Marc Hallin

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Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Mario FORNIProfessor of Econometrics, University of Modena and Reggio EmiliaVerified email at unimore.it
Marco LippiProfessor MacroeconomicsVerified email at eief.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
Bas WerkerProfessor of Finance and Econometrics, Tilburg UniversityVerified email at tilburguniversity.edu
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di BolognaVerified email at unibo.it
Zudi LuCity University of Hong Kong, Department of BiostatisticsVerified email at cityu.edu.hk
Thomas VerdeboutProfessor, Université libre de BruxellesVerified email at ulb.ac.be
DetteProfessor für MathematikVerified email at rub.de
Guy MélardUniversité libre de BruxellesVerified email at ulb.ac.be
Paolo ZaffaroniProfessor of Financial EconometricsVerified email at imperial.ac.uk
Tobias KleyGeorg-August-Universität GöttingenVerified email at uni-goettingen.de
Eustasio del BarrioIMUVA, Universidad de ValladolidVerified email at eio.uva.es
Marcelo J. MoreiraFGVVerified email at fgv.br
Stanislav VolgushevUniversity of TorontoVerified email at utstat.toronto.edu
Christophe LeyProfessor of Applied Statistics at University of LuxembourgVerified email at uni.lu
Siegfried HörmannInstitut of Statistics, Graz University of TechnologyVerified email at tugraz.at
Ivan MizeraVerified email at ualberta.ca
Alexei OnatskiUniversity of CambridgeVerified email at cam.ac.uk

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	2472	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	1228	2005
Journal of the American Statistical Association: Comments on ``Quantile Autoregression'' J Fan, Y Fan, K Knight, M Hallin, BJM Werker, CM Hafner, OB Linton, ... Journal of the American Statistical Association 101 (475), 991-1006, 2006	784*	2006
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	716*	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	430	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	422	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	315	2001
Monge-Kantorovich depth, quantiles, ranks, and signs V Chernozhukov, A Galichon, M Hallin, M Henry Annals of Statistics 45, 223-256, 2017	300	2017
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	272	2010
Dynamic functional principal components S Hörmann, Ł Kidziński, M Hallin Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015	244	2015
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	224	2001
Distribution and quantile functions, ranks and signs in dimension d: a measure transportation approach M Hallin, E Del Barrio, J Cuesta-Albertos, C Matrán Annals of Statistics 49 (2), 1139-1165, 2021	185*	2021
Local linear spatial regression M Hallin, Z Lu, LT Tran Annals of Statistics 32 (6), 2469-2500, 2004	177	2004
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	165	2015
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	164	2006
Linear serial rank tests for randomness against ARMA alternatives M Hallin, JF Ingenbleek, ML Puri Annals of Statistics 13, 1156--1181, 1985	164	1985
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks M Hallin, D Paindaveine The Annals of Statistics 30 (4), 1103-1133, 2002	162	2002
Asymptotic power of sphericity tests for high-dimensional data M Hallin, A Onatski, M Moreira Annals of Statistics 41, 1204-1231, 2013	158*	2013
Local linear spatial quantile regression M Hallin, Z Lu, K Yu Bernoulli 15 (3), 659-686, 2009	140	2009
Aligned rank tests for linear models with autocorrelated error terms M Hallin, ML Puri Journal of Multivariate Analysis 50, 175-237, 1994	138	1994

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