Marc Hallin

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Marco LippiProfessor MacroeconomicsVerified email at eief.it
Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Mario ForniProfessore di Econometria, Universita' di Modena e Reggio EmiliaVerified email at unimore.it
Lucrezia ReichlinProfessor of economics, London Business SchoolVerified email at london.edu
Madan PuriProfessor of Mathematics / College Arts & Sciences Distinguished Research Scholar, Indiana Univ.Verified email at indiana.edu
Zudi LuUniversity of SouthamptonVerified email at soton.ac.uk
Thomas VerdeboutProfessor (chargé de cours), Université libre de BruxellesVerified email at ulb.ac.be
DetteProfessor für MathematikVerified email at rub.de
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di BolognaVerified email at unibo.it
Guy MélardUniversité libre de BruxellesVerified email at ulb.ac.be
Paolo ZaffaroniProfessor of Financial EconometricsVerified email at imperial.ac.uk
Stanislav VolgushevUniversity of TorontoVerified email at utstat.toronto.edu
Marcelo J. MoreiraFGVVerified email at fgv.br
Tobias KleyLondon School of EconomicsVerified email at lse.ac.uk
Alexei OnatskiUniversity of CambridgeVerified email at cam.ac.uk
Siegfried HörmannInstitut of Statistics, Graz University of TechnologyVerified email at tugraz.at
Eustasio del BarrioIMUVA, Universidad de ValladolidVerified email at eio.uva.es
Ramon van den AkkerTilburg UniversityVerified email at uvt.nl
David VeredasVlerick Business SchoolVerified email at vlerick.com
Ivan MizeraVerified email at ualberta.ca

Marc Hallin

Université libre de Bruxelles

Verified email at ulb.ac.be

mathematical statistics time series multivariate analysis time-series econometrics


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The generalized dynamic-factor model: Identification and estimation M Forni, M Hallin, M Lippi, L Reichlin Review of Economics and Statistics 82 (4), 540-554, 2000	2237	2000
The generalized dynamic factor model: one-sided estimation and forecasting M Forni, M Hallin, M Lippi, L Reichlin Journal of the American Statistical Association 100, 830-840, 2005	1097	2005
Determining the number of factors in the general dynamic factor model M Hallin, R Liška Journal of the American Statistical Association 102 (478), 603-617, 2007	606*	2007
Do financial variables help forecasting inflation and real activity in the euro area? M Forni, M Hallin, M Lippi, L Reichlin Journal of Monetary Economics 50 (6), 1243-1255, 2003	388	2003
The generalized dynamic factor model: consistency and rates M Forni, M Hallin, M Lippi, L Reichlin Journal of Econometrics 119 (2), 231-255, 2004	383	2004
EuroCOIN: a real time coincident indicator of the euro area business cycle F Altissimo, A Bassanetti, R Cristadoro, M Forni, M Hallin, M Lippi, ... Available at SSRN 296860, 2001	309	2001
Coincident and leading indicators for the euro area M Forni, M Hallin, M Lippi, L Reichlin The economic journal 111 (471), C62-C85, 2001	291	2001
Multivariate Quantiles and Multiple-Output Regression Quantiles: from L₁ optimization to halfspace depth [with Discussion and Rejoinder] M Hallin, D Paindaveine, M Šiman The Annals of Statistics, 635-703, 2010	208	2010
Monge-Kantorovich depth, quantiles, ranks, and signs V Chernozhukov, A Galichon, M Hallin, M Henry Annals of Statistics 45, 223-256, 2017	165	2017
Linear serial rank tests for randomness against ARMA alternatives M Hallin, JF Ingenbleek, ML Puri Annals of Statistics 13, 1156--1181, 1985	159*	1985
Dynamic functional principal components S Hörmann, Ł Kidziński, M Hallin Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2015	157	2015
Local linear spatial regression M Hallin, Z Lu, LT Tran The Annals of Statistics 32 (6), 2469-2500, 2004	151	2004
Semiparametrically efficient rank-based inference for shape. I. Optimal rank-based tests for sphericity M Hallin, D Paindaveine The Annals of Statistics 34 (6), 2707-2756, 2006	142	2006
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks M Hallin, D Paindaveine Annals of Statistics, 1103-1133, 2002	142	2002
Aligned rank tests for linear models with autocorrelated error terms M Hallin, ML Puri Journal of Multivariate Analysis 50, 175-237, 1994	135	1994
Asymptotic power of sphericity tests for high-dimensional data M Hallin, A Onatski, M Moreira Annals of Statistics 41, 1204-1231, 2013	132*	2013
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations M Forni, M Hallin, M Lippi, P Zaffaroni Journal of econometrics 185 (2), 359-371, 2015	128	2015
Local linear spatial quantile regression M Hallin, Z Lu, K Yu Bernoulli 15 (3), 659-686, 2009	119	2009
Semi-parametric efficiency, distribution-freeness, and invariance M Hallin, BJM Werker Bernoulli 9 (1), 137-165, 2003	112	2003
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models M Hallin, ML Puri Annals of Statistics 16, 402-432, 1988	109*	1988

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