5
H index
2
i10 index
61
Citations
abdessamad Saidi : Citation Profile
Bank Al-Maghrib | RESEARCH PRODUCTION: 7 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with abdessamad Saidi. | Is cited by:
| Cites to:
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Main data
Where abdessamad Saidi has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 2 |
| Journal of Time Series Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 5 |
Recent works citing abdessamad Saidi (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2025 | Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545. Full description at Econpapers || Download paper |
| 2024 | Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702. Full description at Econpapers || Download paper |
| 2024 | Portmanteau tests for periodic ARMA models with dependent errors. (2024). Manassara, Boubacar Y ; Amir, Ilmi A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:164-188. Full description at Econpapers || Download paper |
| 2025 | Structural periodic vector autoregressions. (2025). Dzikowski, Daniel ; Jentsch, Carsten. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001538. Full description at Econpapers || Download paper |
| 2025 | Diagnostic checking of periodic vector autoregressive time series models with dependent errors. (2025). Manassara, Yacouba Boubacar ; Ursu, Eugen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000861. Full description at Econpapers || Download paper |
| 2025 | The effects of aggregation and sampling on periodic INGARCH processes. (2025). Zhu, Fukang ; Su, Bing. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:6:d:10.1007_s00184-025-00995-3. Full description at Econpapers || Download paper |
| 2026 | The effects of aggregation and sampling on periodic INGARCH processes. (2026). Zhu, Fukang ; Su, Bing. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:89:y:2026:i:2:d:10.1007_s00184-025-00995-3. Full description at Econpapers || Download paper |
| 2024 | Locally robust inference for non‐Gaussian SVAR models. (2024). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:2:p:523-570. Full description at Econpapers || Download paper |
Works by abdessamad Saidi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Optimal Tests of Noncorrelation Between Multivariate Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 6 |
| 2007 | Optimal tests for non-correlation between multivariate time series.(2007) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2005 | Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 14 |
| 2005 | Testing non-correlation and non-causality between multivariate arma time series.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2011 | Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2011 | Asymptotic properties of weighted least squares estimation in weak parma models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2008 | ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2006 | Exact maximum likelihood estimation of structured or unit root multivariate time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2006 | Exact maximum likelihood estimation of structured or unit root multivariate time series models.(2006) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2008 | Aggregation and systematic sampling of periodic ARMA processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2008 | The asymptotic and exact Fisher information matrices of a vector ARMA process In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière In: Document de travail. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Estimation du cash non-transactionnel au Maroc In: Document de travail. [Citation analysis] | paper | 0 |
| 2008 | The asymptotic and exact Fisher information matrices In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Testing non-correlation and non-causality between two multivariate ARMA time series In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team