22
H index
39
i10 index
3865
Citations
Université Libre de Bruxelles | 22 H index 39 i10 index 3865 Citations RESEARCH PRODUCTION: 70 Articles 281 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marc Hallin. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367. Full description at Econpapers || Download paper | |
2021 | Bayesian Inference for Parametric Growth Incidence Curves. (2021). Fourrier-Nicolai, Edwin ; Lubrano, Michel. In: AMSE Working Papers. RePEc:aim:wpaimx:2131. Full description at Econpapers || Download paper | |
2022 | Graphical and uniform consistency of estimated optimal transport plans. (2022). Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022022. Full description at Econpapers || Download paper | |
2022 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2022 | Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578. Full description at Econpapers || Download paper | |
2021 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2022 | Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611. Full description at Econpapers || Download paper | |
2021 | Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2009.06558. Full description at Econpapers || Download paper | |
2022 | Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131. Full description at Econpapers || Download paper | |
2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
2022 | Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783. Full description at Econpapers || Download paper | |
2021 | The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266. Full description at Econpapers || Download paper | |
2021 | Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626. Full description at Econpapers || Download paper | |
2022 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2023 | Cupids Invisible Hand: Social Surplus and Identification in Matching Models. (2021). Salani, Bernard ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2106.02371. Full description at Econpapers || Download paper | |
2021 | The unreasonable effectiveness of optimal transport in economics. (2021). Galichon, Alfred. In: Papers. RePEc:arx:papers:2107.04700. Full description at Econpapers || Download paper | |
2021 | Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
2021 | Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894. Full description at Econpapers || Download paper | |
2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2021). Shang, Han Lin ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:2107.14026. Full description at Econpapers || Download paper | |
2022 | Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773. Full description at Econpapers || Download paper | |
2022 | Scenario generation for market risk models using generative neural networks. (2021). Junike, Gero ; Flaig, Solveig. In: Papers. RePEc:arx:papers:2109.10072. Full description at Econpapers || Download paper | |
2021 | A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950. Full description at Econpapers || Download paper | |
2022 | Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911. Full description at Econpapers || Download paper | |
2021 | CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517. Full description at Econpapers || Download paper | |
2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2021 | Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
2022 | Lorenz map, inequality ordering and curves based on multidimensional rearrangements. (2022). Fan, Yanqin ; Rivero, Jorge A ; Pass, Brendan ; Henry, Marc. In: Papers. RePEc:arx:papers:2203.09000. Full description at Econpapers || Download paper | |
2022 | Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473. Full description at Econpapers || Download paper | |
2022 | Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318. Full description at Econpapers || Download paper | |
2022 | Is climate change time reversible?. (2022). Morana, Claudio ; Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2205.07579. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper | |
2022 | Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691. Full description at Econpapers || Download paper | |
2022 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2022 | Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042. Full description at Econpapers || Download paper | |
2022 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2022 | On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921. Full description at Econpapers || Download paper | |
2022 | Spectral and post-spectral estimators for grouped panel data models. (2022). Manresa, Elena ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2212.13324. Full description at Econpapers || Download paper | |
2023 | Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544. Full description at Econpapers || Download paper | |
2022 | Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561. Full description at Econpapers || Download paper | |
2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. Full description at Econpapers || Download paper | |
2021 | Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21. Full description at Econpapers || Download paper | |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
2021 | Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152. Full description at Econpapers || Download paper | |
2021 | Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168. Full description at Econpapers || Download paper | |
2022 | Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1358. Full description at Econpapers || Download paper | |
2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
2022 | Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78. Full description at Econpapers || Download paper | |
2022 | Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods. (2022). Zhemkov, Michael. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:79-104. Full description at Econpapers || Download paper | |
2021 | FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70. Full description at Econpapers || Download paper | |
2021 | Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706. Full description at Econpapers || Download paper | |
2021 | M?quantile regression for multivariate longitudinal data with an application to the Millennium Cohort Study. (2021). Ranalli, Maria Giovanna ; Marino, Maria Francesca ; Alfo, Marco ; Tzavidis, Nikos ; Salvati, Nicola. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:122-146. Full description at Econpapers || Download paper | |
2022 | Quantile mixed hidden Markov models for multivariate longitudinal data: An application to childrens Strengths and Difficulties Questionnaire scores. (2022). Tzavidis, Nikos ; Petrella, Lea ; Merlo, Luca. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:2:p:417-448. Full description at Econpapers || Download paper | |
