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Behaviour of skewness, kurtosis and normality tests in long memory data
Boutahar, Mohamed - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10003983085
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Least squares estimator for regression models with some deterministic time varying parameters
Boutahar, Mohamed - In: Metrika : international journal for theoretical and … 43 (1996) 1, pp. 57-67
Persistent link: https://www.econbiz.de/10001194792
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Bai and Perron's and spetral density methods for structural change detection in the US inflation process
Ben Ai͏̈ssa, Mohamed Safouane; Boutahar, Mohamed; … - In: Applied economics letters 11 (2004) 2, pp. 109-115
Persistent link: https://www.econbiz.de/10001927723
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Detecting multiple breaks in a time series covariance structure : a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1101
Persistent link: https://www.econbiz.de/10002121559
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Evidence on structural changes in US time series
Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422
Persistent link: https://www.econbiz.de/10002770015
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Structural change in tail behaviour and the recent financial crisis
Raggad, Bechir; Boutahar, Mohamed - In: International journal of monetary economics and finance 5 (2012) 3, pp. 277-298
Persistent link: https://www.econbiz.de/10009697044
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The effect of tapering on the semiparametric estimators for nonstationary long memory processes
Nouira, Lei͏̈la; Boutahar, Mohamed; Marimoutou, … - In: Statistical papers 50 (2009) 2, pp. 225-248
Persistent link: https://www.econbiz.de/10003814842
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A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10003691880