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Details about Hamdi Raïssi

Homepage:http://www.insa-rennes.fr/hamdi-raissi

Access statistics for papers by Hamdi Raïssi.

Last updated 2020-07-24. Update your information in the RePEc Author Service.

Short-id: pra407


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Working Papers

2017

  1. Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests
    Working Papers, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso Downloads

Journal Articles

2020

  1. Testing linear relationships between non-constant variances of economic variables
    Economic Modelling, 2020, 90, (C), 182-189 Downloads

2018

  1. A power comparison between autocorrelation based tests
    Statistics & Probability Letters, 2018, 143, (C), 1-6 Downloads
  2. Testing normality for unconditionally heteroscedastic macroeconomic variables
    Economic Modelling, 2018, 70, (C), 140-146 Downloads

2015

  1. Semi-strong linearity testing in linear models with dependent but uncorrelated errors
    Statistics & Probability Letters, 2015, 103, (C), 110-115 Downloads
  2. Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance
    Journal of Business & Economic Statistics, 2015, 33, (1), 46-53 Downloads View citations (2)

2014

  1. Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance
    Journal of the American Statistical Association, 2014, 109, (507), 1099-1111 Downloads View citations (5)

2013

  1. Corrected portmanteau tests for VAR models with time-varying variance
    Journal of Multivariate Analysis, 2013, 116, (C), 190-207 Downloads View citations (6)

2010

  1. Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 19, (2), 304-324 Downloads View citations (1)

2007

  1. Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
    Journal of Time Series Analysis, 2007, 28, (3), 454-470 Downloads View citations (10)
 
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