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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
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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
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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
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La Conférence Lucien le Cam et les Journées de Statistique
Hallin, Marc - In: Journal de la Société Française de Statistique 145 (2004) 1, pp. 3-6
Persistent link: https://www.econbiz.de/10006754818
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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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Séquences généralisées: un outil pour l'analyse des séries hétéroscédatiques?
Hallin, Marc - In: Journal de la Société de Statistique de Paris 135 (1994) 3, pp. 7-20
Persistent link: https://www.econbiz.de/10006804503
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THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: The review of economics and statistics 82 (2000) 4, pp. 540-554
Persistent link: https://www.econbiz.de/10006382808
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Locally Optimal Tests against Periodical Autoregression: Parametric and Nonparametric Approaches
Bentarzi, Mohamed; Hallin, Marc - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10007001132
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Do financial variables help forecasting inflation and real activity in the euro area?
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of monetary economics 50 (2003) 6, pp. 1243-1256
Persistent link: https://www.econbiz.de/10007654228
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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