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Publicaciones
- H. Raissi and V. Patilea (2023). Orthogonal impulse responses analysis in presence of time-varying covariance. Research Papers in Statistical Inference for Time Series and Related Models, Liu et al (eds.), Springer.
- Patilea and Raïssi « Powers correlation analysis of returns with a nonstationary zero-process» Journal of Financial Econometrics 22, 1345-1371, 2024.
- Raïssi, Q. Giai Gianetto « Testing instantaneous causality in presence of non constant unconditional variance. » Journal of Business and Economic Statistics 33, 46-53, 2015.
- Raïssi, V. Patilea « Testing second order dynamics for autoregressive processes in presence of time-varying variance. » Journal of the American Statistical Association 109, 1099-1111, 2014.
- Raïssi, V. Patilea « Corrected portmanteau tests for VAR models with time-varying variance. » Journal of Multivariate Analysis 116, 190-207, 2013.
- Raïssi, V. Patilea « Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean. » Journal of Statistical Planning and Inference 142, 2891-2912, 2012.
- Raïssi, « Comparison of procedures for fitting the autoregressive order of a vector error correction model. » Journal of Statistical Computation and Simulation 82, 1517-1529, 2012.
- Raïssi, « Testing linear causality in mean when the number of estimated parameters is high. » Electronic Journal of Statistics 5, 507-533, 2011.
- Raïssi, « Autocorrelation based tests for vector error correction models with uncorrelated but nonindependent errors. » Test 19, 304-324, 2010.
- Raïssi, « Testing the cointegrating rank when the errors are uncorrelated but nonindependent. » Stochastic Analysis and Applications 27, 24-50, 2009.
- Raïssi, C. Francq « Multivariate portmanteau test for autoregressive models with uncorrelated but nonindependent errors. » Journal of Time Series Analysis 28, 454-470, 2007.
Dirección de Tesis Internacional
Director de la Tesis Doctoral de la Srta. Raja Ben Hajria. Universidad de Monastir, Túnes. |
