
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
  by Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/258262)
• Optimal Dimension Reduction for High-dimensional and Functional Time Series
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
  by Marc Hallin & Siegfried Hörmann & Marco Lippi
  (ReDIF-paper, eca:wpaper:2013/260201)
• From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2018)
  by Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/270860)
• Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2018)
  by Eustasio Del Barrio & Juan Cuesta Albertos & Marc Hallin & Carlos Matran
  (ReDIF-paper, eca:wpaper:2013/271399)
• Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2018)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/278905)
• Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2018)
  by Abdelhadi Akharif & Mohamed Fihri & Marc Hallin & Amal Mellouk
  (ReDIF-paper, eca:wpaper:2013/279634)
• Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi
  (ReDIF-paper, eca:wpaper:2013/283963)
• Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Marc Hallin & Luis K. Hotta & João H. G Mazzeu & Carlos Cesar Trucios-Maza & Pedro L. Valls Pereira & Mauricio Zevallos
  (ReDIF-paper, eca:wpaper:2013/288066)
• High-Dimensional Functional Factor Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Marc Hallin & Gilles Nisol & Shahin Tavakoli
  (ReDIF-paper, eca:wpaper:2013/288340)
• Center-Outward R-Estimation for Semiparametric VARMA Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Marc Hallin & Davide La Vecchia & H Liu
  (ReDIF-paper, eca:wpaper:2013/294809)
• Optimal tests for elliptical symmetry: specified and unspecified location
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Sladana Babic & Laetitia Gelbgras & Marc Hallin & Christophe Ley
  (ReDIF-paper, eca:wpaper:2013/295909)
• Center-Outward Quantiles And The Measurement Of Multivariate Risk
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/297778)
• On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/298201)
• A Note on the Regularity of Center-Outward Distribution and Quantile Functions
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019)
  by Eustasio Del Barrio & Alberto Gonzalez-Sanz & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/299088)
• Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020)
  by Marc Hallin & Gilles Mordant & Johan Segers
  (ReDIF-paper, eca:wpaper:2013/303372)
• Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020)
  by Hongjian Shi & Marc Hallin & Mathias Drton & Fang Han
  (ReDIF-paper, eca:wpaper:2013/309233)
• Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020)
  by Marc Hallin & Daniel Hlubinka & Sarka Hudecova
  (ReDIF-paper, eca:wpaper:2013/310014)
• Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020)
  by Marc Hallin & Davide La Vecchia & Hang Liu
  (ReDIF-paper, eca:wpaper:2013/314257)
• Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020)
  by Marc Hallin & Carlos Trucíos
  (ReDIF-paper, eca:wpaper:2013/315983)
• Measure Transportation and Statistical Decision Theory
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/318373)
• Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Marc Hallin & Daniel Hlubinka & Sarka Hudecova
  (ReDIF-paper, eca:wpaper:2013/327641)
• Inferential Theory for Generalized Dynamic Factor Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni
  (ReDIF-paper, eca:wpaper:2013/331192)
• Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han
  (ReDIF-paper, eca:wpaper:2013/334590)
• On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Marc Hallin & Gilles Mordant
  (ReDIF-paper, eca:wpaper:2013/335403)
• The Integrated Copula Spectrum
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Yuichi Goto & Tobias Kley & Ria Van Hecke & Stanislav Volgushev & Holger Dette & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/335426)
• Nonparametric Multiple-Output Center-Outward Quantile Regression
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2022)
  by Eustasio del Barrio & Alberto González-Sanz & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/342212)
• Nonparametric Measure-transportation-based Methods for Directional Data
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2022)
  by Marc Hallin & H Lui & Thomas Verdebout
  (ReDIF-paper, eca:wpaper:2013/344268)
• Center-outward Rank- and Sign-based VARMA Portmanteau Tests
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2022)
  by Marc Hallin & Hang Liu
  (ReDIF-paper, eca:wpaper:2013/349259)
• Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2022)
  by Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/350249)
• Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2022)
  by Marc Hallin & Gilles Mordant
  (ReDIF-paper, eca:wpaper:2013/351587)
• Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2023)
  by Hongjian Shi & Mathias Drton & Marc Hallin & Fang Han
  (ReDIF-paper, eca:wpaper:2013/355918)
• On Bounded Completeness and The L1-Densensess of Likelihood Ratios
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2023)
  by Marc Hallin & Bas Werker & Bo Zhou
  (ReDIF-paper, eca:wpaper:2013/357401)
• Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2023)
  by Alberto González-Sanz & Marc Hallin & Bodhisattva Sen
  (ReDIF-paper, eca:wpaper:2013/358740)
• Unknown item RePEc:eca:wpaper:2013/363935 (paper)
• Unknown item RePEc:eca:wpaper:2013/363937 (paper)
• Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2023)
  by Marc Hallin & Dimitri Konen
  (ReDIF-paper, eca:wpaper:2013/364357)
• Dynamic Factor Models: a Genealogy
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2023)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/364359)
• Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2024)
  by Marc Hallin & Simos Meintanis & Klaus Nordhausen
  (ReDIF-paper, eca:wpaper:2013/368952)
• The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2024)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/377116)
• Rank‐based Optimal Tests for Random Effects in Panel Data
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
  by Nezar Bennala & Marc Hallin & Davy Paindaveine
  (ReDIF-paper, eca:wpaper:2013/57643)
• Asymptotic Power of Sphericity Tests for High-Dimensional Data
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
  by Alexei Onatski & Marcelo Moreira J. & Marc Hallin
  (ReDIF-paper, eca:wpaper:2013/94952)
• One-Sided Representations of Generalized Dynamic Factor Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
  by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni
  (ReDIF-paper, eca:wpaper:2013/94959)
• The generalized dynamic factor model consistency and rates
  Journal of Econometrics, Elsevier (2004)
  by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  (ReDIF-article, eee:econom:v:119:y:2004:i:2:p:231-255)
• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
  Journal of Econometrics, Elsevier (2006)
  by Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc
  (ReDIF-article, eee:econom:v:130:y:2006:i:1:p:123-142)
• Dynamic factors in the presence of blocks
  Journal of Econometrics, Elsevier (2011)
  by Hallin, Marc & Liska, Roman
  (ReDIF-article, eee:econom:v:163:y:2011:i:1:p:29-41)
• Market liquidity as dynamic factors
  Journal of Econometrics, Elsevier (2011)
  by Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David
  (ReDIF-article, eee:econom:v:163:y:2011:i:1:p:42-50)
• A class of simple distribution-free rank-based unit root tests
  Journal of Econometrics, Elsevier (2011)
  by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.
