Details about Hamdi Raïssi

Access statistics for papers by Hamdi Raïssi.

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

Short-id: pra407

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

Journal Articles

2020

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

2018

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

2015

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

2014

6. Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance
   Journal of the American Statistical Association, 2014, 109, (507), 1099-1111 View citations (9)

2013

7. Corrected portmanteau tests for VAR models with time-varying variance
   Journal of Multivariate Analysis, 2013, 116, (C), 190-207 View citations (8)

2010

8. 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 View citations (1)

2007

9. Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
   Journal of Time Series Analysis, 2007, 28, (3), 454-470 View citations (14)