Recent Advances in Econometrics and Statistics

- Marc Hallin — A commented bibliography (from 1972 to 2023).- Part 1: Rank- and depth-based methods.- Daniel Hlubinka, Šárka Hudecová: One-sample location tests based on center-outward signs and ranks.- Jyrki Möttönen, Klaus Nordhausen, Hannu Oja, Una Radojicic: The asymptotic properties of the one-sample spatial rank methods.- Gaspard Bernard, Thomas Verdebout: Power enhancement for testing the equality of shape matrices eigenvalues under ellipticity.- Germain Van Bever, Gaëtan Louvet: The influence function of scatter halfspace depth.- Ramon van den Akker, Bas J.M. Werker, Bo Zhou: Hybrid rank-based panel unit root tests.- Jean-Jacques Droesbeke, Catherine Vermandele: About the relationship between mean and median.- Part 2: Asymptotic statistics.- Christophe Ley, Andreas Anastasiou: How to build optimal tests for normality under possibly singular Fisher information?.- Jean-Marie Dufour, Masaya Takano: Generalized C(alpha) tests with nonstandard convergence rates.- Stéphane Lhaut, Johan Segers: An asymptotic expansion of the empirical angular measure for bivariate extremal dependence.- Paul Deheuvels: Uniform in bandwidth nonparametric kernel estimators of lifetime functionals under random censorship.- Part 3: Quantile regression.- Jana Jureckova: The process induced by slope component of alpha-regression quantile.- Miroslav Šiman: Testing axial symmetry by means of directional quantile regression coefficients.- Manon Felix, Davide La Vecchia, Hang Liu, Yiming Ma: Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation.- Richard K. Crump, Miro Everaert, Domenico Giannone, C. Sean Hundtofte: Changing risk-return profiles.- Part 4: Econometrics.- Marie Hušková, Charl Pretorius: Detection of changes in panel data models with stationary regressors.- Mario Forni, Marco Lippi: Approximating singular by means of non-singular structural VARs.- Pilar Poncela, Esther Ruiz: Common factors and common shocks: A tale of three (close) signal extraction procedures.- Pedro Galeano, Daniel Peña: Detecting outliers in high dimensional time series by dynamic factor models.- Alexei Onatski: The Hallin-Liska criterion through the lens of the random matrix theory.- Alice Brogniaux, Catherine Dehon, Philippe Emplit, Claudia Toma: Gender bias in closed-ended questions with negative points.- Part 5: Statistical Modelling and related topics.- Guy Mélard: Time-dependent time series models: comments on Marc Hallin's early contributions and a pragmatic view on estimation.- Rong Peng, Zudi Lu, Fangsheng Ge: On a location-wide semiparametric analysis of spatio-temporal dynamics of the COVID-19 daily new cases in the UK.- F. Thomas Bruss: Models for studying interactions between human populations and related problems of optimal transport.- Christine De Mol: Multiplicative algorithms for density combination and deconvolution.- Bruno Ebner, Yvik Swan: Independent additive weighted bias distributions and associated goodness-of-fit tests.- Part 6: High-dimensional and Non-Euclidean data.- Jianqing Fan, Zheng Tracy Ke, Koshiki Bose: Higher moment estimation for elliptically-distributed Data: Is it necessary to use a sledgehammer to crack an egg?.- Holger Dette, Jiajun Tang: Pivotal inference for function-on-function linear regression via self-normalization.- Adeline Fermanian, Jiawei Chang, Terry Lyons, Gérard Biau: The insertion method to invert the signature of a path.- Yan Liu, Lan U, Masanobu Taniguchi: Semiparametric empirical likelihood for circular distributions.