3 citations · 7 across the 5 of their papers we have counts for
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stat.AP2012★ 3 cited
Testing instantaneous causality in presence of non constant unconditional variance
Quentin Giai Gianetto, Hamdi Raissi
The problem of testing instantaneous causality between variables with time-varying unconditional variance is investigated. It is shown that the classical tests based on the assumpt…
stat.ME2012
Lag length identification for VAR models with non-constant variance
Hamdi RaÏssi
The identification of the lag length for vector autoregressive models by mean of Akaike Information Criterion (AIC), Partial Autoregressive and Correlation Matrices (PAM and PCM he…