Details about Hamdi Raïssi
Access statistics for papers by Hamdi Raïssi.
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- 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
- Testing linear relationships between non-constant variances of economic variables
Economic Modelling, 2020, 90, (C), 182-189
- A power comparison between autocorrelation based tests
Statistics & Probability Letters, 2018, 143, (C), 1-6
- Testing normality for unconditionally heteroscedastic macroeconomic variables
Economic Modelling, 2018, 70, (C), 140-146
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors
Statistics & Probability Letters, 2015, 103, (C), 110-115
- Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance
Journal of Business & Economic Statistics, 2015, 33, (1), 46-53 View citations (2)
- 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 (5)
- Corrected portmanteau tests for VAR models with time-varying variance
Journal of Multivariate Analysis, 2013, 116, (C), 190-207 View citations (6)
- 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)
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
Journal of Time Series Analysis, 2007, 28, (3), 454-470 View citations (10)
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