3
H index
1
i10 index
24
Citations
HAMDI RAÏSSI : Citation Profile
| RESEARCH PRODUCTION: 9 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2007 - 2020). 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:
| Cites to:
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Main data
Where HAMDI RAÏSSI has published?
| Journals with more than one article published | # docs |
|---|---|
| Statistics & Probability Letters | 2 |
| Economic Modelling | 2 |
Recent works citing HAMDI RAÏSSI (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | On portmanteau-type tests for nonlinear multivariate time series. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000039. Full description at Econpapers || Download paper |
Works by HAMDI RAÏSSI:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 12 |
| 2018 | Testing normality for unconditionally heteroscedastic macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2020 | Testing linear relationships between non-constant variances of economic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2013 | Corrected portmanteau tests for VAR models with time-varying variance In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
| 2015 | Semi-strong linearity testing in linear models with dependent but uncorrelated errors In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | A power comparison between autocorrelation based tests In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Autocorrelation-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] | article | 1 |
| 2014 | Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 6 |
| 2015 | Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team