  (ReDIF-article, eee:econom:v:163:y:2011:i:2:p:200-214)
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
  Journal of Econometrics, Elsevier (2012)
  by Bennala, Nezar & Hallin, Marc & Paindaveine, Davy
  (ReDIF-article, eee:econom:v:170:y:2012:i:1:p:50-67)
• One-step R-estimation in linear models with stable errors
  Journal of Econometrics, Elsevier (2013)
  by Hallin, Marc & Swan, Yvik & Verdebout, Thomas & Veredas, David
  (ReDIF-article, eee:econom:v:172:y:2013:i:2:p:195-204)
• Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
  Journal of Econometrics, Elsevier (2015)
  by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo
  (ReDIF-article, eee:econom:v:185:y:2015:i:2:p:359-371)
• Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
  Journal of Econometrics, Elsevier (2016)
  by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.
  (ReDIF-article, eee:econom:v:190:y:2016:i:1:p:46-61)
• R-estimation in semiparametric dynamic location-scale models
  Journal of Econometrics, Elsevier (2017)
  by Hallin, Marc & La Vecchia, Davide
  (ReDIF-article, eee:econom:v:196:y:2017:i:2:p:233-247)
• Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
  Journal of Econometrics, Elsevier (2017)
  by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo
  (ReDIF-article, eee:econom:v:199:y:2017:i:1:p:74-92)
• Generalized dynamic factor models and volatilities: estimation and forecasting
  Journal of Econometrics, Elsevier (2017)
  by Barigozzi, Matteo & Hallin, Marc
  (ReDIF-article, eee:econom:v:201:y:2017:i:2:p:307-321)
• Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals
  Journal of Econometrics, Elsevier (2020)
  by Barigozzi, Matteo & Hallin, Marc
  (ReDIF-article, eee:econom:v:216:y:2020:i:1:p:4-34)
• A Simple R-estimation method for semiparametric duration models
  Journal of Econometrics, Elsevier (2020)
  by Hallin, Marc & La Vecchia, Davide
  (ReDIF-article, eee:econom:v:218:y:2020:i:2:p:736-749)
• Time-varying general dynamic factor models and the measurement of financial connectedness
  Journal of Econometrics, Elsevier (2021)
  by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer
  (ReDIF-article, eee:econom:v:222:y:2021:i:1:p:324-343)
• Inferential theory for generalized dynamic factor models
  Journal of Econometrics, Elsevier (2024)
  by Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo
  (ReDIF-article, eee:econom:v:239:y:2024:i:2:s0304407623000593)
• Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach
  Econometrics and Statistics, Elsevier (2023)
  by Hallin, Marc & Trucíos, Carlos
  (ReDIF-article, eee:ecosta:v:27:y:2023:i:c:p:1-15)
• Center-outward quantiles and the measurement of multivariate risk
  Insurance: Mathematics and Economics, Elsevier (2020)
  by Beirlant, J. & Buitendag, S. & del Barrio, E. & Hallin, M. & Kamper, F.
  (ReDIF-article, eee:insuma:v:95:y:2020:i:c:p:79-100)
• Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting
  International Journal of Forecasting, Elsevier (2021)
  by Trucíos, Carlos & Mazzeu, João H.G. & Hotta, Luiz K. & Valls Pereira, Pedro L. & Hallin, Marc
  (ReDIF-article, eee:intfor:v:37:y:2021:i:4:p:1520-1534)
• Optimal tests for homogeneity of covariance, scale, and shape
  Journal of Multivariate Analysis, Elsevier (2009)
  by Hallin, Marc & Paindaveine, Davy
  (ReDIF-article, eee:jmvana:v:100:y:2009:i:3:p:422-444)
• A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
  Journal of Multivariate Analysis, Elsevier (2020)
  by del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc
  (ReDIF-article, eee:jmvana:v:180:y:2020:i:c:s0047259x20302529)
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence
  Journal of Multivariate Analysis, Elsevier (1989)
  by Hallin, Marc & Ingenbleek, Jean-Francois & Puri, Madan L.
  (ReDIF-article, eee:jmvana:v:30:y:1989:i:1:p:34-71)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
  Journal of Multivariate Analysis, Elsevier (1991)
  by Hallin, Marc & Puri, Madan L.
  (ReDIF-article, eee:jmvana:v:39:y:1991:i:1:p:1-29)
• Aligned Rank Tests for Linear Models with Autocorrelated Error Terms
  Journal of Multivariate Analysis, Elsevier (1994)
  by Hallin, M. & Puri, M. L.
