Mohamed Boutahar
Names
first:  Mohamed 
last:  Boutahar 
Affiliations

Faculté des sciences  Aix Marseille Université
 website
 location: France, Marseille
Research profile
author of:

Longrun relationships between international stock prices: further evidence from fractional cointegration tests
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne P駵inFeissolle 
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises
by Mohamed Boutahar 
Power of the KPSS test against shift in variance: a further investigation.
by Ahamada Ibrahim & Boutahar Mohamed 
General Autoregressive Models with LongMemory Noise
by Mohamed Boutahar 
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE
by Mohamed Boutahar & Mustapha Belkhouja 
Least squares estimator for regression models with some deterministic time varying parameters
by Mohamed Boutahar & Claude Deniau 
Fractional integration and cointegration in stock prices and exchange rates
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne PeguinFeissolle 
Longrun relationships between international stock prices: further evidence from fractional cointegration tests
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne PeguinFeissolle 
wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
by Jamel JOUINI & Mohamed BOUTAHAR 
Optimal prediction with nonstationary ARFIMA model
by Mohamed Boutahar 
Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series
by Mohamed Boutahar 
Fractional integration and cointegration in stock prices and exchange rates
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Péguinfeissolle 
The Power of some Standard tests of stationarity against changes in the unconditional variance
by Ibrahim Ahamada & Mohamed Boutahar 
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne PeguinFeissolle 
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?
by Aloy, Marcel & Boutahar, Mohamed & Gente, Karine & PéguinFeissolle, Anne 
Testing for change in mean of heteroskedastic time series
by Mohamed Boutahar 
Fractionally integrated time varying GARCH model
by Adnen Ben Nasr & Mohamed Boutahar & Abdelwahed Trabelsi 
The finitesample properties of bootstrap tests in multiple structural change models
by Jamel JOUINI & Mohamed Boutahar 
Evidence on structural changes in U.S. time series
by Jouini, Jamel & Boutahar, Mohamed 
The power of some standard tests of stationarity against changes in the unconditional variance
by Ibrahim Ahamada & Mohamed Boutahar 
Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177186]
by Ahamada, Ibrahim & Boutahar, Mohamed 
Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
by Mohamed Boutahar & David Gbaguidi 
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
by Mohamed Boutahar & Velayoudom Marimoutou & Leila Nouira 
Estimation of the long memory parameter in non stationary models: A Simulation Study
by Mohamed Boutahar & Rabeh Khalfaoui2 
Comparison of nonparametric and semiparametric tests in detecting long memory
by Mohamed Boutahar 
Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
by Jamel JOUINI & Mohamed BOUTAHAR 
Detecting multiple breaks in time series covariance structure: a nonparametric approach based on the evolutionary spectral density
by Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar 
The effect of tapering on the semiparametric estimators for nonstationary long memory processes
by Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou 
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
by Boutahar, Mohamed & Mootamri, Imène & PéguinFeissolle, Anne 
Testing for change in mean of heteroskedastic time series
by Mohamed Boutahar 
Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
by Mustapha Belkhouja & Mohamed Boutahar 
Behaviour of skewness, kurtosis and normality tests in long memory data
by Mohamed Boutahar 
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
by Mohamed Boutahar & Imene Mootamri & Anne PeguinFeissolle 
Seasonal Nonlinear Long Memory Model for the US Inflation Rates
by Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar 
An exponential FISTAR model applied to the US real effective exchange rate
by Mohamed Boutahar & Imene Mootamri & Anne PeguinFeissolle 
A proof of asymptotic normality for some VARX models
by Mohamed Boutahar & Claude Deniau 
A Measure of Variability in Comovement for Economic Variables : a TimeVarying Coherence Function Approach
by Essahbi Essaadi & Mohamed Boutahar 
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIMEVARYING LONG MEMORY PARAMETER Dt  [Document de travail n°2008  10]
by Mohamed Boutahar & Gilles Dufrénot & Anne PeguinFeissolle 
A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES
by Mohamed Boutahar & Jamel Jouini 
Analysing CPI inflation by the fractionally integrated ARFIMASTVGARCH model
by Mustapha Belkhouja & Imene Mootamri & Mohamed Boutahar 
A Measure of Variability in Comovement for Economic Variables: a TimeVarying Coherence Function Approach
by Essahbi Essaadi & Mohamed Boutahar 
Bai and Perron's and spectral density methods for structural change detection in the US inflation process
by Mohamed Safouane Ben Aissa & Mohamed Boutahar & Jamel Jouini 
A Simple Fractionally Integrated Model with a Timevarying Long Memory Parameter d t
by Mohamed Boutahar & Gilles Dufrénot & Anne PéguinFeissolle 
A waveletbased approach for modelling exchange rates
by Boubaker Heni & Boutahar Mohamed 
A timescale analysis of systematic risk: waveletbased approach
by Khalfaoui Rabeh, K. & Boutahar Mohamed, B. 
Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems.
by Boutahar, M. & Deneau, C. 
Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
by Khalfaoui, R. & Boutahar, M. 
Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet MultiResolution Analysis
by R. Khalfaoui & M. Boutahar 
Structural breaks in the U.S. inflation process: a further investigation
by J. Jouini & M. Boutahar 
Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet MultiResolution Analysis
by Rabeh Khalfaoui & Mohammed Boutahar 
Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals.
by Boutahar, M. & Deneau, C. 
Current components analysis of MIS/IL solar cells for different fabrication parameters
by Attala, Mohamed E. & Saleh, Mohamed B. & Abu Al seod, Ahmed K. & Soliman, Moataz M. 
A Measure of Variability in Comovement for Economic Variables: a TimeVarying Coherence Function Approach
by Mohamed Boutahar & Essahbi Essaadi 
Nonparametric comparison of several transformations of distribution functions
by Mohamed Boutahar & Badih Ghattas & Denys Pommeret 
Longrun relationships between international stock prices: further evidence from fractional cointegration tests
by Marcel Aloy & Boutahar Mohamed & Karine Gente & Anne PeguinFeissolle 
A simple fractionally integrated model with a timevarying long memory parameter dt
by Mohamed Boutahar & Gilles Dufrénot & Anne PeguinFeissolle 
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
by Imene Mootamri & Mohamed Boutahar & Anne PeguinFeissolle 
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density
by Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar 
Power of the KPSS test against shift in variance: a further investigation
by Ibrahim Ahamada & Mohamed Boutahar 
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate
by Ibrahim Ahamada & Mohamed Boutahar