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 2 82 0 3 12 90
Total Working Papers 0 0 2 82 0 3 12 90


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 2 4 0 0 2 17
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 0 0 0 10 0 1 1 40
Corrected portmanteau tests for VAR models with time-varying variance 0 0 1 16 1 2 3 50
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors 0 2 6 122 0 3 14 435
Semi-strong linearity testing in linear models with dependent but uncorrelated errors 0 0 0 1 0 0 4 14
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance 0 0 0 1 0 4 4 26
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance 0 0 1 1 2 4 7 18
Testing linear relationships between non-constant variances of economic variables 0 0 2 2 1 3 8 8
Testing normality for unconditionally heteroscedastic macroeconomic variables 0 0 0 2 0 1 5 27
Total Journal Articles 0 2 12 159 4 18 48 635


Statistics updated 2021-01-03