Hamdi Raïssi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance Journal of Business and Economic Statistics	2025-01-20	Paper
On the correlation analysis of stocks with zero returns The Canadian Journal of Statistics	2024-06-13	Paper
Testing for abrupt breaks in variance structures with smooth changes Communications in Statistics: Theory and Methods	2022-05-20	Paper
On the dependence structure of the trade/no trade sequence of illiquid assets	2022-02-21	Paper
Powers correlation analysis of non-stationary illiquid assets	2021-04-09	Paper
A power comparison between autocorrelation based tests Statistics \& Probability Letters	2019-02-20	Paper
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance Journal of the American Statistical Association	2017-08-07	Paper
Autoregressive order identification for VAR models with non constant variance Communications in Statistics: Theory and Methods	2016-01-05	Paper
Semi-strong linearity testing in linear models with dependent but uncorrelated errors Statistics \& Probability Letters	2015-11-23	Paper
Corrected portmanteau tests for VAR models with time-varying variance Journal of Multivariate Analysis	2014-01-10	Paper
Comparison of procedures for fitting the autoregressive order of a vector error correction model Journal of Statistical Computation and Simulation	2013-06-12	Paper
Testing linear causality in mean when the number of estimated parameters is high Electronic Journal of Statistics	2013-05-28	Paper
Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean Journal of Statistical Planning and Inference	2012-09-18	Paper
Testing instantaneous linear Granger causality in presence of nonlinear dynamics Comptes Rendus. Mathématique. Académie des Sciences, Paris	2011-12-07	Paper
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors Test	2011-01-22	Paper
Testing the Cointegrating Rank with Uncorrelated but Dependent Errors Stochastic Analysis and Applications	2009-03-03	Paper
Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption Comptes Rendus. Mathématique. Académie des Sciences, Paris	2008-02-26	Paper
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors Journal of Time Series Analysis	2007-12-16	Paper

Research outcomes over time

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