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 3 11 57
A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 2 14 14 3 7 23 23
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 1 18 18 2 6 41 41
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 3 6 22 179
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 5 22 113
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 0 4 210
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 1 3 4 59 4 9 44 383
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 1 1 11 136 7 15 94 1,073
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 5 22 183 5 17 74 559
Dynamic Factors in the Presence of Block Structure 3 3 13 29 5 6 34 40
Dynamic Factors in the Presence of Block Structure 5 9 33 72 7 21 84 132
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 3 10 46 214 11 20 102 624
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 1 3 9 463
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 4 15 111
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 3 41
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 4 218
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 1 3 13 200
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 1 1 12 229
Market Liquidity as Dynamic Factors 3 9 31 31 9 24 81 81
Multivariate Quantiles and Multiple-Output Regression Quantiles: From L1 Optimization to Halfspace Depth 4 6 41 41 10 21 61 61
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 0 2 211
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 0 1 30
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 1 2 15 15 2 6 31 31
Optimal Rank-Based Testing for Principal Component 2 6 15 15 4 10 24 24
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 5 12 37 371
Reference Cycles: The NBER Methodology Revisited 2 8 38 151 6 19 90 374
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 0 6 222
Semiparametrically efficient inference based on signs and ranks for median restricted models 1 3 7 45 2 10 22 155
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 1 4 8 68 5 14 37 465
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 0 9 38
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 6 8 55 237
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 17 35 151 664 24 62 278 1,366
The Generalized Dynamic Factor Model: Identification and Estimation 29 67 198 588 47 118 351 1,345
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 3 9 51 241
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 3 10 43 240 10 31 116 631
Total Working Papers 76 184 708 2,584 183 470 1,863 10,579

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 2 5 7 0 5 17 36
Adaptive Estimation of the Lag of a Long–memory Process 0 0 2 2 0 0 6 12
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 1 1 1 0 3 5 5
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 2 3 5 5 3 5 16 16
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 1 1 0 1 9 9
Characterization of error distributions in time-series regression models 0 0 2 2 0 1 7 7
Comment 0 0 0 4 0 0 0 11
Determining the Number of Factors in the General Dynamic Factor Model 5 10 45 56 10 23 81 97
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 1 6 33 1 2 13 150
Do financial variables help forecasting inflation and real activity in the euro area? 2 4 18 70 3 5 35 201
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 1 2 8 14 2 3 17 34
Kernel density estimation for spatial processes: the L1 theory 0 1 8 8 0 3 20 20
L1-estimation in linear models with heterogeneous white noise 0 0 10 10 1 2 21 21
Local asymptotic normality of multivariate ARMA processes with a linear trend 1 1 4 14 2 3 11 24
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 1 1 1 0 2 2 2
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 1 1 1 1 7 7
Nonstationary Yule-Walker equations 3 4 20 20 5 10 77 77
Nonuniform Bounds for Nonparametric t-Tests 0 0 1 1 0 1 2 2
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 2 2 0 0 5 5
Optimal tests for homogeneity of covariance, scale, and shape 1 3 9 9 8 21 89 89
Rank-based partial autocorrelations are not asymptotically distribution-free 1 3 4 4 2 5 8 8
Semiparametrically efficient inference based on signs and ranks for median-restricted models 0 1 2 6 1 3 16 22
Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series 0 2 5 47 3 8 32 211
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 1 1 1 0 3 6 6
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 7 18 47 98 11 32 92 193
The Generalized Dynamic-Factor Model: Identification And Estimation 13 34 87 424 23 58 168 1,033
The generalized dynamic factor model consistency and rates 3 7 24 83 4 9 37 201
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 1 3 3 1 2 13 13
Total Journal Articles 39 100 322 927 81 211 812 2,512

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Statistics updated 2009-11-04