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 3 3 111
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 0 4 7 8 28
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach 0 0 0 11 2 4 4 52
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 4 129
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 0 7 10 13 39
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 35 2 4 6 144
A simple fractionally integrated model with a time-varying long memory parameter dt 0 0 0 0 2 3 5 27
A time-scale analysis of systematic risk: wavelet-based approach 0 0 0 64 2 4 8 203
Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems 0 0 0 0 0 1 1 279
An exponential FISTAR model applied to the US real effective exchange rate 0 0 0 42 3 7 9 197
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model 0 0 0 73 0 2 3 139
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density 0 0 0 0 3 4 6 23
Estimation of the long memory parameter in non stationary models: A Simulation Study 0 0 1 41 0 3 4 76
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 3 3 5 160
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE 0 0 0 31 2 4 5 144
Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals 0 0 0 0 1 1 3 258
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises 0 0 0 8 2 2 4 42
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 2 5 10 111
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 2 4 5 38
Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 27 1 6 8 223
Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis 0 0 0 6 1 4 6 76
Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis 0 0 0 59 3 4 11 146
Power of the KPSS test against shift in variance: a further investigation 0 0 0 0 1 2 2 13
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 2 3 116
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate 0 0 0 0 3 3 3 23
Testing for change in mean of heteroskedastic time series 0 0 0 2 1 1 1 30
Testing for change in mean of heteroskedastic time series 0 0 0 44 1 2 3 30
The Power of some Standard tests of stationarity against changes in the unconditional variance 0 0 0 22 3 4 5 80
The power of some standard tests of stationarity against changes in the unconditional variance 0 0 0 21 2 4 5 48
Total Working Papers 0 0 1 718 56 105 153 2,985

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 5 7 15 434
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 0 0 1 37 4 11 16 163
A fractionally integrated exponential STAR model applied to the US real effective exchange rate 0 0 0 58 3 6 10 193
A proof of asymptotic normality for some VARX models 0 0 0 20 6 7 8 80
A wavelet-based approach for modelling exchange rates 0 0 0 44 1 2 4 137
Bai and Perron's and spectral density methods for structural change detection in the US inflation process 0 0 1 366 1 2 3 1,268
Behaviour of skewness, kurtosis and normality tests in long memory data 0 0 0 28 4 6 9 121
Comparison of non-parametric and semi-parametric tests in detecting long memory 0 0 0 12 4 5 5 64
Current components analysis of MIS/IL solar cells for different fabrication parameters 0 0 0 3 0 1 3 21
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 0 0 0 61 3 3 8 301
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 4 5 6 115
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application 0 0 0 58 2 3 4 167
Evidence on structural changes in U.S. time series 0 0 0 116 3 6 8 273
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 3 5 10 229
Fractionally integrated time varying GARCH model 0 0 0 193 2 2 2 790
General Autoregressive Models with Long-Memory Noise 0 0 0 10 1 2 2 47
Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series 0 0 0 11 1 3 3 37
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 4 8 126
Nonparametric comparison of several transformations of distribution functions 0 0 0 0 4 5 5 15
Optimal prediction with nonstationary ARFIMA model 0 0 0 133 2 3 4 344
Power of the KPSS test against shift in variance: a further investigation 0 1 1 6 1 5 6 71
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 5 7 15 169
Seasonal Nonlinear Long Memory Model for the US Inflation Rates 0 0 0 166 4 13 20 409
Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process 0 0 0 8 5 6 6 83
Structural Change and Long Memory in the Dynamic of U.S. Inflation Process 0 0 0 28 3 7 7 88
Structural breaks in the U.S. inflation process: a further investigation 0 0 0 126 3 6 8 343
The effect of tapering on the semiparametric estimators for nonstationary long memory processes 0 0 0 15 2 6 7 58
The finite-sample properties of bootstrap tests in multiple structural change models 0 0 1 20 2 3 7 92
Which Econometric Specification to Characterize the U.S. Inflation Rate Process? 0 0 0 36 2 4 10 135
wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence 0 0 0 3 5 5 6 53
Total Journal Articles 0 1 4 1,814 87 150 225 6,454

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Statistics updated 2026-02-12