Marc Hallin holds a Doctorat en Sciences in Mathematics from the Université libre de Bruxelles (1976). He is on the editorial boards of the Journal of the American Statistical Association, the Journal of Time Series Analysis, Statistical Inference for Stochastic Processes, and the International Statistical Review. A Fellow of the Institute of Mathematical Statistics (I.M.S.), of the American Statistical Association (A.S.A.), and a Membre titulaire of the International Statistical Institute (I.S.I.), he is member of the Classe des Sciences de l'Académie Royale de Belgique.

2003
“Semiparametric efficiency, distribution-freeness, and invariance”. Bernoulli 9, 137-165 (coauthor: B. Werker).
“Efficient detection of random coefficients in AR(p) models”. Annals of Statistics 31, 675-704 (coauthor: A. Akharif ).
“Do financial variables help forecasting inflation and real activity in the Euro area?” Journal of Monetary Economics 50, 1243-1255 (coauthors: M. Forni, M. Lippi, and L. Reichlin).

2004
“The generalized dynamic factor model : consistency and rates”. Journal of Econometrics 119, 231-255 (coauthors: M. Forni, M. Lippi, and L. Reichlin).
“Kernel density estimation for spatial processes : the L1 theory”. Journal of Multivariate Analysis 88, 61-75 (coauthors: Z. Lu and L.T. Tran).
“Local linear spatial regression”. Annals of Statistics 32, 2469-2500 (coauthors: Z. Lu and L.T. Tran).
“Rank-based optimal tests of the adequacy of an elliptic VARMA model”. Annals of Statistics 32, 2642-2678 (coauthor: D. Paindaveine).
“Multivariate signed rank tests in vector autoregressive order identification”. Statistical Science 19, 697-711 (coauthor: D. Paindaveine).

2005
“Testing non-correlation between two multivariate ARMA time series”. Journal of Time Series Analysis 26, 83-105 (coauthor: A. Saidi).
“Affine-invariant aligned rank tests for the multivariate general linear model with ARMA errors”. Journal of Multivariate Analysis 93, 122-163 (coauthor: D. Paindaveine).
“The generalized dynamic factor model: one-sided estimation and forecasting”. Journal of the American Statistical Association 100, 830-840 (coauthors: M. Forni, M. Lippi, and L. Reichlin).
“Asymptotic linearity of serial and nonserial multivariate signed rank statistics”. Journal of Statistical Planning and Inference 136, 1-32 (coauthor: D. Paindaveine).

2006
“Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series”. Journal of Econometrics 130, 123-142 (coauthors: A. Farhat and J.-M. Dufour).
“Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality”. Annals of Statistics 34, 254-289 (coauthors: C. Vermandele and B. Werker).
“Semiparametrically efficient rank-based inference for shape: I Optimal rank-based tests for sphericity”. Annals of Statistics 34, 2707-2756 (coauthor: D. Paindaveine).
“Semiparametrically efficient rank-based inference for shape: II Optimal R-estimation of shape”. Annals of Statistics 34, 2757-2789 (coauthors: H. Oja and D. Paindaveine).

2007
“The generalized dynamic factor model: determining the number of factors”. Journal of the American Statistical Association 102, 603-617 (coauthor: R. Liska).
“Optimal tests for non-correlation between multivariate time series”. Journal of the American Statistical Association 102, 938-951 (coauthor: A. Saidi).

2008
“Optimal rank-based tests for homogeneity of scatter.” Annals of Statistics 36, 1261-1298 (coauthor: D. Paindaveine).
“Optimal detection of Fechner asymmetry”. Journal of Statistical Planning and Inference138, 2499-2525 (coauthors: D. Cassart and D. Paindaveine).
“Semiparametrically efficient sign-and-rank statistics for median restricted models”. Journal of the Royal Statistical Society series B 70, 389-412 (coauthors: C. Vermandele and B. Werker).
“A general method for constructing pseudo-Gaussian tests. Journal of the Japan Statistical Society 38 (Celebration Volume for Hirotugu Akaike), 27-40 (coauthor: D. Paindaveine).
“Optimal tests for the homogeneity of covariance, scale, and shape. Journal of Multivariate Analysis 100, 422-444 (coauthor: D. Paindaveine).

2009
“Local linear spatial quantile regression”. Bernoulli 15, 659-686 (coauthors: Z. Lu and K. Yu).
“Multivariate quantiles and multiple output regression quantiles : from L1 optimization to halfspace depth”. Annals of Statistics, to appear (35 pp. plus discussion and rejoinder) (coauthors: D. Paindaveine and M. Siman).