Narrow search
Showing 1 - 9 of 9
Cover Image
Theory and Methods - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10006606305
Cover Image
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10003107697
Cover Image
Theory and Methods - Rank-Based Autoregressive Order Identification
Garel, Bernard; Hallin, Marc - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1357-1371
Persistent link: https://www.econbiz.de/10006625891
Cover Image
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, With Statistical Applications
Dufour, Jean-Marie; Hallin, Marc - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 1026-1033
Persistent link: https://www.econbiz.de/10006638802
Cover Image
Theory and Methods - Determining the Number of Factors in the General Dynamic Factor Model
Hallin, Marc; Liska, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617
Persistent link: https://www.econbiz.de/10007741786
Cover Image
Theory and Methods - 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/10007861935
Cover Image
Theory and Methods - Comment - Quantile Autoregression
Hallin, Marc; Werker, Bas J.M. - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 996-997
Persistent link: https://www.econbiz.de/10007292904
Cover Image
Determining the number of factors in the general dynamic factor model
Hallin, Marc; Liška, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617
Persistent link: https://www.econbiz.de/10003490434
Cover Image
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