Concepedia

Marc Hallin

MH

Statistics

Publications

112

Citations

9K

H-Index

43

Active since

1978

Affiliations

Université Libre de Bruxelles(Current)

Princeton University

Tilburg University

Sapienza University of Rome

Indiana University Bloomington

Marc Hallin is an author at Université Libre de Bruxelles specializing in econometrics, natural sciences, and time series analysis.

ORCID

Publications per year

1978–2023

112

Publications

112

The Generalized Dynamic-Factor Model: Identification and Estimation

Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.8K citations · Full text

, , +14

The Generalized Dynamic Factor Model

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 858 citations

, , +17

Determining the Number of Factors in the General Dynamic Factor Model

Marc Hallin, Roman Liška · Journal of the American Statistical Association · 2007 · 586 citations

, , +11

The generalized dynamic factor model consistency and rates

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of Econometrics · 2003 · 311 citations · Full text

, , +11

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

Marc Hallin, Davy Paindaveine, Miroslav Šiman · The Annals of Statistics · 2010 · 252 citations · Full text

, , +12

1–5 of 112