Skip to contents

  1. Hallin, Marc [Author]

    Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Brussels, Belgium: ECARES, September 2022

    Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2022,30

  2. Hallin, Marc [Author]

    Manfred Deistler and the general-dynamic-factor-model approach to the statistical analysis of high-dimensional time series

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2022

    Published in: Econometrics ; 10(2022), 4 vom: Dez., Artikel-ID 37, Seite 1-9

  3. Hallin, Marc [Author]

    From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Brussels, Belgium: ECARES, [2018]

    Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2018,12

  4. Hallin, Marc [Author] ; Van den Akker, Ramon [Other]; Werker, Bas J. M. [Other]

    Optimal Pseudo-Gaussian and Rank-Based Tests of the Cointegration Rank in Semiparametric Error-Correction Models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2015]

    Published in: CentER Discussion Paper Series ; No. 2015-001

  5. Hallin, Marc [Author] ; Van den Akker, Ramon [Other]; Werker, Bas J. M. [Other]

    On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2014]

  6. Hallin, Marc [Author] ; Van den Akker, Ramon [Other]; Werker, Bas J. M. [Other]

    A Class of Simple Distribution-Free Rank-Based Unit Root Tests

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2011]

    Published in: CentER Discussion Paper Series ; No. 2011-002 (Revision of 2009-02, 2010-72)

  7. Barigozzi, Matteo [Author] ; Hallin, Marc [Other]; Soccorsi, Stefano [Other]

    Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2017]

  8. Barigozzi, Matteo [Author]; Hallin, Marc [Author]

    The dynamic, the static, and the weak factor models and the analysis of high-dimensional time series

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Brussels, Belgium: ECARES, August 2024

    Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2024,14

  9. Hallin, Marc [Author]; Konen, Dimitri [Author]

    Multivariate quantiles: geometric and measure-transportation-based contours

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Brussels, Belgium: ECARES, October 2023

    Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2023,14

  10. Hallin, Marc [Author]; Mordant, Gilles [Author]

    Center-outward multiple-output Lorenz Curves and Gini Indices : a measure transportation approach

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Brussels, Belgium: ECARES, November 2022

    Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2022,37

  11. Hallin, Marc [Author]; Mordant, Gilles [Author]

    On the finite-sample performance of measure transportation-based multivariate rank tests

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Brussels, Belgium: ECARES, November 2021

    Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2021,24