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Details about abdessamad Saidi

Workplace:Bank Al-Maghrib, (more information at EDIRC)

Access statistics for papers by abdessamad Saidi.

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

Short-id: psa1543


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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 Downloads

2011

  1. Asymptotic properties of weighted least squares estimation in weak parma models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2011)

2008

  1. The asymptotic and exact Fisher information matrices
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (2)

2007

  1. Optimal tests for non-correlation between multivariate time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    See also Journal Article in Journal of the American Statistical Association (2007)

2006

  1. Exact maximum likelihood estimation of structured or unit root multivariate time series models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (10)
    See also Journal Article in Computational Statistics & Data Analysis (2006)

2005

  1. Testing non-correlation and non-causality between multivariate arma time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (9)
    See also Journal Article in Journal of Time Series Analysis (2005)
  2. Testing non-correlation and non-causality between two multivariate ARMA time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)

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 Downloads View citations (3)
    See also Working Paper (2011)

2008

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

2007

  1. Optimal Tests of Noncorrelation Between Multivariate Time Series
    Journal of the American Statistical Association, 2007, 102, 938-951 Downloads
    See also Working Paper (2007)

2006

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

2005

  1. Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
    Journal of Time Series Analysis, 2005, 26, (1), 83-105 Downloads View citations (11)
    See also Working Paper (2005)
 
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