Marc Hallin

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Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Marco LippiProfessor MacroeconomicsVerified email at eief.it
Mario FORNIProfessor of Econometrics, University of Modena and Reggio EmiliaVerified email at unimore.it
Madan PuriProfessor of Mathematics / College Arts & Sciences Distinguished Research Scholar, Indiana Univ.Verified email at indiana.edu
Lucrezia ReichlinProfessor of economics, London Business SchoolVerified email at london.edu
Thomas VerdeboutProfessor (chargé de cours), Université libre de BruxellesVerified email at ulb.ac.be
Zudi LuUniversity of Southampton, S3RI and School of Mathematical SciencesVerified email at soton.ac.uk
DetteProfessor für MathematikVerified email at rub.de
Guy MélardUniversité libre de BruxellesVerified email at ulb.ac.be
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di BolognaVerified email at unibo.it
Stanislav VolgushevUniversity of TorontoVerified email at utstat.toronto.edu
Paolo ZaffaroniProfessor of Financial EconometricsVerified email at imperial.ac.uk
Marcelo J. MoreiraFGVVerified email at fgv.br
Eustasio del BarrioIMUVA, Universidad de ValladolidVerified email at eio.uva.es
Alexei OnatskiUniversity of CambridgeVerified email at cam.ac.uk
Siegfried HörmannInstitut of Statistics, Graz University of TechnologyVerified email at tugraz.at
David VeredasVlerick Business SchoolVerified email at vlerick.com
Christophe LeyProfessor of Applied Statistics at University of LuxembourgVerified email at uni.lu
Ramon van den AkkerTilburg UniversityVerified email at uvt.nl
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	2308	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	1139	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	628*	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	400	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	391	2004
Coincident and leading indicators for the euro area M Forni, M Hallin, M Lippi, L Reichlin The Economic Journal 111 (471), 62-85, 2001	292	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	228	2010
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	221	2001
Monge-Kantorovich depth, quantiles, ranks, and signs V Chernozhukov, A Galichon, M Hallin, M Henry Annals of Statistics 45, 223-256, 2017	204	2017
Dynamic functional principal components S Hörmann, Ł Kidziński, M Hallin Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2015	183	2015
Local linear spatial regression M Hallin, Z Lu, LT Tran Annals of Statistics 32 (6), 2469-2500, 2004	160	2004
Linear serial rank tests for randomness against ARMA alternatives M Hallin, JF Ingenbleek, ML Puri Annals of Statistics 13, 1156--1181, 1985	156	1985
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	151	2006
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks M Hallin, D Paindaveine Annals of Statistics, 1103-1133, 2002	151	2002
Asymptotic power of sphericity tests for high-dimensional data M Hallin, A Onatski, M Moreira Annals of Statistics 41, 1204-1231, 2013	138*	2013
Aligned rank tests for linear models with autocorrelated error terms M Hallin, ML Puri Journal of Multivariate Analysis 50, 175-237, 1994	138	1994
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	137	2015
Local linear spatial quantile regression M Hallin, Z Lu, K Yu Bernoulli 15 (3), 659-686, 2009	125	2009
Semi-parametric efficiency, distribution-freeness, and invariance M Hallin, BJM Werker Bernoulli 9 (1), 137-165, 2003	113	2003
Dynamic factors in the presence of block structure M Hallin, R Liška Journal of Econometrics 163 (1), 29-41, 2011	110	2011

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