2022 | Next generation models for portfolio risk management: An approach using financial big data. (2022). Yu, Seunghyeon ; Kim, Donggyu ; Jung, Kwangmin. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:765-787. Full description at Econpapers || Download paper | |
2021 | Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models. (2021). Nisol, Gilles ; Hormann, Siegfried. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:295-313. Full description at Econpapers || Download paper | |
2021 | Identifiability of structural singular vector autoregressive models. (2021). Braumann, Alexander ; Funovits, Bernd. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:431-441. Full description at Econpapers || Download paper | |
2021 | Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491. Full description at Econpapers || Download paper | |
2021 | Local Whittle estimation of long?range dependence for functional time series. (2021). Shang, Han Lin ; Robinson, Peter M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:685-695. Full description at Econpapers || Download paper | |
2022 | Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29. Full description at Econpapers || Download paper | |
2021 | Preliminary test estimation in uniformly locally asymptotically normal models. (2021). Verdebout, Thomas ; Rasoafaraniaina, Josea ; Paindaveine, Davy. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:689-707. Full description at Econpapers || Download paper | |
2022 | Multivariate conditional transformation models. (2022). Kneib, Thomas ; Barbanti, Luisa ; Hothorn, Torsten ; Klein, Nadja. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:116-142. Full description at Econpapers || Download paper | |
2022 | Economic performance in Africa: The role of fragile financial system. (2022). Inekwe, John Nkwoma. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1910-1936. Full description at Econpapers || Download paper | |
2021 | Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. (2021). Linton, O ; Chen, J ; Li, Y-N., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2150. Full description at Econpapers || Download paper | |
2022 | A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237. Full description at Econpapers || Download paper | |
2022 | A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
2022 | Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730. Full description at Econpapers || Download paper | |
2022 | Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839. Full description at Econpapers || Download paper | |
2021 | Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108. Full description at Econpapers || Download paper | |
2021 | La tasa de cambio y sus impactos en los agregados económicos colombianos: una aproximación FAVAR. (2021). Candelo Viáfara, Juan Manuel ; Oviedo-Gomez, Andres ; Candelo-Viafara, Juan Manuel. In: Revista Facultad de Ciencias Económicas. RePEc:col:000180:019710. Full description at Econpapers || Download paper | |
2021 | What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15978. Full description at Econpapers || Download paper | |
2022 | Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models. (2022). Zakoian, Jean-Michel ; Francq, Christian. In: Working Papers. RePEc:crs:wpaper:2022-06. Full description at Econpapers || Download paper | |
2021 | Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148. Full description at Econpapers || Download paper | |
2021 | Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210. Full description at Econpapers || Download paper | |
2022 | Data depth and multiple output regression, the distorted M-quantiles approach. (2022). Fernandez, Ignacio Cascos ; Ochoa, Maicol Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:35465. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics. (2023). Han, Fang ; Hallin, Marc ; Drton, Mathias ; Shi, Hongjian. In: Working Papers ECARES. RePEc:eca:wpaper:2013/355918. Full description at Econpapers || Download paper | |
2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071. Full description at Econpapers || Download paper | |
2021 | Two sample tests for high-dimensional autocovariances. (2021). Gates, Katheleen M ; Baek, Changryong ; Pipiras, Vladas ; Leinwand, Benjamin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301584. Full description at Econpapers || Download paper | |
2021 | A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network. (2021). Sun, Ying ; Chen, Tianbo ; Li, Ta-Hsin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301602. Full description at Econpapers || Download paper | |
2021 | Robust tests for time series comparison based on Laplace periodograms. (2021). Jin, Lei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000578. Full description at Econpapers || Download paper | |
2022 | Flexible quantile contour estimation for multivariate functional data: Beyond convexity. (2022). Kong, Linglong ; Sun, Ying ; Tu, Wei ; Agarwal, Gaurav. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002346. Full description at Econpapers || Download paper | |
2022 | Multivariate ranks based on randomized lift-interdirections. (2022). Iman, Miroslav ; Hudecova, Arka. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:172:y:2022:i:c:s0167947322000603. Full description at Econpapers || Download paper | |
2022 | Marginal M-quantile regression for multivariate dependent data. (2022). Tzavidis, Nikos ; Salvati, Nicola ; Petrella, Lea ; Merlo, Luca. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000809. Full description at Econpapers || Download paper | |
2022 | A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families. (2022). Chen, Feifei ; ZHU, LI XING ; Meintanis, Simos ; Jimenezgamero, Dolores M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:175:y:2022:i:c:s0167947322001281. Full description at Econpapers || Download paper | |
2022 | Extremal quantile autoregression for heavy-tailed time series. (2022). Zhou, Yuejin ; Wang, Huixia Judy ; He, Fengyang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:176:y:2022:i:c:s0167947322001438. Full description at Econpapers || Download paper | |
2021 | Testing for international business cycles: A multilevel factor model with stochastic factor selection. (2021). Pozzi, Lorenzo ; Everaert, Gerdie ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000695. Full description at Econpapers || Download paper | |
2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
2022 | Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948. Full description at Econpapers || Download paper | |
2021 | Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117. Full description at Econpapers || Download paper | |
2021 | Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059. Full description at Econpapers || Download paper | |
2021 | Determining the number of breaks in large dimensional factor models with structural changes. (2021). Wu, Jian Hong ; Zhou, Ruichao ; Wang, LU. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304675. Full description at Econpapers || Download paper | |
