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Tyler shape depth

Paindaveine, Davy; Van Bever, Germain - 2017

Persistent link: https://www.econbiz.de/10011760354

Manfred Deistler and the general-dynamic-factor-model approach to the statistical analysis of high-dimensional time series

Hallin, Marc - In: Econometrics : open access journal 10 (2022) 4, pp. 1-9

For more than half a century, Manfred Deistler has been contributing to the construction of the rigorous theoretical foundations of the statistical analysis of time series and more general stochastic processes. Half a century of unremitting activity is not easily summarized in a few pages. In...

Persistent link: https://www.econbiz.de/10013533262

Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series

Hallin, Marc - 2022

Persistent link: https://www.econbiz.de/10013415114

Locally optimal tests against periodic autoregression : parametric and nonparametric approaches

Bentarzi, Mohamed - In: Econometric theory 12 (1996) 1, pp. 88-112

Persistent link: https://www.econbiz.de/10001201816

Coincident and leading indicators for the Euro area

Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: The economic journal : the journal of the Royal … 111 (2001), pp. 62-85

Persistent link: https://www.econbiz.de/10001581239

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. 1243-1255

Persistent link: https://www.econbiz.de/10001799316

Séquences généralisées : un outil pour l'analyse des séries hétéroscédastiques?

Hallin, Marc - In: Journal de la Société de Statistique de Paris 135 (1994) 3, pp. 7-19

Persistent link: https://www.econbiz.de/10001173934

Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Dufour, Jean-Marie (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002652755

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

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

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