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 0 0 20
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] 0 0 0 59 0 0 0 125
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 1 35 0 0 1 138
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 0 0 0 1 26
A simple fractionally integrated model with a time-varying long memory parameter dt 0 0 0 0 0 0 0 22
A time-scale analysis of systematic risk: wavelet-based approach 0 0 0 64 1 2 2 196
Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems 0 0 0 0 0 1 2 278
An exponential FISTAR model applied to the US real effective exchange rate 0 0 0 42 0 0 0 188
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model 0 0 1 73 0 0 2 136
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density 0 0 0 0 1 1 2 18
Estimation of the long memory parameter in non stationary models: A Simulation Study 0 0 0 40 0 0 3 72
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 2 3 155
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE 0 0 0 31 0 0 0 139
Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals 0 0 0 0 0 1 1 255
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises 0 0 0 8 0 0 1 38
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 1 3 33
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 1 2 101
Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 27 0 1 2 215
Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 6 0 0 2 70
Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis 0 0 0 59 0 0 2 135
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 3 113
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 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 1 1 1 76
The power of some standard tests of stationarity against changes in the unconditional variance 0 0 0 21 1 1 1 44
Total Working Papers 0 0 2 717 5 14 36 2,837

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 1 1 419
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 1 1 1 37 2 2 2 149
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 58 0 1 4 183
A proof of asymptotic normality for some VARX models 0 0 0 20 0 0 2 72
A wavelet-based approach for modelling exchange rates 0 0 1 44 1 1 2 134
Bai and Perron's and spectral density methods for structural change detection in the US inflation process 0 0 0 365 0 0 0 1,265
Behaviour of skewness, kurtosis and normality tests in long memory data 0 0 1 28 0 1 2 112
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 0 0 0 18
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 0 0 1 61 0 0 1 293
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 1 1 1 110
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application 0 0 0 58 0 0 0 163
Evidence on structural changes in U.S. time series 0 0 1 116 0 0 2 265
Fractional integration and cointegration in stock prices and exchange rates 0 0 1 51 1 2 11 220
Fractionally integrated time varying GARCH model 0 0 0 193 0 1 1 788
General Autoregressive Models with Long-Memory Noise 0 0 0 10 0 0 1 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 1 29 0 1 5 118
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 0 340
Power of the KPSS test against shift in variance: a further investigation 0 0 1 5 0 0 3 65
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 3 4 5 157
Seasonal Nonlinear Long Memory Model for the US Inflation Rates 0 0 0 166 0 1 2 389
Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process 0 0 0 8 0 0 1 77
Structural Change and Long Memory in the Dynamic of U.S. Inflation Process 0 0 0 28 0 1 2 81
Structural breaks in the U.S. inflation process: a further investigation 0 0 0 126 0 0 0 335
The effect of tapering on the semiparametric estimators for nonstationary long memory processes 0 0 0 15 0 0 0 51
The finite-sample properties of bootstrap tests in multiple structural change models 0 0 0 19 0 0 3 85
Which Econometric Specification to Characterize the U.S. Inflation Rate Process? 0 1 1 36 0 1 2 125
wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence 0 0 0 3 0 0 0 47
Total Journal Articles 1 2 9 1,811 8 18 53 6,237

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03