2021 | Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Weidner, Martin ; Chen, Mingli. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:296-324. Full description at Econpapers || Download paper | |
2021 | Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398. Full description at Econpapers || Download paper | |
2021 | Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1987 | Tests non paramétriques optimaux pour le modéle autorégressif dordre un In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
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2020 | Time-varying general dynamic factor models and the measurement of financial connectedness.(2020) In: LIDAM Reprints ISBA. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
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1983 | Nonstationary Yule-Walker equations.(1983) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1998 | Characterization of error distributions in time-series regression models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
1998 | Characterization of error distributions in time-series regression models.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1998 | Characterization of error distributions in time series regression models.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1999 | L1-estimation in linear models with heterogeneous white noise In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
1999 | L1-estimation in linear models with heterogeneous white noise.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2000 | Rank-based partial autocorrelations are not asymptotically distribution-free In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2000 | Rank-based partial autocorrelations are not asymptotically distribution-free.(2000) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Identification of global and local shocks in international financial markets via general dynamic factor models In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 7 |
2019 | Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models.(2019) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
1990 | Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications. In: Universite Libre de Bruxelles - C.E.M.E.. [Citation analysis] | paper | 13 |
1992 | Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1992 | Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1993 | Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications.(1993) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1992 | Rank Tests for Time Series Analysis , A Survey. In: Universite Libre de Bruxelles - C.E.M.E.. [Citation analysis] | paper | 13 |
1992 | Rank tests for time-series analysis: a survey.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1992 | Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend. In: Universite Libre de Bruxelles - C.E.M.E.. [Citation analysis] | paper | 9 |
1995 | Local asymptotic normality of multivariate ARMA processes with a linear trend.(1995) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
1995 | Local asymptotic normality of multivariate ARMA processes with a linear trend.(1995) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
1986 | Tests Non Parametriques Optimaux Pour une Autoregression Dordre Un In: Cahiers de recherche. [Citation analysis] | paper | 0 |
1987 | Tests non paramétriques optimaux pour une autorégression dordre un.(1987) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1989 | On a Conjecture of Edelman on Nonparametric T-Tests In: Cahiers de recherche. [Citation analysis] | paper | 0 |
1989 | ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS.(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1990 | Simple Exact Bounds for Distributions of Linear Signed Rank Statistics. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
1990 | SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS..(1990) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1992 | Simple exact bounds for distributions of linear signed rank statistics.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1991 | An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
1991 | An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1990 | An exponential bound for the permutational distribution of a first-order autocorrelation coefficient.(1990) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1996 | Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 7 |
1996 | Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation.(1996) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1997 | A Berry-Esséen Theorem for Serial Rank Statistics In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 1 |
1997 | A Berry-Esséen theorem for serial rank statistics.(1997) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1995 | A Berry-Ess\een Theorem for Serial Rank Statistics.(1995) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | From Mahalanobis to Bregman via Monge and Kantorovich In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
1998 | Adaptive Estimation of the Lag of a Long–memory Process In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 3 |
1999 | Adaptive estimation of the lag of a long-memory process.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Foreword from the Editors In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 0 |
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2010 | Testing for Common Principal Components under Heterokurticity In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 4 |
2011 | Rank-based testing in linear models with stable errors In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 3 |
2011 | Rank-based testing in linear models with stable errors.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Efficient pseudo-Gaussian and rank-based detection of random regression coefficients In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) In: Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
2011 | A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72).(2011) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2003 | Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality In: Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
2006 | Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2003 | Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality.(2003) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2003 | Semiparametric efficiency, distribution-freeness and invariance In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 18 |
2003 | Semiparametric efficiency, distribution-freeness, and invariance.(2003) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2001 | Coincident and leading indicators for the Euro area In: ULB Institutional Repository. [Citation analysis] | paper | 144 |
1999 | Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
