Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (89)
55.
Hallin, M., Swan, Y., & Verdebout, T. (2013). A Serial Version of Hodges and Lehmann's "6/pi Result". (ECARES Working Papers No ECARES 2013-17).
56.
Hallin, M., Paindaveine, D., & Verdebout, T. (2013). Efficient R-Estimation of Principal and Common Principal Components. (ECARES Working Papers No ECARES 2013-18).
57.
Hallin, M., & Lippi, M. (2013). Factor Models in High-Dimensional Time Series: A Time-Domain Approach. (ECARES Working Papers No ECARES 2013-15).
58.
Hallin, M., Moreira J., M., & Onatski, A. (2013). Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (ECARES Working Papers No ECARES 2013-04).
59.
Forni, M., Hallin, M., Lippi, M., & Zaffaroni, P. (2012). Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (ECARES Working Papers No ECARES 2012-046).
60.
Hallin, M., van den Akker, R., & Werker, B. (2012). Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models. (ECARES Working Papers No ECARES 2012-042).
61.
Onatski, A., Moreira J., M., & Hallin, M. (2012). Signal Detection in High Dmension: The Multispiked Case. (ECARES Working Papers No ECARES 2012-036).
62.
Hallin, M., Lu, Z., Paindaveine, D., & Siman, M. (2012). Local Constant and Local Bilinear Multiple-Output Quantile Regression. (ECARES Working Papers No ECARES 2012-003).
63.
Dette, H., Hallin, M., Kley, T., & Volgushev, S. (2011). Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis. (ECARES Working Papers No ECARES 2011-038).
64.
Hallin, M., Paindaveine, D., & Verdebout, T. (2011). Optimal Rank-Based Tests for Common Principal Components. (ECARES Working Papers No ECARES 2011-032).
65.
Onatski, A., Moreira J., M., & Hallin, M. (2011). Asymptotic Power of Sphericity Tests for High-Dimensional Data. (ECARES Working Papers No ECARES 2011-018).
66.
Forni, M., Hallin, M., Lippi, M., & Zaffaroni, P. (2011). One-Sided Representations of Generalized Dynamic Factor Models. (ECARES Working Papers No ECARES 2011-019).