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person:"Hallin, Marc"
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Search: subject_exact:"Autoregressive model"
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Autoregressive model
3
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Order identification
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Hallin, Marc
Phillips, Peter C. B.
60
Lee, Lung-fei
43
Sun, Yixiao
36
Teräsvirta, Timo
30
Lanne, Markku
23
Baltagi, Badi H.
20
Kapetanios, George
18
Saikkonen, Pentti
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Koopman, Siem Jan
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Rahbek, Anders
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Griffith, Daniel A.
16
Lesage, James P.
16
Blasques, Francisco
15
Franses, Philip Hans
14
Jin, Fei
14
Pesaran, M. Hashem
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Shin, Yongcheol
14
Lieberman, Offer
13
Pitarakis, Jean-Yves
13
Prucha, Ingmar R.
13
Ravazzolo, Francesco
13
Robinson, Peter M.
13
Rossi, Francesca
13
Andrews, Donald W. K.
12
Cavaliere, Giuseppe
12
Dufour, Jean-Marie
12
Kelejian, Harry H.
12
Medeiros, Marcelo C.
12
Bec, Frédérique
11
Gouriéroux, Christian
11
Guggenberger, Patrik
11
Lütkepohl, Helmut
11
Magdalinos, Tassos
11
Sola, Martin
11
Sul, Donggyu
11
Vogelsang, Timothy J.
11
Wang, Hansheng
11
Clements, Michael P.
10
Dijk, Dick van
10
Dueker, Michael
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652755
Saved in:
2
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie
;
Farhat, Abdeljelil
;
Hallin, Marc
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10003228631
Saved in:
3
Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
Hallin, Marc
;
El Bantli, Faouzi
-
Solvay Brussels School of Economics and Management, …
-
2001
Persistent link: https://www.econbiz.de/10011011532
Saved in:
4
Rank-based partial autocorrelations are not asymptotically distribution-free
Hallin, Marc
;
Garel, Bernard
-
Solvay Brussels School of Economics and Management, …
-
2000
Persistent link: https://www.econbiz.de/10011011460
Saved in:
5
Rank-Based Autoregressive Order Identification
Hallin, Marc
;
Garel, Bernard
-
Solvay Brussels School of Economics and Management, …
-
1999
Persistent link: https://www.econbiz.de/10011011729
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