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On universally consistent and fully distribution-free rank tests of vector independence (forthcoming)
The Annals of Statistics
Hongjian Shi, Marc Hallin, Mathias Drton, Fang Han

Forecasting conditional covariance matrices in high-dimensional time series: a General Dynamic Factor approach (forthcoming)
Journal of Business & Economic Statistics
C. Trucios, H.G. Mazzeu, M. Hallin, L.K. Hotta, P.L. Valls Pereira and M. Zevallos.

Knocking on Tax Haven’s Door: Multinational Firms and Transfer Pricing (2018)
Review of Economics and Statistics 100
Ronald Davies, Julien Martin, Mathieu Parenti and Farid Toubal