Details about Mehdi Hosseinkouchack

Access statistics for papers by Mehdi Hosseinkouchack.

Last updated 2022-03-25. Update your information in the RePEc Author Service.

Short-id: pho324

Working Papers

2014

1. Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
   IMF Working Papers, International Monetary Fund View citations (6)
2. The local power of the CADF and CIPS panel unit root tests
   Working Papers, Deakin University, Department of Economics View citations (3)
   See also Journal Article The Local Power of the CADF and CIPS Panel Unit Root Tests, Econometric Reviews, Taylor & Francis Journals (2016) View citations (14) (2016)

2013

3. Do large recessions reduce output permanently?
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (28)
   Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2012) View citations (5)
   Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2012) View citations (4)
   See also Journal Article Do large recessions reduce output permanently?, Economics Letters, Elsevier (2013) View citations (28) (2013)

Journal Articles

2022

1. Autoregressive spectral estimates under ignored changes in the mean
   Journal of Time Series Analysis, 2022, 43, (2), 329-340
2. Understanding nonsense correlation between (independent) random walks in finite samples
   Statistical Papers, 2022, 63, (1), 181-195

2021

3. FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS
   Econometric Theory, 2021, 37, (4), 769-793 View citations (7)

2020

4. Estimating the mean under strong persistence
   Economics Letters, 2020, 188, (C)
5. Harmonically Weighted Processes
   Journal of Time Series Analysis, 2020, 41, (1), 41-66 View citations (4)

2019

6. Ratio tests under limiting normality
   Econometric Reviews, 2019, 38, (7), 793-813 View citations (2)
7. Testing the Newcomb-Benford Law: experimental evidence
   Applied Economics Letters, 2019, 26, (21), 1762-1769 View citations (4)

2016

8. Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions
   Oxford Bulletin of Economics and Statistics, 2016, 78, (3), 347-364 View citations (5)
9. Panel Cointegration Testing in the Presence of Linear Time Trends
   Econometrics, 2016, 4, (4), 1-16 View citations (1)
10. Powerful Unit Root Tests Free of Nuisance Parameters
    Journal of Time Series Analysis, 2016, 37, (4), 533-554 View citations (2)
11. The Local Power of the CADF and CIPS Panel Unit Root Tests
    Econometric Reviews, 2016, 35, (5), 845-870 View citations (14)
    See also Working Paper The local power of the CADF and CIPS panel unit root tests, Working Papers (2014) View citations (3) (2014)

2014

12. Effect of the order of fractional integration on impulse responses
    Economics Letters, 2014, 125, (2), 311-314
13. Local Asymptotic Power of Breitung's Test
    Oxford Bulletin of Economics and Statistics, 2014, 76, (3), 456-462 View citations (3)

2013

14. Do large recessions reduce output permanently?
    Economics Letters, 2013, 121, (3), 516-519 View citations (28)
    See also Working Paper Do large recessions reduce output permanently?, VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order (2013) View citations (28) (2013)

2008

15. Estimating parameters of the three-parameter Weibull distribution using a neural network
    European Journal of Industrial Engineering, 2008, 2, (4), 428-445 View citations (2)