1976 | Subjectively mixed strategies - The public event case In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1977 | Subjectively mixed strategies: the public event case.(1977) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1997 | Non-parametric tests in ar models with applications to climatic data In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1997 | Non-parametric tests in AR models with applications to climatic data.(1997) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1988 | Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2001 | Projection de Hájek et polynômes de Bernstein In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2003 | Efficient detection of random coefficients in autoregressive models In: ULB Institutional Repository. [Citation analysis] | paper | 12 |
1997 | When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2001 | Estimation in autoregressive models based on autoregression rank scores In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2001 | Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2001 | Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions.(2001) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1999 | Rank-Based Autoregressive Order Identification In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
2008 | Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
2010 | Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1989 | Contribution to Discussion of the paper by Bruce and Martin In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
1977 | Etude statistique des facteurs influençant un risque In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1977 | Méthodes statistiques de construction de tarifs In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1978 | Band strategies: the random walk of reserves In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
1980 | Invertibility and generalized invertibility of time-series models In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
1981 | Addendum to Invertibility and generalized invertibility In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1981 | Etude statistique de la probabilité de sinistre en assurance automobile In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1983 | The Swedish automobile portfolio in 1977: a statistical study In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
1984 | Spectral factorization of nonstationary moving average processes In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
1985 | Linear serial rank tests for randomness against ARMA alternatives In: ULB Institutional Repository. [Citation analysis] | paper | 18 |
1984 | Linear serial rank tests for randomness against ARMA alternatives.(1984) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1986 | Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem In: ULB Institutional Repository. [Citation analysis] | paper | 10 |
1986 | On fractional linear bounds for probability generating functions In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1988 | Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
1988 | Rank-based tests for randomness against first-order serial dependence In: ULB Institutional Repository. [Citation analysis] | paper | 11 |
1988 | On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series In: ULB Institutional Repository. [Citation analysis] | paper | 11 |
1990 | Distribution-free tests against serial dependence: signed or unsigned ranks? In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 3 |
1991 | Rank tests for time-series analysis: a bibliographical survey In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1992 | Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
1992 | Optimal rank-based tests against first-order superdiagonal bilinear dependence In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1992 | Some asymptotic results for a broad class of nonparametric statistics In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1994 | Aligned rank tests for linear models with autocorrelated errors In: ULB Institutional Repository. [Citation analysis] | paper | 9 |
1994 | On the Pitman nonadmissibility of correlogram-based time series methods In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
1995 | A multivariate Wald-Wolfowitz rank test against serial dependence In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1996 | Kernel density estimation for linear processes: asymptotic normality and bandwidth selection In: ULB Institutional Repository. [Citation analysis] | paper | 7 |
1996 | Rank-based tests for autoregressive against bilinear serial dependence In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
1996 | The asymptotic behavior of the characteristic function of simple serial rank statistics In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1996 | Locally asymptotically optimal tests for autoregressive against bilinear serial dependence In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
1996 | Kernel density estimation on random fields: the L1 theory In: ULB Institutional Repository. [Citation analysis] | paper | 23 |
1997 | When does Edgeworth beat Berry and Esséen? In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1997 | A Berry-Esséen theorem for simple serial rank statistics In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1998 | Spectral factorization of periodically correlated MA(1) processes In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1998 | Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1998 | Generalized run tests for heteroscedastic time series In: ULB Institutional Repository. [Citation analysis] | paper | 16 |
1999 | Nonparametric tests of independence between two autoregressive series based on autoregression rank scores In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
1999 | Rank-based AR order identification In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1999 | Optimal tests for autoregressive models based on autoregression rank scores In: ULB Institutional Repository. [Citation analysis] | paper | 9 |
1999 | Local asymptotic normality for regression models with long-memory disturbance, with statistical applications In: ULB Institutional Repository. [Citation analysis] | paper | 9 |
2000 | Kendalls tau for serial dependence In: ULB Institutional Repository. [Citation analysis] | paper | 9 |
2000 | Rank-based partial correlograms are not asymptotically distribution-free In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2000 | Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
2001 | Sample heterogeneity and the asymptotics of M-estimators In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2001 | Density estimation for spatial linear processes In: ULB Institutional Repository. [Citation analysis] | paper | 31 |
2002 | Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2003 | Efficient detection of random coefficients in AR(p) models In: ULB Institutional Repository. [Citation analysis] | paper | 7 |
2005 | Testing non-correlation and non-causality between two multivariate ARMA time series In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2004 | Local linear spatial regression In: ULB Institutional Repository. [Citation analysis] | paper | 39 |
