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1

Test du rapport de vraisemblance pour le rang de cointégration d'un VAR avec des erreurs dépendantes

Journal:

Comptes Rendus Mathematique

Year:

2008

Language:

french

File:

PDF, 113 KB

french, 2008

2

A power comparison between autocorrelation based tests

Hajria, Raja Ben, Khardani, Salah, Raïssi, Hamdi

Journal:

Statistics & Probability Letters

Year:

2018

Language:

english

File:

PDF, 425 KB

english, 2018

3

Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance

Giai Gianetto, Quentin, Raïssi, Hamdi

Journal:

Journal of Business and Economic Statistics

Year:

2015

Language:

english

File:

PDF, 357 KB

english, 2015

4

Testing instantaneous linear Granger causality in presence of nonlinear dynamics

Journal:

Comptes Rendus Mathematique

Year:

2011

File:

PDF, 127 KB

2011

5

Testing normality for unconditionally heteroscedastic macroeconomic variables

Journal:

Economic Modelling

Year:

2017

Language:

english

File:

PDF, 435 KB

english, 2017

6

Testing linear causality in mean when the number of estimated parameters is high

Journal:

Electronic Journal of Statistics

Year:

2011

Language:

english

File:

PDF, 431 KB

english, 2011

7

Comparison of procedures for fitting the autoregressive order of a vector error correction model

Journal:

Journal of Statistical Computation and Simulation

Year:

2012

Language:

english

File:

PDF, 145 KB

english, 2012

8

Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors

Journal:

Year:

2010

Language:

english

File:

PDF, 504 KB

english, 2010

9

Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors

Christian Francq, Hamdi Raïssi

Journal:

Journal of Time Series Analysis

Year:

2007

Language:

english

File:

PDF, 561 KB

english, 2007

10

Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance

Patilea, Valentin, Raïssi, Hamdi

Journal:

Journal of the American Statistical Association

Year:

2014

Language:

english

File:

PDF, 339 KB

english, 2014

11

Testing the Cointegrating Rank with Uncorrelated but Dependent Errors

Journal:

Stochastic Analysis and Applications

Year:

2009

Language:

english

File:

PDF, 339 KB

english, 2009

12

Autoregressive Order Identification for VAR Models with Non Constant Variance

Journal:

Communication in Statistics- Theory and Methods

Year:

2015

Language:

english

File:

PDF, 561 KB

english, 2015

13

Semi-strong linearity testing in linear models with dependent but uncorrelated errors

Boubacar Maïnassara, Yacouba, Raïssi, Hamdi

Journal:

Statistics & Probability Letters

Year:

2015

Language:

english

File:

PDF, 403 KB

english, 2015

14

Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean

Valentin Patilea, Hamdi Raïssi

Journal:

Journal of Statistical Planning and Inference

Year:

2012

Language:

english

File:

PDF, 560 KB

english, 2012

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