  (ReDIF-article, eee:jmvana:v:50:y:1994:i:2:p:175-237)
• Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
  Journal of Multivariate Analysis, Elsevier (1978)
  by Hallin, Marc
  (ReDIF-article, eee:jmvana:v:8:y:1978:i:4:p:567-572)
• Kernel density estimation for spatial processes: the L1 theory
  Journal of Multivariate Analysis, Elsevier (2004)
  by Hallin, Marc & Lu, Zudi & Tran, Lanh T.
  (ReDIF-article, eee:jmvana:v:88:y:2004:i:1:p:61-75)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
  Journal of Multivariate Analysis, Elsevier (2005)
  by Hallin, Marc & Paindaveine, Davy
  (ReDIF-article, eee:jmvana:v:93:y:2005:i:1:p:122-163)
• Do financial variables help forecasting inflation and real activity in the euro area?
  Journal of Monetary Economics, Elsevier (2003)
  by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  (ReDIF-article, eee:moneco:v:50:y:2003:i:6:p:1243-1255)
• Factor models in high-dimensional time series—A time-domain approach
  Stochastic Processes and their Applications, Elsevier (2013)
  by Hallin, Marc & Lippi, Marco
  (ReDIF-article, eee:spapps:v:123:y:2013:i:7:p:2678-2695)
• Nonstationary Yule-Walker equations
  Statistics & Probability Letters, Elsevier (1983)
  by Hallin, Marc & Ingenbleek, Jean-François
  (ReDIF-article, eee:stapro:v:1:y:1983:i:4:p:189-195)
• Elliptical multiple-output quantile regression and convex optimization
  Statistics & Probability Letters, Elsevier (2016)
  by Hallin, Marc & Šiman, Miroslav
  (ReDIF-article, eee:stapro:v:109:y:2016:i:c:p:232-237)
• Characterization of error distributions in time-series regression models
  Statistics & Probability Letters, Elsevier (1998)
  by Hallin, M. & Jurecková, J. & Milhaud, X.
  (ReDIF-article, eee:stapro:v:38:y:1998:i:4:p:335-345)
• L1-estimation in linear models with heterogeneous white noise
  Statistics & Probability Letters, Elsevier (1999)
  by Bantli, Faouzi El & Hallin, Marc
  (ReDIF-article, eee:stapro:v:45:y:1999:i:4:p:305-315)
• Rank-based partial autocorrelations are not asymptotically distribution-free
  Statistics & Probability Letters, Elsevier (2000)
  by Garel, Bernard & Hallin, Marc
  (ReDIF-article, eee:stapro:v:47:y:2000:i:3:p:219-227)
• Generalized dynamic factor models and volatilities: recovering the market volatility shocks
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
  by Barigozzi, Matteo & Hallin, Mark
  (ReDIF-paper, ehl:lserod:60980)
• Generalized dynamic factor models and volatilities estimation and forecasting
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
  by Barigozzi, Matteo & Hallin, Marc
  (ReDIF-paper, ehl:lserod:67455)
• A network analysis of the volatility of high-dimensionalfinancial series
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
  by Barigozzi, Matteo & Hallin, Marc
  (ReDIF-paper, ehl:lserod:67456)
• Identification of global and local shocks in international financial markets via general dynamic factor models
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)
  by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano
  (ReDIF-paper, ehl:lserod:86932)
• One-Sided Representations of Generalized Dynamic Factor Models
  EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2011)
  by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni
  (ReDIF-paper, eie:wpaper:1106)
• Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis
  EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2016)
  by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni
  (ReDIF-paper, eie:wpaper:1607)
• Dynamic Factors in the Presence of Block Structure
  Economics Working Papers, European University Institute (2008)
  by Marc Hallin & Roman Liska
  (ReDIF-paper, eui:euiwps:eco2008/22)
• Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach
  Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2019)
  by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hallin, Marc & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Zevallos, Mauricio
  (ReDIF-paper, fgv:eesptd:505)
• Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting
  Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2020)
  by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Hallin, Marc
  (ReDIF-paper, fgv:eesptd:521)
• Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications
  Papers, Universite Libre de Bruxelles - C.E.M.E. (1990)
  by Dufour, J-M. & Hallin, M.
  (ReDIF-paper, fth:ulbeme:9104)
• Aligned Rank tests for Linear Models with Autocorrelated Error Terms
  Papers, Universite Libre de Bruxelles - C.E.M.E. (1992)
  by Hallin, M. & Puri, L.M.
  (ReDIF-paper, fth:ulbeme:9202)
• Rank Tests for Time Series Analysis , A Survey
  Papers, Universite Libre de Bruxelles - C.E.M.E. (1992)
  by Hallin, M. & Puri, M.L.
  (ReDIF-paper, fth:ulbeme:9210)
• Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend
  Papers, Universite Libre de Bruxelles - C.E.M.E. (1992)
  by Garel, B. & Hallin, M.
