Marc Hallin

Cited by

	All	Since 2019
Citations	14354	5463
h-index	55	36
i10-index	154	100

1100

550

275

825

199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202439 45 32 43 37 55 37 53 67 63 84 131 252 247 342 458 289 447 428 530 530 538 542 549 624 675 811 599 720 864 885 991 1052 930

Public access

View all

56 articles

1 article

available

not available

Based on funding mandates

Co-authors

Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Mario FORNIProfessor of Econometrics, University of Modena and Reggio EmiliaVerified email at unimore.it
Marco LippiProfessor MacroeconomicsVerified email at eief.it
Lucrezia ReichlinProfessor of economics, London Business SchoolVerified email at london.edu
Madan PuriProfessor of Mathematics / College Arts & Sciences Distinguished Research Scholar, Indiana Univ.Verified email at indiana.edu
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di BolognaVerified email at unibo.it
Zudi LuUniversity of Southampton, S3RI and School of Mathematical SciencesVerified email at soton.ac.uk
Thomas VerdeboutProfessor, Université libre de BruxellesVerified email at ulb.ac.be
DetteProfessor für MathematikVerified email at rub.de
Guy MélardUniversité libre de BruxellesVerified email at ulb.ac.be
Paolo ZaffaroniProfessor of Financial EconometricsVerified email at imperial.ac.uk
Eustasio del BarrioIMUVA, Universidad de ValladolidVerified email at eio.uva.es
Marcelo J. MoreiraFGVVerified email at fgv.br
Stanislav VolgushevUniversity of TorontoVerified email at utstat.toronto.edu
Siegfried HörmannInstitut of Statistics, Graz University of TechnologyVerified email at tugraz.at
Christophe LeyProfessor of Applied Statistics at University of LuxembourgVerified email at uni.lu
Ivan MizeraVerified email at ualberta.ca
Alexei OnatskiUniversity of CambridgeVerified email at cam.ac.uk
Ramon van den AkkerTilburg UniversityVerified email at uvt.nl
David VeredasVlerick Business SchoolVerified email at vlerick.com

Marc Hallin

Université libre de Bruxelles

Verified email at ulb.ac.be

mathematical statistics time series multivariate analysis time-series econometrics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
The generalized dynamic-factor model: identification and estimation M Forni, M Hallin, M Lippi, L Reichlin Review of Economics and Statistics 82 (4), 540-554, 2000	2420	2000
The generalized dynamic factor model: one-sided estimation and forecasting M Forni, M Hallin, M Lippi, L Reichlin Journal of the American Statistical Association 100, 830-840, 2005	1201	2005
Journal of the American Statistical Association: Comments on ``Quantile Autoregression'' J Fan, Y Fan, K Knight, M Hallin, BJM Werker, CM Hafner, OB Linton, ... Journal of the American Statistical Association 101 (475), 991-1006, 2006	753*	2006
Determining the number of factors in the general dynamic factor model M Hallin, R Liška Journal of the American Statistical Association 102 (478), 603-617, 2007	698*	2007
Do financial variables help forecasting inflation and real activity in the euro area? M Forni, M Hallin, M Lippi, L Reichlin Journal of Monetary Economics 50 (6), 1243-1255, 2003	423	2003
The generalized dynamic factor model: consistency and rates M Forni, M Hallin, M Lippi, L Reichlin Journal of Econometrics 119 (2), 231-255, 2004	411	2004
Coincident and leading indicators for the euro area M Forni, M Hallin, M Lippi, L Reichlin The Economic Journal 111 (471), 62-85, 2001	311	2001
Monge-Kantorovich depth, quantiles, ranks, and signs V Chernozhukov, A Galichon, M Hallin, M Henry Annals of Statistics 45, 223-256, 2017	272	2017
Multivariate quantiles and multiple-output regression quantiles: from L₁ optimization to halfspace depth [with Discussion and Rejoinder] M Hallin, D Paindaveine, M Šiman The Annals of Statistics, 635-703, 2010	264	2010
Dynamic functional principal components S Hörmann, Ł Kidziński, M Hallin Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015	232	2015
EuroCOIN: a real time coincident indicator of the euro area business cycle F Altissimo, A Bassanetti, R Cristadoro, M Forni, M Hallin, M Lippi, ... Available at SSRN 296860, 2001	221	2001
Local linear spatial regression M Hallin, Z Lu, LT Tran Annals of Statistics 32 (6), 2469-2500, 2004	173	2004
Linear serial rank tests for randomness against ARMA alternatives M Hallin, JF Ingenbleek, ML Puri Annals of Statistics 13, 1156--1181, 1985	163	1985
Semiparametrically efficient rank-based inference for shape. I. Optimal rank-based tests for sphericity M Hallin, D Paindaveine The Annals of Statistics 34 (6), 2707-2756, 2006	160	2006
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks M Hallin, D Paindaveine The Annals of Statistics 30 (4), 1103-1133, 2002	156	2002
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations M Forni, M Hallin, M Lippi, P Zaffaroni Journal of Econometrics 185 (2), 359-371, 2015	155	2015
Asymptotic power of sphericity tests for high-dimensional data M Hallin, A Onatski, M Moreira Annals of Statistics 41, 1204-1231, 2013	153*	2013
Distribution and quantile functions, ranks and signs in dimension d: a measure transportation approach M Hallin, E Del Barrio, J Cuesta-Albertos, C Matrán Annals of Statistics 49 (2), 1139-1165, 2021	152*	2021
Aligned rank tests for linear models with autocorrelated error terms M Hallin, ML Puri Journal of Multivariate Analysis 50, 175-237, 1994	137	1994
Local linear spatial quantile regression M Hallin, Z Lu, K Yu Bernoulli 15 (3), 659-686, 2009	136	2009

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors