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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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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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Fractionally integrated time varying GARCH model
Nasr, Adnen Ben; Boutahar, Mohamed; Trabelsi, Abdelwahed - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 3, pp. 399-430
Persistent link: https://www.econbiz.de/10008649243
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Purchasing power parity and the long memory properties of real exchange rates : does one size fit all?
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Economic modelling 28 (2011) 3, pp. 1279-1290
Persistent link: https://www.econbiz.de/10009272177
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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
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Seasonal nonlinear long memory model for the US inflation rates
Ajmi, Ahdi Noomen; Nasr, Adnen Ben; Boutahar, Mohamed - In: Computational economics 31 (2008) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10003691897
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Identifying trend nature in time series using autocorrelation functions and stationarity tests
Boutahar, Mohamed; Royer-Carenzi, M. - In: International journal of computational economics and … 14 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015062771