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Hallin, Marc
8
Werker, Bas
7
Vermandele, Catherine
2
Ferguson, Thomas S.
1
Genest, Christian
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Koell, Christophe
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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Discussion paper / Center for Economic Research, Tilburg University
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Insurance / Mathematics & economics
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Journal of Multivariate Analysis
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Statistics & Probability Letters
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Kendall's tau for serial dependence
Hallin, Marc
;
Ferguson, Thomas S.
;
Genest, Christian
-
Solvay Brussels School of Economics and Management, …
-
2000
Persistent link: https://www.econbiz.de/10008590461
Saved in:
2
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
Hallin, Marc
;
Vermandele, Catherine
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
2006
Persistent link: https://www.econbiz.de/10008530908
Saved in:
3
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
Hallin, Marc
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
1998
Persistent link: https://www.econbiz.de/10008531076
Saved in:
4
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
Hallin, Marc
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
1998
Persistent link: https://www.econbiz.de/10008531266
Saved in:
5
Discussion of Quantile autoregression, by Koenker and Xiao
Hallin, Marc
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
2006
Persistent link: https://www.econbiz.de/10008576009
Saved in:
6
Semiparametric efficiency, distribution-freeness, and invariance
Hallin, Marc
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
2003
Persistent link: https://www.econbiz.de/10008590111
Saved in:
7
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models
Hallin, Marc
;
Vermandele, Catherine
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
2008
Persistent link: https://www.econbiz.de/10008590206
Saved in:
8
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
Hallin, Marc
;
Koell, Christophe
;
Werker, Bas
-
Solvay Brussels School of Economics and Management, …
-
2000
Persistent link: https://www.econbiz.de/10008590293
Saved in:
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