HAMDI RAÏSSI : Citation Profile


Are you HAMDI RAÏSSI?

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 1
   Journals where HAMDI RAÏSSI has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 4 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra407
   Updated: 2019-12-15    RAS profile: 2018-12-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with HAMDI RAÏSSI.

Is cited by:

Francq, Christian (2)

Brüggemann, Ralf (1)

Zhu, Ke (1)

Duchesne, Pierre (1)

Trenkler, Carsten (1)

Ruiz, Esther (1)

Bruder, Stefan (1)

Cites to:

Francq, Christian (10)

Zakoian, Jean-Michel (6)

Watson, Mark (4)

Engle, Robert (4)

Lütkepohl, Helmut (3)

Brüggemann, Ralf (3)

Xu, Ke-Li (3)

Saikkonen, Pentti (3)

Phillips, Peter (3)

Bollerslev, Tim (2)

van Dijk, Dick (2)

Main data


Where HAMDI RAÏSSI has published?


Journals with more than one article published# docs
Statistics & Probability Letters2

Recent works citing HAMDI RAÏSSI (2018 and 2017)


YearTitle of citing document
2019Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

Full description at Econpapers || Download paper

2017Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models. (2017). Truquet, Lionel . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1391-1414.

Full description at Econpapers || Download paper

2018Inference for structural impulse responses in SVAR-GARCH models. (2018). Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:281.

Full description at Econpapers || Download paper

Works by HAMDI RAÏSSI:


YearTitleTypeCited
2007Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article8
2018Testing normality for unconditionally heteroscedastic macroeconomic variables In: Economic Modelling.
[Full Text][Citation analysis]
article0
2013Corrected portmanteau tests for VAR models with time-varying variance In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article2
2015Semi-strong linearity testing in linear models with dependent but uncorrelated errors In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2018A power comparison between autocorrelation based tests In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2010Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article0
2014Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article2
2017Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests In: Working Papers.
[Full Text][Citation analysis]
paper0

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