  (ReDIF-paper, fth:ulbeme:9213)
• Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series
  Econometrics, MDPI (2022)
  by Marc Hallin
  (ReDIF-article, gam:jecnmx:v:10:y:2022:i:4:p:37-:d:1002210)
• A class of simple distribution-free rank-based unit root tests
  Post-Print, HAL (2011)
  by Marc Hallin & Ramon van den Akker & Bas J.M. Werker
  (ReDIF-paper, hal:journl:hal-00834424)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  Post-Print, HAL (2017)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, hal:journl:hal-03391975)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  SciencePo Working papers Main, HAL (2017)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, hal:spmain:hal-03391975)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  SciencePo Working papers Main, HAL (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, hal:spmain:hal-03460056)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  Working Papers, HAL (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, hal:wpaper:hal-03460056)
• Monge-Kantorovich depth, quantiles, ranks and signs
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, ifs:cemmap:04/15)
• Monge-Kantorovich depth, quantiles, ranks and signs
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, ifs:cemmap:57/15)
• Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis
  Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2015)
  by Pietro Dallari & Antonio Ribba
  (ReDIF-paper, mod:recent:115)
• Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005)
  by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc
  (ReDIF-paper, mtl:montde:2005-05)
• Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1986)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montde:8652)
• Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montde:8915)
• On a Conjecture of Edelman on Nonparametric T-Tests
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montde:8917)
• Simple Exact Bounds for Distributions of Linear Signed Rank Statistics
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montde:9003)
• An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montde:9115)
• Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montde:9224)
• Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005)
  by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc
  (ReDIF-paper, mtl:montec:05-2005)
• Improved Berry-Esseen-Chebyshev Bounds With Statistical Applications
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1989)
  by Dufour, J-M. & Hallin, M.
  (ReDIF-paper, mtl:montec:8915)
• On A Conjecture Of Edelman On Nonparametric T-Tests
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1989)
  by Dufour, J-M. & Hallin, M.
  (ReDIF-paper, mtl:montec:8917)
• Simple Exact Bounds For Distributions Of Linear Signed Rank Statistics
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1990)
  by Dufour, J-M. & Hallin, M.
  (ReDIF-paper, mtl:montec:9003)
• An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)
  by Dufour, J.-M. & Hallin, M.
  (ReDIF-paper, mtl:montec:9115)
• Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992)
  by Dufour, J.M. & Hallin, M.
  (ReDIF-paper, mtl:montec:9224)
• Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models
  Journal of Financial Econometrics, Oxford University Press (2019)
  by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi
  (ReDIF-article, oup:jfinec:v:17:y:2019:i:3:p:462-494.)
• One-Sided Representations of Generalized Dynamic Factor Models
  DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome (2011)
  by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni
  (ReDIF-paper, sas:wpaper:20115)
• The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
  Computing in Economics and Finance 2003, Society for Computational Economics (2003)
  by Forni M. & Hallin M.
  (ReDIF-paper, sce:scecf3:143)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  Sciences Po publications, Sciences Po (2015)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, spo:wpmain:info:hdl:2441/3qnaslliat80pbqa8t90240unj)
• Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
  Sciences Po publications, Sciences Po (2017)
  by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
  (ReDIF-paper, spo:wpmain:info:hdl:2441/64itsev5509q8aa5mrbhi0g0b6)
• Local asymptotic normality of multivariate ARMA processes with a linear trend
  Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics (1995)
  by Bernard Garel & Marc Hallin
  (ReDIF-article, spr:aistmt:v:47:y:1995:i:3:p:551-579)
• 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 (1996)
  by Marc Hallin & Lanh Tran
  (ReDIF-article, spr:aistmt:v:48:y:1996:i:3:p:429-449)
• A Berry-Esséen Theorem for Serial Rank Statistics
  Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics (1997)
  by Marc Hallin & Khalid Rifi
  (ReDIF-article, spr:aistmt:v:49:y:1997:i:4:p:777-799)
• From Mahalanobis to Bregman via Monge and Kantorovich
  Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute (2018)
  by Marc Hallin
  (ReDIF-article, spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0163-4)
• Adaptive Estimation of the Lag of a Long–memory Process
  Statistical Inference for Stochastic Processes, Springer (1998)
  by Marc Hallin & Abdeslam Serroukh
  (ReDIF-article, spr:sistpr:v:1:y:1998:i:2:p:111-129)
• Foreword from the Editors
  Statistical Inference for Stochastic Processes, Springer (2017)
  by Marc Hallin & Yury Kutoyants
  (ReDIF-article, spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-017-9167-3)
• Optimal dimension reduction for high-dimensional and functional time series
  Statistical Inference for Stochastic Processes, Springer (2018)
  by Marc Hallin & Siegfried Hörmann & Marco Lippi
  (ReDIF-article, spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1)
• Foreword from the editors…
  Statistical Inference for Stochastic Processes, Springer (2018)
  by Marc Hallin & Yury Kutoyants
  (ReDIF-article, spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9185-9)
• The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting
  LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2003)
  by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin
  (ReDIF-paper, ssa:lemwps:2003/13)
• Testing for Common Principal Components under Heterokurticity
  Journal of Nonparametric Statistics, Taylor & Francis Journals (2010)
  by Marc Hallin & Davy Paindaveine & Thomas Verdebout
  (ReDIF-article, taf:gnstxx:v:22:y:2010:i:7:p:879-895)
• Rank-based testing in linear models with stable errors
  Journal of Nonparametric Statistics, Taylor & Francis Journals (2011)
  by Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas
  (ReDIF-article, taf:gnstxx:v:23:y:2011:i:2:p:305-320)
• Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
  Journal of Nonparametric Statistics, Taylor & Francis Journals (2020)
  by Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin
  (ReDIF-article, taf:gnstxx:v:32:y:2020:i:2:p:367-402)
• Efficient R-Estimation of Principal and Common Principal Components
  Journal of the American Statistical Association, Taylor & Francis Journals (2014)
  by Marc Hallin & Davy Paindaveine & Thomas Verdebout
  (ReDIF-article, taf:jnlasa:v:109:y:2014:i:507:p:1071-1083)
• R -Estimation for Asymmetric Independent Component Analysis
  Journal of the American Statistical Association, Taylor & Francis Journals (2015)
  by Marc Hallin & Chintan Mehta
  (ReDIF-article, taf:jnlasa:v:110:y:2015:i:509:p:218-232)
• Center-Outward R-Estimation for Semiparametric VARMA Models
  Journal of the American Statistical Association, Taylor & Francis Journals (2022)
  by M. Hallin & D. La Vecchia & H. Liu
