Marc Hallin

9.8k total citations · 2 hit papers
190 papers, 5.5k citations indexed

About

Marc Hallin is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Marc Hallin has authored 190 papers receiving a total of 5.5k indexed citations (citations by other indexed papers that have themselves been cited), including 118 papers in Statistics and Probability, 65 papers in Finance and 48 papers in Economics and Econometrics. Recurrent topics in Marc Hallin's work include Statistical Methods and Inference (82 papers), Advanced Statistical Methods and Models (62 papers) and Financial Risk and Volatility Modeling (57 papers). Marc Hallin is often cited by papers focused on Statistical Methods and Inference (82 papers), Advanced Statistical Methods and Models (62 papers) and Financial Risk and Volatility Modeling (57 papers). Marc Hallin collaborates with scholars based in Belgium, United States and Netherlands. Marc Hallin's co-authors include Marco Lippi, Mario Forni, Lucrezia Reichlin, Roman Liška, Davy Paindaveine, Madan L. Puri, Matteo Barigozzi, Zudi Lu, Lanh Tat Tran and Miroslav Šiman and has published in prestigious journals such as Proceedings of the National Academy of Sciences, Journal of the American Statistical Association and The Economic Journal.

In The Last Decade

Marc Hallin

177 papers receiving 5.1k citations

Hit Papers

The Generalized Dynamic-Factor Model: Identification and ... 2000 2026 2008 2017 2000 2005 250 500 750 1000

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Marc Hallin Belgium 34 2.6k 2.1k 2.0k 1.9k 654 190 5.5k
Piotr Kokoszka United States 35 2.1k 0.8× 761 0.4× 2.4k 1.2× 2.6k 1.3× 490 0.7× 163 5.4k
Siem Jan Koopman Netherlands 46 3.9k 1.5× 2.3k 1.1× 790 0.4× 4.0k 2.1× 963 1.5× 243 7.4k
Qiwei Yao United Kingdom 29 1.2k 0.5× 627 0.3× 1.6k 0.8× 1.4k 0.7× 411 0.6× 98 3.7k
Lajos Horváth United States 43 2.0k 0.8× 1.1k 0.5× 4.3k 2.2× 3.4k 1.8× 988 1.5× 250 7.9k
Enno Mammen Germany 37 1.2k 0.4× 672 0.3× 3.1k 1.5× 1.1k 0.6× 710 1.1× 139 5.3k
Svetlozar T. Rachev United States 37 1.9k 0.7× 503 0.2× 898 0.4× 2.9k 1.5× 1.4k 2.1× 234 5.4k
Yacine Aı̈t-Sahalia United States 43 4.4k 1.7× 1.7k 0.8× 1.1k 0.5× 8.2k 4.2× 664 1.0× 106 9.5k
Nicholas G. Polson United States 28 1.6k 0.6× 914 0.4× 1.3k 0.7× 2.1k 1.1× 551 0.8× 73 5.7k
Barry G. Quinn Australia 24 960 0.4× 643 0.3× 982 0.5× 916 0.5× 319 0.5× 73 4.4k
Jean Jacod France 40 2.4k 0.9× 548 0.3× 1.4k 0.7× 5.9k 3.1× 1.2k 1.8× 98 7.9k

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-authorship network of co-authors of Marc Hallin

This figure shows the co-authorship network connecting the top 25 collaborators of Marc Hallin. A scholar is included among the top collaborators of Marc Hallin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marc Hallin. Marc Hallin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Barigozzi, Matteo & Marc Hallin. (2025). The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series. Journal of Time Series Analysis. 47(1). 201–219.
2.
Trucíos, Carlos, et al.. (2021). Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach. Journal of Business and Economic Statistics. 41(1). 40–52. 11 indexed citations
3.
Puri, Madan L., et al.. (2018). Linear Serial Rank Tests for Randomness Against Arma Alternatives. IUScholarWorks (Indiana University). 9 indexed citations
4.
Barrio, Eustasio del, et al.. (2018). Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions. arXiv (Cornell University). 5 indexed citations
5.
Dette, Holger, et al.. (2017). On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities. Journal of Time Series Analysis. 39(3). 242–250. 3 indexed citations
6.
Hallin, Marc, et al.. (2013). R-estimation in linear models with stable errors. Journal of Econometrics. 172(2).
7.
Hallin, Marc, et al.. (2012). One-step R-estimation in linear models with stable errors. Journal of Econometrics. 172(2). 195–204. 11 indexed citations
8.
Hallin, Marc, et al.. (2011). Rank-based testing in linear models with stable errors. Journal of nonparametric statistics. 23(2). 305–320. 7 indexed citations
9.
Hallin, Marc. (2009). Discussion of "Invariant coordinate selection", by D.E. Tyler, F. Critchley, L. Dümbgen, and H. Oja.. Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles). 71. 583–584. 1 indexed citations
10.
Hallin, Marc, et al.. (2005). Testing non-correlation and non-causality between two multivariate ARMA time series. Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles). 16 indexed citations
11.
Forni, Mario, Marc Hallin, Marco Lippi, & Lucrezia Reichlin. (2002). The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. Econstor (Econstor). 139 indexed citations
12.
Hallin, Marc, et al.. (1999). Optimal tests for autoregressive models based on autoregression\n\t\t\t rank scores. Project Euclid (Cornell University). 21 indexed citations
13.
Hallin, Marc, et al.. (1999). Adaptive estimation of the lag of a long-memory process. ULB Institutional Repository. 1 indexed citations
14.
Hallin, Marc, et al.. (1998). Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests. ULB Institutional Repository. 295–358. 5 indexed citations
15.
Hallin, Marc, et al.. (1996). Rank-based tests for autoregressive against bilinear serial dependence. Journal of nonparametric statistics. 6(2-3). 253–272. 11 indexed citations
16.
Hallin, Marc. (1994). Séquences généralisées : un outil pour l'analyse des séries hétéroscédastiques ?. French digital mathematics library (Numdam).
17.
Hallin, Marc. (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. ULB Institutional Repository. 2. 100–109. 1 indexed citations
18.
Hallin, Marc & Guy Mélard. (1988). Rank-Based Tests for Randomness against First-Order Serial Dependence. Journal of the American Statistical Association. 83(404). 1117–1128. 23 indexed citations
19.
Hallin, Marc & Jean‐Marie Dufour. (1987). Tests non paramétriques optimaux pour une autorégression d'ordre un. ULB Institutional Repository. 411–434. 1 indexed citations
20.
Hallin, Marc, et al.. (1982). The model-building problem for nonstationary multivariate autoregressive processes. ULB Institutional Repository. 599–607. 4 indexed citations

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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