Marc Hallin
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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
21042000
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
10212005
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
556*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
3632003
The generalized dynamic factor model: consistency and rates
M Forni, M Hallin, M Lippi, L Reichlin
Journal of Econometrics 119 (2), 231-255, 2004
3582004
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
3052001
Coincident and leading indicators for the euro area
M Forni, M Hallin, M Lippi, L Reichlin
The Economic Journal 111 (471), C62-C85, 2001
2882001
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
1792010
Linear serial rank tests for randomness against ARMA alternatives
M Hallin, JF Ingenbleek, ML Puri
Annals of Statistics 13, 1156--1181, 1985
149*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
1362006
Local linear spatial regression
M Hallin, Z Lu, LT Tran
Annals of Statistics 32 (6), 2469-2500, 2004
1342004
Dynamic functional principal components
S Hörmann, Ł Kidziński, M Hallin
Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2015
1272015
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
1272002
Aligned rank tests for linear models with autocorrelated error terms
M Hallin, ML Puri
Journal of Multivariate Analysis 50, 175-237, 1994
1271994
Asymptotic power of sphericity tests for high-dimensional data
M Hallin, A Onatski, M Moreira
Annals of Statistics 41, 1204-1231, 2013
120*2013
Semi-parametric efficiency, distribution-freeness, and invariance
M Hallin, BJM Werker
Bernoulli 9 (1), 137-165, 2003
1122003
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
1052015
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
M Hallin, ML Puri
Time Series, Fuzzy Analysis and Miscellaneous Topics, 58-88, 2011
1012011
Local linear spatial quantile regression
M Hallin, Z Lu, K Yu
Bernoulli 15 (3), 659-686, 2009
1012009
Monge-Kantorovich depth, quantiles, ranks, and signs
V Chernozhukov, A Galichon, M Hallin, M Henry
Annals of Statistics 45, 223-256, 2017
1002017
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