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The generalized dynamic factor model consistency and rates
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of econometrics 119 (2004) 2, pp. 231-256
Persistent link: https://www.econbiz.de/10006757707
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One-step R-estimation in linear models with stable errors
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10010063348
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Market liquidity as dynamic factors
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-51
Persistent link: https://www.econbiz.de/10009017644
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Dynamic factors in the presence of blocks
Hallin, Marc; Liška, Roman - In: Journal of econometrics 163 (2011) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10009017645
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A class of simple distribution-free rank-based unit root tests
Hallin, Marc; van den Akker, Ramon; Werker, Bas J.M. - In: Journal of econometrics 163 (2011) 2, pp. 200-215
Persistent link: https://www.econbiz.de/10009163368
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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. 50-68
Persistent link: https://www.econbiz.de/10009996202
Cover Image
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
Cover Image
One-step R-estimation in linear models with stable errors
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10009706209
Cover Image
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
Cover Image
Market liquidity as dynamic factors
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-50
Persistent link: https://www.econbiz.de/10009270591