Access Statistics for Mohamed Boutahar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES 0 0 0 40 1 6 9 117
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 0 0 1 9 29
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 11 0 0 5 53
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] 0 0 0 59 0 2 18 143
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 0 0 3 16 42
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 35 0 2 8 146
A simple fractionally integrated model with a time-varying long memory parameter dt 0 0 0 0 0 3 8 30
A time-scale analysis of systematic risk: wavelet-based approach 0 0 0 64 0 3 16 212
Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems 0 0 0 0 0 2 4 282
An exponential FISTAR model applied to the US real effective exchange rate 0 0 0 42 0 2 11 199
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model 0 0 0 73 1 3 6 142
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density 0 0 0 0 0 3 8 26
Estimation of the long memory parameter in non stationary models: A Simulation Study 0 0 1 41 0 0 4 76
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 2 7 162
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE 0 0 0 31 0 2 7 146
Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals 0 0 0 0 1 4 6 262
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises 0 0 0 8 0 2 5 44
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 1 8 41
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 0 10 111
Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 27 1 4 12 227
Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 6 1 3 11 81
Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis 0 0 0 59 1 4 19 154
Power of the KPSS test against shift in variance: a further investigation 0 0 0 0 0 2 4 15
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 4 8 121
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate 0 0 0 0 0 1 5 25
Testing for change in mean of heteroskedastic time series 0 0 0 2 0 2 5 34
Testing for change in mean of heteroskedastic time series 0 0 0 44 1 1 3 31
The Power of some Standard tests of stationarity against changes in the unconditional variance 0 0 0 22 0 5 10 86
The power of some standard tests of stationarity against changes in the unconditional variance 0 0 0 21 0 4 9 53
Total Working Papers 0 0 1 718 7 71 251 3,090

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 114 0 4 20 440
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 0 0 0 37 1 8 23 173
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 58 1 5 15 199
A proof of asymptotic normality for some VARX models 0 0 0 20 0 0 8 80
A wavelet-based approach for modelling exchange rates 0 1 1 45 0 3 7 141
Bai and Perron's and spectral density methods for structural change detection in the US inflation process 0 0 1 366 1 8 12 1,277
Behaviour of skewness, kurtosis and normality tests in long memory data 0 0 0 28 2 2 11 123
Comparison of non-parametric and semi-parametric tests in detecting long memory 0 0 0 12 0 1 11 70
Current components analysis of MIS/IL solar cells for different fabrication parameters 0 0 0 3 0 0 4 22
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 0 0 0 61 0 2 10 303
Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177-186] 0 0 0 17 2 2 10 120
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application 0 0 0 58 0 0 3 167
Evidence on structural changes in U.S. time series 0 0 0 116 1 2 12 277
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 1 7 17 237
Fractionally integrated time varying GARCH model 0 0 0 193 0 1 3 791
General Autoregressive Models with Long-Memory Noise 0 0 0 10 0 3 5 50
Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series 0 0 0 11 1 3 6 40
Least squares estimator for regression models with some deterministic time varying parameters 0 0 0 4 1 2 2 30
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 1 4 12 130
Nonparametric comparison of several transformations of distribution functions 0 0 0 0 0 0 5 15
Optimal prediction with nonstationary ARFIMA model 0 1 1 134 0 6 12 353
Power of the KPSS test against shift in variance: a further investigation 0 0 1 6 0 3 8 74
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 0 3 17 174
Seasonal Nonlinear Long Memory Model for the US Inflation Rates 0 0 0 166 0 0 23 412
Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process 0 0 0 8 1 5 11 88
Structural Change and Long Memory in the Dynamic of U.S. Inflation Process 0 0 0 28 0 3 10 91
Structural breaks in the U.S. inflation process: a further investigation 0 0 0 126 0 1 11 346
The effect of tapering on the semiparametric estimators for nonstationary long memory processes 0 0 1 16 0 2 11 62
The finite-sample properties of bootstrap tests in multiple structural change models 0 0 1 20 0 1 9 94
Which Econometric Specification to Characterize the U.S. Inflation Rate Process? 0 0 0 36 2 5 15 140
wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence 0 0 0 3 1 4 9 57
Total Journal Articles 0 2 6 1,817 16 90 332 6,576

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Statistics updated 2026-06-04