Marc Hallin

The Generalized Dynamic-Factor Model: Identification and Estimation

Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.7K citations · Full text

Dynamic Economic Model, Economics, Latent Modeling +14

The Generalized Dynamic Factor Model

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 849 citations

Forecasting Methodology, Engineering, Factor Models +16

Determining the Number of Factors in the General Dynamic Factor Model

Marc Hallin, Roman Liška · Journal of the American Statistical Association · 2007 · 577 citations

The generalized dynamic factor model consistency and rates

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of Econometrics · 2003 · 309 citations · Full text

Dynamic Economic Model, Latent Modeling, Factor Models +3

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

Marc Hallin, Davy Paindaveine, Miroslav Šiman · The Annals of Statistics · 2010 · 248 citations · Full text