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 87 2 3 5 129
Total Working Papers 0 0 2 87 2 3 5 129


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 1 2 2 30
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 0 0 0 11 0 1 1 47
Corrected portmanteau tests for VAR models with time-varying variance 0 0 0 16 0 3 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 1 2 17
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance 0 0 1 2 0 1 2 44
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance 0 0 0 2 0 0 4 31
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 0 0 0 4 0 0 2 34
Total Journal Articles 0 0 1 175 2 8 21 756


Statistics updated 2025-12-06