Exact Optimal and Adaptive Inference in Linear and Nonlinear Models under Heteroskedasticity and Non-Normality of Unknown Forms.
(2010)
Journal Article
Taamouti, A., & Dufour, J. (2010). Exact Optimal and Adaptive Inference in Linear and Nonlinear Models under Heteroskedasticity and Non-Normality of Unknown Forms
Abderrahim Taamouti's Outputs (3)
Short and Long Run Causality Measures: Theory and Inference. (2010)
Journal Article
Taamouti, A., & Dufour, J. (2010). Short and Long Run Causality Measures: Theory and Inference. Journal of Econometrics, 154(1), 42-58
Asymptotic properties of the Bernstein density copula estimator for α-mixing data. (2010)
Journal Article
Bouezmarn, T., Rombouts, J. V., & Taamouti, A. (2010). Asymptotic properties of the Bernstein density copula estimator for α-mixing data. Journal of Multivariate Analysis, 101(1), 1-10. https://doi.org/10.1016/j.jmva.2009.02.014Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based. T... Read More about Asymptotic properties of the Bernstein density copula estimator for α-mixing data..