Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (89)
  1. 67. Hallin, M., Mathias, C., Pirotte, H., & Veredas, D. (2011). Market liquidity as dynamic factors. (Journal of Econometrics No 163, 42-50).
  2. 68. Cassart, D., Hallin, M., & Paindaveine, D. (2010). On the estimation of cross-information quantities in rank-based inference. (ECARES Working Papers No ECARES 2010-010). ECARES.
  3. 69. Bennala, N., Hallin, M., & Paindaveine, D. (2010). Rank‐based Optimal Tests for Random Effects in Panel Data. (ECARES Working Papers No ECARES 2010-018).
  4. 70. Hallin, M., van den Akker, R., & Werker, B. (2009). A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests. (ECARES Working papers No 2009_001).
  5. 71. Hallin, M., Paindaveine, D., & Verdebout, T. (2009). Optimal rank-based testing for principal component. (ECARES Working Papers No 2009_013). ECARES.
  6. 72. Hallin, M. (2008). On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance. (ECARES Working papers No 2008_039).
  7. 73. Hallin, M., Paindaveine, D., & Siman, M. (2008). Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth. (ECARES Working Papers No 2008_042). ECARES.
  8. 74. Hallin, M., & Liska, R. (2008). Dynamic Factors in the Presence of Block Structure. (ECARES Working papers No 2008_012).
  9. 75. Hallin, M., Vermandele, C., & Werker, B. (2004). Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models. (CentER Discussion Paper Series). Tilburg University, CentER.
  10. 76. Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2003). The generalised dynamic factor model: one sided estimation and forecasting. (LEM Papers Series No 2003/13). Laboratory of Economics and Management, Sant'Anna school of advanced studies, Pisa, Italy.
  11. 77. Hallin, M., Vermandele, C., & Werker, B. (2003). Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality. (Technical Report Series). UCL, Institut de Statistique.
  12. 78. Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2002). The generalised dynamic factor model: one sided estimation and forecasting. (CEPR Discussion Papers No 3432).
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