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Marc Hallin

Global rank #2864 96%

Institution: Université Libre de Bruxelles

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1991

Most Recent: 2025

RePEc ID: pha368 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.34 2.41 0.00 5.09
Last 10 Years 0.00 6.54 2.41 0.00 15.48
All Time 0.00 12.57 7.11 0.00 32.24

Publication Statistics

Raw Publications 28
Coauthorship-Adjusted Count 19.76

Publications (28)

Year Article Journal Tier Authors
2025 Nonparametric Multiple-Output Center-Outward Quantile Regression Journal of the American Statistical Association B 3
2024 Inferential theory for generalized dynamic factor models Journal of Econometrics A 4
2023 Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA Journal of the American Statistical Association B 3
2022 Center-Outward R-Estimation for Semiparametric VARMA Models Journal of the American Statistical Association B 3
2022 Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach Journal of Business & Economic Statistics A 6
2021 Time-varying general dynamic factor models and the measurement of financial connectedness Journal of Econometrics A 4
2021 Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting International Journal of Forecasting B 5
2020 Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals Journal of Econometrics A 2
2020 A Simple R-estimation method for semiparametric duration models Journal of Econometrics A 2
2017 Generalized dynamic factor models and volatilities: estimation and forecasting Journal of Econometrics A 2
2017 Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis Journal of Econometrics A 4
2017 R-estimation in semiparametric dynamic location-scale models Journal of Econometrics A 2
2016 Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank Journal of Econometrics A 3
2015 Dynamic factor models with infinite-dimensional factor spaces: One-sided representations Journal of Econometrics A 4
2015 <italic>R</italic>-Estimation for Asymmetric Independent Component Analysis Journal of the American Statistical Association B 2
2014 Efficient R-Estimation of Principal and Common Principal Components Journal of the American Statistical Association B 3
2013 One-step R-estimation in linear models with stable errors Journal of Econometrics A 4
2012 Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels Journal of Econometrics A 3
2011 Dynamic factors in the presence of blocks Journal of Econometrics A 2
2011 Market liquidity as dynamic factors Journal of Econometrics A 4
2011 A class of simple distribution-free rank-based unit root tests Journal of Econometrics A 3
2006 Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series Journal of Econometrics A 3
2004 The generalized dynamic factor model consistency and rates Journal of Econometrics A 4
2003 Do financial variables help forecasting inflation and real activity in the euro area? Journal of Monetary Economics A 4
2000 The Generalized Dynamic-Factor Model: Identification And Estimation Review of Economics and Statistics A 4
1996 Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches Econometric Theory B 2
1992 Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications Econometric Theory B 2
1991 Nonuniform Bounds for Nonparametric t-Tests Econometric Theory B 2