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 0 0 0 108
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 11 0 0 0 48
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 0 0 1 1 21
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] 0 0 0 59 2 2 2 127
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 0 2 2 3 29
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 35 0 2 2 140
A simple fractionally integrated model with a time-varying long memory parameter dt 0 0 0 0 2 2 2 24
A time-scale analysis of systematic risk: wavelet-based approach 0 0 0 64 0 0 5 199
Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems 0 0 0 0 0 0 1 278
An exponential FISTAR model applied to the US real effective exchange rate 0 0 0 42 1 1 2 190
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model 0 0 0 73 1 1 1 137
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density 0 0 0 0 0 1 2 19
Estimation of the long memory parameter in non stationary models: A Simulation Study 1 1 1 41 1 1 2 73
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 1 2 4 157
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE 0 0 0 31 1 1 1 140
Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals 0 0 0 0 0 1 3 257
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises 0 0 0 8 1 1 2 40
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 3 5 6 106
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 1 2 34
Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 27 0 2 3 217
Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 6 1 2 3 72
Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis 0 0 0 59 0 4 9 142
Power of the KPSS test against shift in variance: a further investigation 0 0 0 0 0 0 0 11
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 1 2 114
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate 0 0 0 0 0 0 0 20
Testing for change in mean of heteroskedastic time series 0 0 0 44 0 0 1 28
Testing for change in mean of heteroskedastic time series 0 0 0 2 0 0 1 29
The Power of some Standard tests of stationarity against changes in the unconditional variance 0 0 0 22 0 0 1 76
The power of some standard tests of stationarity against changes in the unconditional variance 0 0 0 21 0 0 1 44
Total Working Papers 1 1 1 718 16 33 62 2,880

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 4 7 9 427
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 0 0 1 37 2 2 5 152
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 58 1 1 5 187
A proof of asymptotic normality for some VARX models 0 0 0 20 1 1 1 73
A wavelet-based approach for modelling exchange rates 0 0 0 44 0 1 2 135
Bai and Perron's and spectral density methods for structural change detection in the US inflation process 1 1 1 366 1 1 1 1,266
Behaviour of skewness, kurtosis and normality tests in long memory data 0 0 0 28 0 1 4 115
Comparison of non-parametric and semi-parametric tests in detecting long memory 0 0 0 12 0 0 0 59
Current components analysis of MIS/IL solar cells for different fabrication parameters 0 0 0 3 2 2 2 20
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 0 0 0 61 2 3 5 298
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 0 0 1 110
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application 0 0 0 58 0 0 1 164
Evidence on structural changes in U.S. time series 0 0 0 116 0 1 2 267
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 4 4 6 224
Fractionally integrated time varying GARCH model 0 0 0 193 0 0 1 788
General Autoregressive Models with Long-Memory Noise 0 0 0 10 0 0 0 45
Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series 0 0 0 11 0 0 0 34
Least squares estimator for regression models with some deterministic time varying parameters 0 0 0 4 0 0 0 28
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 2 3 6 122
Nonparametric comparison of several transformations of distribution functions 0 0 0 0 0 0 0 10
Optimal prediction with nonstationary ARFIMA model 0 0 0 133 0 0 1 341
Power of the KPSS test against shift in variance: a further investigation 0 0 0 5 0 0 2 66
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 2 4 9 162
Seasonal Nonlinear Long Memory Model for the US Inflation Rates 0 0 0 166 7 7 8 396
Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process 0 0 0 8 0 0 0 77
Structural Change and Long Memory in the Dynamic of U.S. Inflation Process 0 0 0 28 0 0 1 81
Structural breaks in the U.S. inflation process: a further investigation 0 0 0 126 1 1 2 337
The effect of tapering on the semiparametric estimators for nonstationary long memory processes 0 0 0 15 1 1 1 52
The finite-sample properties of bootstrap tests in multiple structural change models 0 0 1 20 2 3 5 89
Which Econometric Specification to Characterize the U.S. Inflation Rate Process? 0 0 1 36 1 6 7 131
wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence 0 0 0 3 0 0 1 48
Total Journal Articles 1 1 4 1,813 33 49 88 6,304

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