Access Statistics for Hamdi Raïssi

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
Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests 0 0 0 87 2 4 9 135
Total Working Papers 0 0 0 87 2 4 9 135

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A power comparison between autocorrelation based tests 0 0 0 8 4 4 9 37
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 0 0 0 11 0 1 7 53
Corrected portmanteau tests for VAR models with time-varying variance 0 0 0 16 5 8 13 69
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors 0 1 1 130 4 6 10 470
Semi-strong linearity testing in linear models with dependent but uncorrelated errors 0 0 0 1 2 3 7 23
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance 0 0 0 2 0 0 8 51
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance 0 0 0 2 1 2 10 37
Testing linear relationships between non-constant variances of economic variables 0 0 0 2 0 1 5 38
Testing normality for unconditionally heteroscedastic macroeconomic variables 0 1 2 6 1 3 11 43
Total Journal Articles 0 2 3 178 17 28 80 821

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Statistics updated 2026-05-06