Marc Hallin

9.8k citations
190 papers · 5.5k · 2 hit papers · h-index 34

Impact in

Papers in

    • Statistical Methods and Inference 82
    • Advanced Statistical Methods and Models 62
    • Statistical Methods and Bayesian Inference 28
    • Statistical Distribution Estimation and Applications 19
    • Financial Risk and Volatility Modeling 57

Marc Hallin

177 papers receiving 5.1k citations

Hit Papers

The Generalized Dynamic Factor Model 2005 · 557 citations
5570+8+17Years since publication2505007501000

Peers

Marc Hallin
Comparison fields: 5 of 121
  • General Economics, Econometrics and Finance 2.1k
  • Statistics and Probability 2.0k
  • Finance 1.9k
  • Economics and Econometrics 2.6k
  • Management Science and Operations Research 654
Replace Piotr Kokoszka with:
Piotr Kokoszka United States
Qiwei Yao United Kingdom
Lajos Horváth United States
Enno Mammen Germany
Siem Jan Koopman Netherlands
Nicholas G. Polson United States
Sylvia Frühwirth‐Schnatter Austria
Marco Lippi Italy
Oliver Linton United Kingdom
Irène Gijbels Belgium
Marc Hallin relative to Piotr Kokoszka United States Piotr Kokoszka's profile →
Citations per field
00.5×2.8×
Piotr Kokoszka · 1×
Citations per year

Countries citing papers authored by Marc Hallin

Since Specialization
Citations

This map shows the geographic impact of Marc Hallin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marc Hallin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marc Hallin more than expected).

Fields of papers citing papers by Marc Hallin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marc Hallin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marc Hallin. The network helps show where Marc Hallin may publish in the future.

Co-authors

The 25 scholars most cited alongside Marc Hallin, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Marc Hallin Line = papers co-authored together Marc Hallin links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 190 papers — load more, or switch the sort, to bring in the rest.

#Work
1
The Generalized Dynamic-Factor Model: Identification and Estimation
Hit paper breakdown →
20001127
2
The Generalized Dynamic Factor Model
Hit paper breakdown →
2005557
3 2007378
4 2003195
5 2002139
6
The Generalized Factor Model: Identification and Estimation
2000130
7 2010128
8 2001124
9 2014113
10 201485
11
Monge–Kantorovich depth, quantiles, ranks and signs
201783
12 200979
13 201371
14 201766
15 200265
16 199464
17 201061
18 200660
19 200355
20 198852

About Marc Hallin

Marc Hallin is a scholar working on Statistics and Probability, Finance, Economics and Econometrics, General Economics, Econometrics and Finance and Artificial Intelligence, having authored 190 papers that have together received 5.5k indexed citations. Recurring topics across this work include Statistical Methods and Inference (82 papers), Advanced Statistical Methods and Models (62 papers), Financial Risk and Volatility Modeling (57 papers), Monetary Policy and Economic Impact (32 papers), Statistical Methods and Bayesian Inference (28 papers), Complex Systems and Time Series Analysis (23 papers), Statistical Distribution Estimation and Applications (19 papers) and Bayesian Methods and Mixture Models (15 papers). The work is most often cited by research in General Economics, Econometrics and Finance (2.1k citations), Statistics and Probability (2.0k citations), Finance (1.9k citations), Economics and Econometrics (2.6k citations) and Management Science and Operations Research (654 citations). Marc Hallin has collaborated with scholars based in Belgium, United States and Netherlands. Frequent co-authors include Marco Lippi, Mario Forni, Lucrezia Reichlin, Roman Liška, Davy Paindaveine, Madan L. Puri, Zudi Lu, Matteo Barigozzi, Lanh Tat Tran and Miroslav Šiman. Their work appears in journals such as Journal of Econometrics, The Annals of Statistics, Journal of the American Statistical Association, Bernoulli and Journal of Statistical Planning and Inference.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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