Articles dans des revues avec comité de lecture (188)
76.
Hallin, M., & Paindaveine, D. (2005). Affine-invariant aligned rank tests for the multivariate general linear model with ARMA errors. Journal of Multivariate Analysis, 93, 122-163.
77.
Hallin, M., & Saidi, A. (2005). Testing non-correlation and non-causality between multivariate arma time series. Journal of time series analysis, 26(1), 83-105. doi:10.1111/j.1467-9892.2005.00391.x
78.
Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2004). The generalised dynamic factor model: consistency and rates. Journal of Econometrics, 119(2), 231-255.
79.
Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2004). The generalized dynamic factor model consistency and rates. Journal of econometrics, 119(2), 231-255. doi:10.1016/S0304-4076(03)00196-9
80.
Hallin, M., & Paindaveine, D. (2004). Rank-based optimal tests of the adequacy of an elliptic VARMA model. Annals of Statistics, 32, 2642-2678.
81.
Paindaveine, D., & Hallin, M. (2004). Multivariate signed rank tests in vector autoregressive order identification. Statistical Science, 19, 697-711.
82.
Hallin, M., Lu, Z., & Tran, L. T. (2004). Kernel density estimation for spatial processes: the L1 theory. Journal of Multivariate Analysis, 88, 61-75.
83.
Hallin, M., Lu, Z., & Tran, L. T. (2004). Local linear spatial regression. Annals of Statistics, 32(6), 2469-2500. doi:10.1214/009053604000000850
84.
Akharif, A., & Hallin, M. (2003). Efficient detection of random coefficients in autoregressive models. Annals of statistics, 31(2), 675-704. doi:10.1214/aos/1051027885
85.
Hallin, M., & Akharif, A. (2003). Efficient detection of random coefficients in AR(p) models. Annals of Statistics, 31, 675-704.
86.
Hallin, M., & Werker, B. (2003). Semiparametric efficiency, distribution-freeness, and invariance. Bernoulli, 9, 137-165.
87.
Hallin, M., Forni, M., Lippi, M., & Reichlin, L. (2003). Do financial variables help forecasting inflation and real activity in the Euro area ? Journal of Monetary Economics, 50(6), 1243-1255.