  (ReDIF-article, taf:jnlasa:v:117:y:2022:i:538:p:925-938)
• Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
  Journal of the American Statistical Association, Taylor & Francis Journals (2023)
  by Marc Hallin & Daniel Hlubinka & Šárka Hudecová
  (ReDIF-article, taf:jnlasa:v:118:y:2023:i:543:p:1923-1939)
• Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2022)
  by Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos
  (ReDIF-article, taf:jnlbes:v:41:y:2022:i:1:p:40-52)
• A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)
  Discussion Paper, Tilburg University, Center for Economic Research (2011)
  by Hallin, M. & van den Akker, R. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiucen:004c9726-ec6a-4884-8238-d31defda1153)
• Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models
  Discussion Paper, Tilburg University, Center for Economic Research (2004)
  by Hallin, M. & Vermandele, C. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiucen:05757b2b-ad74-4583-b012-b417132f7675)
• Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality
  Discussion Paper, Tilburg University, Center for Economic Research (2003)
  by Hallin, M. & Vermandele, C. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiucen:620d09ba-f476-426d-b236-3145adaecc08)
• Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
  Discussion Paper, Tilburg University, Center for Economic Research (2012)
  by Hallin, M. & van den Akker, R. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiucen:bc68a2f2-3ca3-443c-b3ac-f8ef56841037)
• Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models
  Discussion Paper, Tilburg University, Center for Economic Research (2015)
  by Hallin, M. & Werker, B.J.M. & van den Akker, R.
  (ReDIF-paper, tiu:tiucen:d1b040c9-db57-4e55-846f-44e7cc614771)
• A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)
  Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
  by Hallin, M. & van den Akker, R. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiutis:004c9726-ec6a-4884-8238-d31defda1153)
• Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models
  Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
  by Hallin, M. & Vermandele, C. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiutis:05757b2b-ad74-4583-b012-b417132f7675)
• Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality
  Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
  by Hallin, M. & Vermandele, C. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiutis:343e49a2-4527-4c03-b247-958d4adda80f)
• Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality
  Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
  by Hallin, M. & Vermandele, C. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiutis:620d09ba-f476-426d-b236-3145adaecc08)
• Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
  Other publications TiSEM, Tilburg University, School of Economics and Management (2012)
  by Hallin, M. & van den Akker, R. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiutis:bc68a2f2-3ca3-443c-b3ac-f8ef56841037)
• Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models
  Other publications TiSEM, Tilburg University, School of Economics and Management (2015)
  by Hallin, M. & Werker, B.J.M. & van den Akker, R.
  (ReDIF-paper, tiu:tiutis:d1b040c9-db57-4e55-846f-44e7cc614771)
• Semiparametric efficiency, distribution-freeness and invariance
  Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
  by Hallin, M. & Werker, B.J.M.
  (ReDIF-paper, tiu:tiutis:fe20db00-786a-4261-9999-62cb372917d1)
• The Generalized Dynamic-Factor Model: Identification And Estimation
  The Review of Economics and Statistics, MIT Press (2000)
  by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin
  (ReDIF-article, tpr:restat:v:82:y:2000:i:4:p:540-554)
• The generalised dynamic factor model: one sided estimation and forecasting
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005)
  by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin
  (ReDIF-paper, ulb:ulbeco:2013/10129)
• The generalised dynamic factor model: consistency and rates
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
  by Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin
  (ReDIF-paper, ulb:ulbeco:2013/10133)
• Coincident and leading indicators for the Euro area
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Lucrezia Reichlin & Mario Forni & Marc Hallin & Marco Lippi
  (ReDIF-paper, ulb:ulbeco:2013/10137)
• The generalised dynamic factor model: identification and estimation
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2000)
  by Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi
  (ReDIF-paper, ulb:ulbeco:2013/10143)
• Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Jana Jureckova & Jan Picek & Toufik Zahaf
  (ReDIF-paper, ulb:ulbeco:2013/127942)
• Testing non-correlation and non-causality between multivariate arma time series
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005)
  by Marc Hallin & Abdessamad Saidi
  (ReDIF-paper, ulb:ulbeco:2013/127945)
• Subjectively mixed strategies - The public event case
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1976)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/127946)
• Non-parametric tests in ar models with applications to climatic data
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Marc Hallin & Toufik Zahaf & Jana Jureckova & Jaroslava Kalvova & Jan Picek
  (ReDIF-paper, ulb:ulbeco:2013/127949)
• Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/127951)
• Projection de Hájek et polynômes de Bernstein
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Marc Hallin & Amal Mellouk & Khalid Rifi
  (ReDIF-paper, ulb:ulbeco:2013/127954)
• Efficient detection of random coefficients in autoregressive models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003)
  by Abdelhadi Akharif & Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/127956)
• When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Munsup Seoh & Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/127957)
• Characterization of error distributions in time-series regression models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Jana Jureckova & Xavier Milhaud
  (ReDIF-paper, ulb:ulbeco:2013/127959)
• Estimation in autoregressive models based on autoregression rank scores
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Faouzi El Bantli & Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/127961)
• Unknown item RePEc:ulb:ulbeco:2013/127962 (paper)
• A Berry-Esséen theorem for serial rank statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Marc Hallin & Khalid Rifi
  (ReDIF-paper, ulb:ulbeco:2013/127969)
• Rank-based partial autocorrelations are not asymptotically distribution-free
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2000)
  by Bernard Garel & Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/127974)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Lanh T. Tran
  (ReDIF-paper, ulb:ulbeco:2013/127975)
• Rank-Based Autoregressive Order Identification
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Bernard Garel & Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/127976)
• Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2010)
  by Marc Hallin & Davy Paindaveine & Miroslav Šiman
  (ReDIF-paper, ulb:ulbeco:2013/127979)
• Optimal tests for non-correlation between multivariate time series
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007)
  by Marc Hallin & Abdessamad Saidi
  (ReDIF-paper, ulb:ulbeco:2013/13406)
• Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008)
  by Marc Hallin & Catherine Vermandele & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/13408)
• Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2010)
  by Takayuki Shiohama & Marc Hallin & Masanobu Taniguchi
  (ReDIF-paper, ulb:ulbeco:2013/136191)
• Rank-based testing in linear models with stable errors
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2011)
  by Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas
  (ReDIF-paper, ulb:ulbeco:2013/136196)
• Contribution to "Discussion of the paper by Bruce and Martin"
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1989)
  by Marc Hallin & Guy Melard
  (ReDIF-paper, ulb:ulbeco:2013/13712)
• Etude statistique des facteurs influençant un risque
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1977)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1981)
• Subjectively mixed strategies: the public event case
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1977)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1983)
• Méthodes statistiques de construction de tarifs
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1977)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1985)
• Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1978)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1987)
• Band strategies: the random walk of reserves
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1978)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1989)
• Invertibility and generalized invertibility of time-series models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1980)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1991)
• Addendum to Invertibility and generalized invertibility
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1981)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/1993)
• Etude statistique de la probabilité de sinistre en assurance automobile
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1981)
  by Marc Hallin & Jean-François Ingenbleek
  (ReDIF-paper, ulb:ulbeco:2013/1995)
• The Swedish automobile portfolio in 1977: a statistical study
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1983)
  by Marc Hallin & Jean-François Ingenbleek
  (ReDIF-paper, ulb:ulbeco:2013/1997)
• Nonstationary Yule-Walker equations
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1983)
  by Marc Hallin & Jean-François Ingenbleek
  (ReDIF-paper, ulb:ulbeco:2013/1999)
• Spectral factorization of nonstationary moving average processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1984)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2001)
• Linear serial rank tests for randomness against ARMA alternatives
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2003)
• Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2005)
• On fractional linear bounds for probability generating functions
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin & Claude Lefèvre & Prakash Narayan
  (ReDIF-paper, ulb:ulbeco:2013/2007)
• Linear and quadratic serial rank tests for randomness against serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1987)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2009)
• Tests non paramétriques optimaux pour une autorégression d'ordre un
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1987)
  by Marc Hallin & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2011)
• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2013)
• Rank-based tests for randomness against first-order serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Guy Melard
  (ReDIF-paper, ulb:ulbeco:2013/2015)
• On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Claude Lefèvre & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2017)
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1989)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2019)
• Distribution-free tests against serial dependence: signed or unsigned ranks?
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1990)
  by Marc Hallin & Annie Laforet & Guy Melard
  (ReDIF-paper, ulb:ulbeco:2013/2023)
• An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1990)
  by Marc Hallin & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2025)
• Nonuniform bounds for nonparametric t-tests
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1991)
  by Marc Hallin & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2027)
• Time series analysis via rank-order theory, signed-rank tests for ARMA models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1991)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2029)
• Rank tests for time-series analysis: a bibliographical survey
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1991)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2031)
• Simple exact bounds for distributions of linear signed rank statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992)
  by Marc Hallin & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2033)
• Improved Berry-Esséen-Chebyshev bounds with statistical applications
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992)
  by Marc Hallin & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2035)
• Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992)
  by Marc Hallin & Guy Melard & Xavier Milhaud
  (ReDIF-paper, ulb:ulbeco:2013/2037)
• Optimal rank-based tests against first-order superdiagonal bilinear dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992)
  by Marc Hallin & Youssef Benghabrit
  (ReDIF-paper, ulb:ulbeco:2013/2039)
• Some asymptotic results for a broad class of nonparametric statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2041)
• Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1993)
  by Marc Hallin & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2043)
• Aligned rank tests for linear models with autocorrelated errors
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1994)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2045)
• On the invertibility of periodic moving-average models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1994)
  by Marc Hallin & Mohamed Bentarzi
  (ReDIF-paper, ulb:ulbeco:2013/2047)
• On the Pitman nonadmissibility of correlogram-based time series methods
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1994)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2049)
• Unknown item RePEc:ulb:ulbeco:2013/2051 (paper)
• Local asymptotic normality of multivariate ARMA processes with a linear trend
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1995)
  by Marc Hallin & Bernard Garel
  (ReDIF-paper, ulb:ulbeco:2013/2053)
• Kernel density estimation for linear processes: asymptotic normality and bandwidth selection
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Lanh T. Tran
  (ReDIF-paper, ulb:ulbeco:2013/2055)
• Rank-based tests for autoregressive against bilinear serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Youssef Benghabrit
  (ReDIF-paper, ulb:ulbeco:2013/2057)
• The asymptotic behavior of the characteristic function of simple serial rank statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Khalid Rifi
  (ReDIF-paper, ulb:ulbeco:2013/2059)
• Locally asymptotically optimal tests for autoregressive against bilinear serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Youssef Benghabrit
  (ReDIF-paper, ulb:ulbeco:2013/2061)
• Locally optimal tests against periodic autoregression: parametric and nonparametric approaches
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Mohamed Bentarzi & Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2063)
• Kernel density estimation on random fields: the L1 theory
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Michel Carbon & Lanh T. Tran
  (ReDIF-paper, ulb:ulbeco:2013/2065)
• When does Edgeworth beat Berry and Esséen?
