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Marc Hallin

Researcher Next ID · RN-041849

Researcher · Economics, Econometrics and Finance

Université Libre de Bruxelles

Brussels, Czechia

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Accepting doctoral researchersFunding unknown
Works count
527
Citation count
10,190
H-index
45
i10-index
131

Research interests

Economics, Econometrics and Finance
Mathematics
Statistical Methods and Inference
Advanced Statistical Methods and Models
Financial Risk and Volatility Modeling
Statistical Methods and Bayesian Inference
Monetary Policy and Economic Impact

Publications

  • Monge–Kantorovich depth, quantiles, ranks and signs

    DSpace@MIT (Massachusetts Institute of Technology) · 2017

  • Dynamic Functional Principal Components

    Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2014 · 10.1111/rssb.12076

  • Dynamic factor models with infinite-dimensional factor spaces: One-sided representations

    Journal of Econometrics · 2014 · 10.1016/j.jeconom.2013.10.017

  • Asymptotic power of sphericity tests for high-dimensional data

    The Annals of Statistics · 2013 · 10.1214/13-aos1100

  • Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth

    The Annals of Statistics · 2010 · https://doi.org/10.1214/09-aos723

  • Determining the Number of Factors in the General Dynamic Factor Model

    Journal of the American Statistical Association · 2007 · https://doi.org/10.1198/016214506000001275

  • The Generalized Dynamic Factor Model

    Journal of the American Statistical Association · 2005 · https://doi.org/10.1198/016214504000002050

  • Do financial variables help forecasting inflation and real activity in the euro area?

    Journal of Monetary Economics · 2003 · 10.1016/s0304-3932(03)00079-5

  • The generalized dynamic factor model consistency and rates

    Journal of Econometrics · 2003 · https://doi.org/10.1016/s0304-4076(03)00196-9

  • Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks

    The Annals of Statistics · 2002 · 10.1214/aos/1031689019

  • The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

    RePEc: Research Papers in Economics · 2002 · 10.1198/016214504000002050

  • Coincident and Leading Indicators for the Euro Area

    The Economic Journal · 2001 · 10.1111/1468-0297.00620

  • The Generalized Factor Model: Identification and Estimation

    · 2000

  • The Generalized Dynamic-Factor Model: Identification and Estimation

    The Review of Economics and Statistics · 2000 · https://doi.org/10.1162/003465300559037

Current projects

    No projects listed.