Details about abdessamad Saidi

Access statistics for papers by abdessamad Saidi.

Last updated 2017-06-08. Update your information in the RePEc Author Service.

Short-id: psa1543

Working Papers

2018

1. Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière
   Document de travail, Bank Al-Maghrib, Département de la Recherche

2011

2. Asymptotic properties of weighted least squares estimation in weak parma models
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models, Journal of Time Series Analysis, Wiley Blackwell (2011) View citations (5) (2011)

2008

3. The asymptotic and exact Fisher information matrices
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)

2007

4. Optimal tests for non-correlation between multivariate time series
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
   See also Journal Article Optimal Tests of Noncorrelation Between Multivariate Time Series, Journal of the American Statistical Association, American Statistical Association (2007) View citations (4) (2007)

2006

5. Exact maximum likelihood estimation of structured or unit root multivariate time series models
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
   See also Journal Article Exact maximum likelihood estimation of structured or unit root multivariate time series models, Computational Statistics & Data Analysis, Elsevier (2006) View citations (7) (2006)

2005

6. Testing non-correlation and non-causality between multivariate arma time series
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (14)
   See also Journal Article Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series, Journal of Time Series Analysis, Wiley Blackwell (2005) View citations (12) (2005)

Journal Articles

2011

1. Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models
   Journal of Time Series Analysis, 2011, 32, (6), 699-723 View citations (5)
   See also Working Paper Asymptotic properties of weighted least squares estimation in weak parma models, MPRA Paper (2011) View citations (5) (2011)

2008

2. Aggregation and systematic sampling of periodic ARMA processes
   Computational Statistics & Data Analysis, 2008, 52, (9), 4287-4304 View citations (2)
3. ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
   Econometric Theory, 2008, 24, (4), 948-987 View citations (5)
4. The asymptotic and exact Fisher information matrices of a vector ARMA process
   Statistics & Probability Letters, 2008, 78, (12), 1430-1433 View citations (2)

2007

5. Optimal Tests of Noncorrelation Between Multivariate Time Series
   Journal of the American Statistical Association, 2007, 102, 938-951 View citations (4)
   See also Working Paper Optimal tests for non-correlation between multivariate time series, ULB Institutional Repository (2007) View citations (2) (2007)

2006

6. Exact maximum likelihood estimation of structured or unit root multivariate time series models
   Computational Statistics & Data Analysis, 2006, 50, (11), 2958-2986 View citations (7)
   See also Working Paper Exact maximum likelihood estimation of structured or unit root multivariate time series models, ULB Institutional Repository (2006) View citations (13) (2006)

2005

7. Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
   Journal of Time Series Analysis, 2005, 26, (1), 83-105 View citations (12)
   See also Working Paper Testing non-correlation and non-causality between multivariate arma time series, ULB Institutional Repository (2005) View citations (14) (2005)