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Marc Hallin & Munsup Seoh
  (ReDIF-paper, ulb:ulbeco:2013/2067)
• Non-parametric tests in AR models with applications to climatic data
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Marc Hallin & Jana Jureckova & Jaroslava Kalvova & Jan Picek & Toufik Zahaf
  (ReDIF-paper, ulb:ulbeco:2013/2069)
• A Berry-Esséen theorem for simple serial rank statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Marc Hallin & Khalid Rifi
  (ReDIF-paper, ulb:ulbeco:2013/2071)
• Spectral factorization of periodically correlated MA(1) processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Mohamed Bentarzi
  (ReDIF-paper, ulb:ulbeco:2013/2073)
• Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Youssef Benghabrit
  (ReDIF-paper, ulb:ulbeco:2013/2075)
• Generalized run tests for heteroscedastic time series
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Jean-Marie Dufour & Ivan Mizera
  (ReDIF-paper, ulb:ulbeco:2013/2077)
• Characterization of error distributions in time series regression models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Jana Jureckova & Xavier Milhaud
  (ReDIF-paper, ulb:ulbeco:2013/2079)
• Nonparametric tests of independence between two autoregressive series based on autoregression rank scores
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Jana Jureckova & Jan Picek & Toufik Zahaf
  (ReDIF-paper, ulb:ulbeco:2013/2081)
• L1-estimation in linear models with heterogeneous white noise
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Faouzi El Bantli
  (ReDIF-paper, ulb:ulbeco:2013/2083)
• Adaptive estimation of the lag of a long-memory process
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Abdeslam Serroukh
  (ReDIF-paper, ulb:ulbeco:2013/2085)
• Rank-based AR order identification
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Bernard Garel
  (ReDIF-paper, ulb:ulbeco:2013/2087)
• Optimal tests for autoregressive models based on autoregression rank scores
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Jana Jureckova
  (ReDIF-paper, ulb:ulbeco:2013/2089)
• Local asymptotic normality for regression models with long-memory disturbance, with statistical applications
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1999)
  by Marc Hallin & Masanobu Taniguchi & Abdeslam Serroukh & Kokyo Choy
  (ReDIF-paper, ulb:ulbeco:2013/2091)
• Kendall's tau for serial dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2000)
  by Marc Hallin & Thomas S. Ferguson & Christian Genest
  (ReDIF-paper, ulb:ulbeco:2013/2093)
• Rank-based partial correlograms are not asymptotically distribution-free
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2000)
  by Marc Hallin & Bernard Garel
  (ReDIF-paper, ulb:ulbeco:2013/2095)
• Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2000)
  by Marc Hallin & Christophe Koell & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/2097)
• Sample heterogeneity and the asymptotics of M-estimators
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Marc Hallin & Ivan Mizera
  (ReDIF-paper, ulb:ulbeco:2013/2103)
• Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Marc Hallin & Faouzi El Bantli
  (ReDIF-paper, ulb:ulbeco:2013/2105)
• Density estimation for spatial linear processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Marc Hallin & Zudi Lu & Lanh T. Tran
  (ReDIF-paper, ulb:ulbeco:2013/2109)
• Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2002)
  by Marc Hallin & Faouzi El Bantli
  (ReDIF-paper, ulb:ulbeco:2013/2113)
• Semiparametric efficiency, distribution-freeness, and invariance
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003)
  by Marc Hallin & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/2119)
• Efficient detection of random coefficients in AR(p) models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003)
  by Marc Hallin & Abdelhadi Akharif
  (ReDIF-paper, ulb:ulbeco:2013/2121)
• Do financial variables help forecasting inflation and real activity in the Euro area ?
