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 1 1 10 136
Total Working Papers 0 0 0 87 1 1 10 136

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 1 11 39
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 0 0 0 11 0 0 7 53
Corrected portmanteau tests for VAR models with time-varying variance 0 0 0 16 1 1 12 70
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors 0 0 1 130 1 2 12 472
Semi-strong linearity testing in linear models with dependent but uncorrelated errors 0 0 0 1 0 1 11 27
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance 0 0 0 2 0 0 9 52
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance 0 0 0 2 1 2 9 40
Testing linear relationships between non-constant variances of economic variables 0 0 0 2 0 0 4 38
Testing normality for unconditionally heteroscedastic macroeconomic variables 0 0 2 6 0 0 9 43
Total Journal Articles 0 0 3 178 4 7 84 834

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Statistics updated 2026-10-11