Marc Hallin
Université Libre de Bruxelles(BE)
Publications by Year
Research Areas
Statistical Methods and Inference, Advanced Statistical Methods and Models, Financial Risk and Volatility Modeling, Statistical Methods and Bayesian Inference, Monetary Policy and Economic Impact
Most-Cited Works
- → The Generalized Dynamic-Factor Model: Identification and Estimation(2000)1,725 cited
- → The Generalized Dynamic Factor Model(2005)849 cited
- → Determining the Number of Factors in the General Dynamic Factor Model(2007)577 cited
- → The generalized dynamic factor model consistency and rates(2003)309 cited
- → Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth(2010)249 cited
- → Coincident and Leading Indicators for the Euro Area(2001)204 cited
- → Dynamic Functional Principal Components