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Consistent distribution-free affine-invariant tests for the validity of independent component models
Hallin, Marc; Meintanis, Simos G.; Nordhausen, Klaus - 2024
Persistent link: https://www.econbiz.de/10014473311
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Monotone measure-preserving maps in Hilbert spaces : existence, uniqueness, and stability
González-Sanz, Alberto; Hallin, Marc; Sen, Bodhisattva - 2023
Persistent link: https://www.econbiz.de/10014283724
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The dynamic, the static, and the weak factor models and the analysis of high-dimensional time series
Barigozzi, Matteo; Hallin, Marc - 2024
Persistent link: https://www.econbiz.de/10015050256
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Nonparametric multiple-output center-outward quantile regression
Barrio, Eustasio del; Gonzalez-Sanz, Alberto; Hallin, Marc - 2022
Persistent link: https://www.econbiz.de/10013207733
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Nonparametric measure-transportation-based methods for directional data
Hallin, Marc; Liu, Hang; Verdebout, Thomas - 2022
Persistent link: https://www.econbiz.de/10013208921
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10013424011
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Inferential theory for generalized dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; … - In: Journal of econometrics 239 (2024) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10015074449
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Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo; Hallin, Marc - 2014
Persistent link: https://www.econbiz.de/10010483698