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 0 2 5 131
Total Working Papers 0 0 0 87 0 2 5 131

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 0 3 5 33
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 0 0 0 11 1 6 7 53
Corrected portmanteau tests for VAR models with time-varying variance 0 0 0 16 0 2 5 61
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors 1 1 1 130 2 6 8 466
Semi-strong linearity testing in linear models with dependent but uncorrelated errors 0 0 0 1 0 3 4 20
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance 0 0 0 2 0 7 8 51
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance 0 0 0 2 1 5 9 36
Testing linear relationships between non-constant variances of economic variables 0 0 0 2 0 3 4 37
Testing normality for unconditionally heteroscedastic macroeconomic variables 1 2 2 6 2 8 10 42
Total Journal Articles 2 3 3 178 6 43 60 799

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Statistics updated 2026-03-04