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 2 2 2 110
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 0 1 3 4 24
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 11 1 2 2 50
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 2 127
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 35 2 2 4 142
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 0 3 5 6 32
A simple fractionally integrated model with a time-varying long memory parameter dt 0 0 0 0 1 3 3 25
A time-scale analysis of systematic risk: wavelet-based approach 0 0 0 64 2 2 6 201
Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems 0 0 0 0 1 1 2 279
An exponential FISTAR model applied to the US real effective exchange rate 0 0 0 42 1 5 6 194
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model 0 0 0 73 2 3 3 139
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density 0 0 0 0 1 1 3 20
Estimation of the long memory parameter in non stationary models: A Simulation Study 0 1 1 41 3 4 4 76
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 1 3 157
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE 0 0 0 31 1 3 3 142
Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals 0 0 0 0 0 0 3 257
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises 0 0 0 8 0 1 2 40
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 1 6 9 109
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 2 4 36
Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 27 1 5 8 222
Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 6 1 4 5 75
Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis 0 0 0 59 1 1 8 143
Power of the KPSS test against shift in variance: a further investigation 0 0 0 0 0 1 1 12
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 1 2 4 116
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 1 1 2 29
Testing for change in mean of heteroskedastic time series 0 0 0 2 0 0 0 29
The Power of some Standard tests of stationarity against changes in the unconditional variance 0 0 0 22 0 1 2 77
The power of some standard tests of stationarity against changes in the unconditional variance 0 0 0 21 2 2 3 46
Total Working Papers 0 1 1 718 30 65 104 2,929

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 2 6 10 429
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 0 0 1 37 3 9 12 159
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 58 1 4 8 190
A proof of asymptotic normality for some VARX models 0 0 0 20 0 2 2 74
A wavelet-based approach for modelling exchange rates 0 0 0 44 1 1 3 136
Bai and Perron's and spectral density methods for structural change detection in the US inflation process 0 1 1 366 0 2 2 1,267
Behaviour of skewness, kurtosis and normality tests in long memory data 0 0 0 28 2 2 6 117
Comparison of non-parametric and semi-parametric tests in detecting long memory 0 0 0 12 1 1 1 60
Current components analysis of MIS/IL solar cells for different fabrication parameters 0 0 0 3 1 3 3 21
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 0 0 0 61 0 2 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 1 2 111
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application 0 0 0 58 1 1 2 165
Evidence on structural changes in U.S. time series 0 0 0 116 2 3 5 270
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 0 6 8 226
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 1 1 46
Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series 0 0 0 11 2 2 2 36
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 0 4 7 124
Nonparametric comparison of several transformations of distribution functions 0 0 0 0 0 1 1 11
Optimal prediction with nonstationary ARFIMA model 0 0 0 133 0 1 2 342
Power of the KPSS test against shift in variance: a further investigation 1 1 1 6 2 4 5 70
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 0 4 11 164
Seasonal Nonlinear Long Memory Model for the US Inflation Rates 0 0 0 166 6 16 17 405
Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process 0 0 0 8 0 1 1 78
Structural Change and Long Memory in the Dynamic of U.S. Inflation Process 0 0 0 28 2 4 4 85
Structural breaks in the U.S. inflation process: a further investigation 0 0 0 126 2 4 5 340
The effect of tapering on the semiparametric estimators for nonstationary long memory processes 0 0 0 15 4 5 5 56
The finite-sample properties of bootstrap tests in multiple structural change models 0 0 1 20 1 3 5 90
Which Econometric Specification to Characterize the U.S. Inflation Rate Process? 0 0 1 36 1 3 9 133
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 2 5 1,814 34 96 146 6,367

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Statistics updated 2026-01-09