//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Multivariate Analyse"
~subject:"Panel study"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Hallin, Marc"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
Panel study
Time series analysis
20
Zeitreihenanalyse
20
Theorie
17
Theory
17
Factor analysis
9
Faktorenanalyse
9
Estimation theory
8
Schätztheorie
8
Volatility
8
Volatilität
8
Forecasting model
6
Prognoseverfahren
6
ARCH model
5
ARCH-Modell
5
Dynamische Wirtschaftstheorie
5
Economic dynamics
5
Economic indicator
5
Wirtschaftsindikator
5
Dynamic factor models
4
EU countries
3
EU-Staaten
3
Estimation
3
High-dimensional time series
3
Multivariate analysis
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Correlation
2
Dimension reduction
2
Financial market
2
Finanzmarkt
2
Forecast
2
Generalized dynamic factor models
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Large panels
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
20
Working Paper
20
Graue Literatur
18
Non-commercial literature
18
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Hallin, Marc
5
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Trucíos, Carlos
2
Bennala, Nezar
1
Forni, Mario
1
Lippi, Marco
1
Paindaveine, Davy
1
Reichlin, Lucrezia
1
Saidi, Abdessamad
1
Zevallos, Mauricio
1
more ...
less ...
Published in...
All
Journal of econometrics
2
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
3
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar
;
Hallin, Marc
;
Paindaveine, Davy
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
Saved in:
4
Optimal tests of noncorrelation between multivariate time series
Hallin, Marc
;
Saidi, Abdessamad
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
479
,
pp. 938-951
Persistent link: https://www.econbiz.de/10003568026
Saved in:
5
The generalized dynamic factor model consistency and rates
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001956174
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->