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 1 85 0 0 2 100
Total Working Papers 0 0 1 85 0 0 2 100


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 1 3 8 0 1 7 27
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 0 0 1 11 0 0 2 44
Corrected portmanteau tests for VAR models with time-varying variance 0 0 0 16 0 0 1 52
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors 0 0 0 126 0 0 6 446
Semi-strong linearity testing in linear models with dependent but uncorrelated errors 0 0 0 1 0 0 0 14
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance 0 0 0 1 1 1 3 36
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance 0 0 0 1 0 0 0 24
Testing linear relationships between non-constant variances of economic variables 0 0 0 2 0 0 1 13
Testing normality for unconditionally heteroscedastic macroeconomic variables 0 0 0 3 0 0 0 29
Total Journal Articles 0 1 4 169 1 2 20 685


Statistics updated 2022-11-05