1982 | Moving average models for time-dependent autocovariance functions In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1983 | The theoretical model-building problem for nonstationary moving average processes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1994 | Asymptotic influence of initial values on parametric and rank-based measures of residual autocorrelation: proceedings of the colloque de mathématiques appliquées, April 1993, Oujda In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | Order selection, stochastic complexity and Kullback-Leibler information In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | A simple proof of asymptotic normality for simple serial rank statistics In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | Is 131,000 a large sample size? a numerical study of Edgeworth expansions In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2000 | The efficiency of some nonparametric competitors to correlogram-based methods In: ULB Institutional Repository. [Citation analysis] | paper | 4 |
2001 | Kolmogorov-Smirnov tests for AR models based on autoregression rank scores In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1984 | Efficacité asymptotique relative de quelques statistiques de rangs pour le test dune autorégression dordre un In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1985 | Tests de rangs linéaires pour une hypothèse de bruit blanc In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1985 | From premium calculation to premium rating In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1985 | Tests de rangs quadratiques pour une hypothèse de bruit blanc In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1986 | Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1986 | Les tests de rangs dans lanalyse des séries chronologiques: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septembr In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1986 | Tests de rangs pour une contre-hypothèse de dépendance ARMA multivariée contigue: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgiqu In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1986 | Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1987 | Fractions continuées matricielles et matrices-bandes définies positives infinies In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1988 | On locally asymptotically maximin tests for ARMA processes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1988 | Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1988 | Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1994 | Les séquences généralisées, outil pour lanalyse des séries hétéroscédastiques? conférence prononcée à loccasion de la remise du prix du statisticien dexpression française In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1987 | La recherche opérationnelle par lexemple II: théorie des graphes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1986 | La recherche opérationnelle par lexemple I: P+B141 programmation linéaire In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1981 | Nonstationary first-order moving average processes: the model-building problem In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1982 | The model-building problem for nonstationary multivariate autoregressive processes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1982 | Nonstationary second-order moving average processes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1983 | Nonstationary second-order moving average processes II: model-building and invertibility In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1993 | A Chernoff-Savage result for serial signed rank statistics In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | Tests sans biais, tests de permutation, tests invariants, tests de rangs In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | Eléments de la théorie asymptotique des expériences statistiques In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1997 | Unimodality and the asymptotics of M-estimators In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1998 | Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests In: ULB Institutional Repository. [Citation analysis] | paper | 10 |
1998 | Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2001 | Rank tests In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2002 | Chernoff-Savage theorems, contiguity, differentiability in quadratic mean, Hoeffdings U statistics, Lebesgue decomposition, Le Cams first lemma, Le Cams third lemma, local asymptotic mixed normality, In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1984 | Modèles non stationnaires-Séries univariées et multivariées In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1988 | Modèles non stationnaires-Séries univariées et multivariées.(1988) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1986 | Locally asymptotically optimal tests for randomness In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2004 | Optimal detection of periodicities in vector autoregressive models In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1972 | Jeux à information incomplète In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1973 | Jeux de survie économique et théorie moderne du risque In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1973 | Stratégies subjectivement mixtes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1973 | Caractérisation des échelles de production optimales en avenir déterministe In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1977 | Structures de coalition et problèmes de négociation: échanges dinformation dans les jeux à information incomplète In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1980 | Jeux de marchandage et fonctions dutilité multidimensionnelles: comptes rendus du colloque Aide à la décision et jeux de stratégies, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1979 In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1980 | Modèles non inversibles de séries chronologiques: comptes rendus du colloque Processus aléatoires et problèmes de prévision, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1980 In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1982 | Une propriété des opérateurs moyenne-mobile: mélanges offerts au Professeur P.P. Gillis à loccasion de son 70e anniversaire In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1995 | Comportement asymptotique de la moyenne et de la variance dune statistique de rangs sérielle simple In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2006 | Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2006 | Discussion of Quantile autoregression, by Koenker and Xiao In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2007 | Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
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