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003)
  by Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin
  (ReDIF-paper, ulb:ulbeco:2013/2123)
• Kernel density estimation for spatial processes: the L1 theory
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
  by Marc Hallin & Zudi Lu & Lanh T. Tran
  (ReDIF-paper, ulb:ulbeco:2013/2127)
• Unknown item RePEc:ulb:ulbeco:2013/2129 (paper)
• Local linear spatial regression
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
  by Marc Hallin & Zudi Lu & Lanh T. Tran
  (ReDIF-paper, ulb:ulbeco:2013/2131)
• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006)
  by Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour
  (ReDIF-paper, ulb:ulbeco:2013/2143)
• Moving average models for time-dependent autocovariance functions
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1982)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2147)
• The theoretical model-building problem for nonstationary moving average processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1983)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2149)
• 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, ULB -- Universite Libre de Bruxelles (1994)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2151)
• Order selection, stochastic complexity and Kullback-Leibler information
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Abdelaziz El Matouat
  (ReDIF-paper, ulb:ulbeco:2013/2153)
• A simple proof of asymptotic normality for simple serial rank statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Catherine Vermandele
  (ReDIF-paper, ulb:ulbeco:2013/2155)
• Is 131,000 a large sample size? a numerical study of Edgeworth expansions
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Munsup Seoh
  (ReDIF-paper, ulb:ulbeco:2013/2157)
• The efficiency of some nonparametric competitors to correlogram-based methods
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2000)
  by Marc Hallin & Olivier Tribel
  (ReDIF-paper, ulb:ulbeco:2013/2159)
• Kolmogorov-Smirnov tests for AR models based on autoregression rank scores
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Marc Hallin & Faouzi El Bantli
  (ReDIF-paper, ulb:ulbeco:2013/2161)
• Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1984)
  by Marc Hallin & Jean-François Ingenbleek
  (ReDIF-paper, ulb:ulbeco:2013/2165)
• Linear serial rank tests for randomness against ARMA alternatives
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1984)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2167)
• Tests de rangs linéaires pour une hypothèse de bruit blanc
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2169)
• From premium calculation to premium rating
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2171)
• Tests de rangs quadratiques pour une hypothèse de bruit blanc
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2173)
• Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2175)
• 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, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2177)
• 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, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin & Jean-François Ingenbleek
  (ReDIF-paper, ulb:ulbeco:2013/2179)
• Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2183)
• Fractions continuées matricielles et matrices-bandes définies positives infinies
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1987)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2185)
• On locally asymptotically maximin tests for ARMA processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2187)
• Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2189)
• Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2191)
• 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, ULB -- Universite Libre de Bruxelles (1994)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2193)
• La recherche opérationnelle par l'exemple II: théorie des graphes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1987)
  by Marc Hallin & Jean-Jacques Droesbeke & Claude Lefèvre
  (ReDIF-paper, ulb:ulbeco:2013/2195)
• La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin & Jean-Jacques Droesbeke & Claude Lefèvre
  (ReDIF-paper, ulb:ulbeco:2013/2197)
• Nonstationary first-order moving average processes: the model-building problem
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1981)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2199)
• The model-building problem for nonstationary multivariate autoregressive processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1982)
  by Marc Hallin & Jean-François Ingenbleek
  (ReDIF-paper, ulb:ulbeco:2013/2201)
• Nonstationary second-order moving average processes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1982)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2203)
• Nonstationary second-order moving average processes II: model-building and invertibility
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1983)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2205)
• A Chernoff-Savage result for serial signed rank statistics
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1993)
  by Marc Hallin & Jelloul Allal
  (ReDIF-paper, ulb:ulbeco:2013/2207)
• Tests sans biais, tests de permutation, tests invariants, tests de rangs
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2209)
• Eléments de la théorie asymptotique des expériences statistiques
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2211)
• Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin & Philippe Barbe
  (ReDIF-paper, ulb:ulbeco:2013/2213)
• Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1996)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2215)
• Unimodality and the asymptotics of M-estimators
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997)
  by Marc Hallin & Ivan Mizera
  (ReDIF-paper, ulb:ulbeco:2013/2217)
• Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/2219)
• Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1998)
  by Marc Hallin & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/2221)
• Rank tests
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2223)
• 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, ULB -- Universite Libre de Bruxelles (2002)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2225)
• Rank tests for time-series analysis: a survey
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2229)
• Modèles non stationnaires-Séries univariées et multivariées
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1984)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2231)
• Locally asymptotically optimal tests for randomness
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1986)
  by Marc Hallin & Madan Lal Puri
  (ReDIF-paper, ulb:ulbeco:2013/2233)
• Optimal detection of periodicities in vector autoregressive models
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
  by Marc Hallin & Soumia Lotfi
  (ReDIF-paper, ulb:ulbeco:2013/2235)
• Jeux à information incomplète
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1972)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2243)
• Jeux de survie économique et théorie moderne du risque
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1973)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2245)
• Stratégies subjectivement mixtes
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1973)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2247)
• Caractérisation des échelles de production optimales en avenir déterministe
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1973)
  by Marc Hallin & K. De Vries & J. Lemaire
  (ReDIF-paper, ulb:ulbeco:2013/2249)
• Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1977)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2253)
• 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, ULB -- Universite Libre de Bruxelles (1980)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2257)
• 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, ULB -- Universite Libre de Bruxelles (1980)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2259)
• Une propriété des opérateurs moyenne-mobile: mélanges offerts au Professeur P.P. Gillis à l'occasion de son 70e anniversaire
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1982)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2261)
• Modèles non stationnaires-Séries univariées et multivariées
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1988)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/2263)
• Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1995)
  by Marc Hallin & Khalid Rifi
  (ReDIF-paper, ulb:ulbeco:2013/2265)
• Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006)
  by Marc Hallin & Catherine Vermandele & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/5422)
• Discussion of Quantile autoregression, by Koenker and Xiao
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006)
  by Marc Hallin & Bas Werker
  (ReDIF-paper, ulb:ulbeco:2013/5428)
• Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007)
  by Marc Hallin
  (ReDIF-paper, ulb:ulbeco:2013/6996)
• Generalized dynamic factor models and volatilities: recovering the market volatility shocks
  Econometrics Journal, Royal Economic Society (2016)
  by Matteo Barigozzi & Marc Hallin
  (ReDIF-article, wly:emjrnl:v:19:y:2016:i:1:p:c33-c60)
• A Berry-Ess\'een Theorem for Serial Rank Statistics
  SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1995)
  by Hallin, M. & Rifi, K.
  (ReDIF-paper, zbw:sfb373:199530)