Narrow search
Showing 1 - 10 of 22
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/10010063348
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. 50-68
Persistent link: https://www.econbiz.de/10009996202
Cover Image
Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk
Paindaveine, Davy - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1504-1512
Persistent link: https://www.econbiz.de/10008376196
Cover Image
Procédures optimales fondées sur les rangs multivariés
Paindaveine, Davy - In: Journal de la Société Française de Statistique 144 (2003) 4, pp. 25-66
Persistent link: https://www.econbiz.de/10006758881
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
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
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
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. 231-256
Persistent link: https://www.econbiz.de/10006757707
Cover Image
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