| Multivariate portmanteau test for autoregressive models with uncorrelated but nonindependent errors C Francq, H Raïssi Journal of Time Series Analysis 28 (3), 454-470, 2007 | 59 | 2007 |
| Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean V Patilea, H Raïssi Journal of Statistical Planning and Inference 142 (11), 2891-2912, 2012 | 36 | 2012 |
| Corrected portmanteau tests for VAR models with time-varying variance V Patilea, H Raïssi Journal of Multivariate Analysis 116, 190-207, 2013 | 29 | 2013 |
| Testing second-order dynamics for autoregressive processes in presence of time-varying variance V Patilea, H Raïssi Journal of the American Statistical Association 109 (507), 1099-1111, 2014 | 24 | 2014 |
| Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors H Raïssi Test 19 (2), 304-324, 2010 | 10 | 2010 |
| Testing instantaneous causality in presence of nonconstant unconditional covariance Q Giai Gianetto, H Raïssi Journal of Business & Economic Statistics 33 (1), 46-53, 2015 | 7 | 2015 |
| Autoregressive order identification for VAR models with non constant variance H Raïssi Communications in Statistics-Theory and Methods 44 (10), 2059-2078, 2015 | 6 | 2015 |
| Autoregressive order identification for VAR models with non constant variance H Raïssi Communications in Statistics-Theory and Methods 44 (10), 2059-2078, 2015 | 6 | 2015 |
| Testing the cointegrating rank with uncorrelated but dependent errors H Raïssi Stochastic analysis and applications 27 (1), 24-50, 2009 | 5 | 2009 |
| A power comparison between autocorrelation based tests RB Hajria, S Khardani, H Raïssi Statistics & Probability Letters 143, 1-6, 2018 | 4 | 2018 |
| Testing linear causality in mean when the number of estimated parameters is high H Raïssi | 4 | 2011 |
| Semi-strong linearity testing in linear models with dependent but uncorrelated errors YB Maïnassara, H Raïssi Statistics & Probability Letters 103, 110-115, 2015 | 3 | 2015 |
| Testing normality for unconditionally heteroscedastic macroeconomic variables H Raïssi Economic Modelling 70, 140-146, 2018 | 2 | 2018 |
| Powers Correlation Analysis of Returns with a Non-stationary Zero-Process V Patilea, H Raïssi Journal of Financial Econometrics, nbad025, 2023 | 1 | 2023 |
| Orthogonal Impulse Response Analysis in Presence of Time-Varying Covariance V Patilea, H Raïssi Research Papers in Statistical Inference for Time Series and Related Models …, 2023 | 1 | 2023 |
| On the correlation analysis of illiquid stocks H Raïssi arXiv preprint arXiv:2008.06168, 2020 | 1 | 2020 |
| Testing for abrupt breaks in variance structures with smooth changes R Ben Hajria, S Khardani, H Raïssi Communications in Statistics-Theory and Methods 48 (21), 5195-5212, 2019 | 1 | 2019 |
| Contribution à l'inférence statistique des modèles vectoriels autorégressifs et à correction d'erreurs H Raïssi Lille 3, 2007 | 1 | 2007 |
| On the dependence structure of the trade/no trade sequence of illiquid assets H Raïssi Communications in Statistics-Theory and Methods 53 (8), 2715-2729, 2024 | | 2024 |
| On the correlation analysis of stocks with zero returns H Raïssi Canadian Journal of Statistics, 2023 | | 2023 |
