Marc Hallin

Robustness and the General Dynamic Factor Model With Infinite-Dimensional Space: Identification, Estimation, and Forecasting

Carlos Trucíos, João Henrique Gonçalves Mazzeu, Luiz Koodi Hotta, 2020, International Journal of Forecasting.

Dynamic factors in the presence of blocks

Roman Liska, Marc Hallin, M. Hallin, 2011 .

On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting

Pedro L. Valls Pereira, Marc Hallin, Carlos Cesar Trucios-Maza, 2019 .

The Generalized Dynamic Factor Model

Marco Lippi, Marc Hallin, Lucrezia Reichlin, 2002 .