Access Statistics for Hamdi Raïssi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	87	2	5	7	131
Total Working Papers	0	0	2	87	2	5	7	131

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	3	3	31
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors	0	0	0	11	1	2	2	48
Corrected portmanteau tests for VAR models with time-varying variance	0	0	0	16	0	1	3	59
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors	0	0	0	129	0	0	3	460
Semi-strong linearity testing in linear models with dependent but uncorrelated errors	0	0	0	1	1	2	3	18
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance	0	0	1	2	3	4	5	47
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance	0	0	0	2	1	1	5	32
Testing linear relationships between non-constant variances of economic variables	0	0	0	2	0	0	2	34
Testing normality for unconditionally heteroscedastic macroeconomic variables	1	1	1	5	4	4	6	38
Total Journal Articles	1	1	2	176	11	17	32	767

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Statistics updated 2026-01-09