Access Statistics for Marc Hallin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Berry-Ess\'een Theorem for Serial Rank Statistics 0 0 0 0 0 1 7 45
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 3 5 16 154
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 1 22 89
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 0 9 206
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 2 3 6 55 5 11 56 335
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 1 4 26 124 6 34 237 968
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 4 7 24 158 11 30 101 476
Dynamic Factors in the Presence of Block Structure 4 16 29 29 11 27 33 33
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 5 7 27 164 9 15 83 512
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 1 2 13 453
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 3 5 25 96
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 8 37
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 10 213
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 2 10 187
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 0 1 16 216
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 1 1 6 208
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 1 1 4 29
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 3 11 54 330
Reference Cycles: The NBER Methodology Revisited 2 7 31 112 6 19 64 279
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 1 1 6 215
Semiparametrically efficient inference based on signs and ranks for median restricted models 0 1 6 38 1 4 18 132
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 3 4 13 60 6 13 62 428
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 1 1 4 28
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 3 9 50 180
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 17 41 148 506 27 79 298 1,074
The Generalized Dynamic Factor Model: Identification and Estimation 14 36 115 378 26 75 239 976
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 8 21 51 189
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 3 8 34 195 9 23 91 508
Total Working Papers 55 134 459 1,820 143 394 1,593 8,596

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Berry-Esséen Theorem for Serial Rank Statistics 0 0 1 1 3 6 14 14
Adaptive Estimation of the Lag of a Long–memory Process 0 0 0 0 0 0 5 5
Comment 1 1 3 4 1 2 5 11
Determining the Number of Factors in the General Dynamic Factor Model 6 9 9 9 8 14 14 14
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 6 27 4 6 32 136
Do financial variables help forecasting inflation and real activity in the euro area? 1 2 6 50 3 7 22 163
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 3 5 5 2 7 16 16
Local asymptotic normality of multivariate ARMA processes with a linear trend 1 2 9 9 1 2 12 12
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 0 0 0 0 0 0
Semiparametrically efficient inference based on signs and ranks for median-restricted models 1 1 3 3 3 3 5 5
Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series 0 1 9 39 6 11 36 168
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 5 10 38 45 9 27 73 92
The Generalized Dynamic-Factor Model: Identification And Estimation 6 13 47 330 11 29 115 851
The generalized dynamic factor model consistency and rates 2 5 22 58 6 14 54 160
Total Journal Articles 23 47 158 580 57 128 403 1,647

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Statistics updated 2008-10-02