This file is part of IDEAS, which uses RePEc data

Information about:
Abderrahim Taamouti

Personal Details | Affiliation | Works

This is information that was supplied by Abderrahim Taamouti in registering through RePEc. If you are Abderrahim Taamouti , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Abderrahim
Middle Name:
Last Name: Taamouti
Suffix:

RePEc Short-ID: pta202

Email:
Homepage: http://www.eco.uc3m.es/english/
Postal Address: Departamento de Economía Universidad Carlos III de Madrid Calle Madrid, 126 28903 Getafe (Madrid) España
Phone:

Affiliation

(in no particular order)

Departamento de Economía (Department of Economics)
Universidad Carlos III de Madrid
Location: Madrid, Spain
Homepage: http://www.eco.uc3m.es/
Email:
Phone: +34-91 6249594
Fax: +34-91 6249329
Postal: C./ Madrid, 126, 28903 Getafe (Madrid)
Handle: RePEc:edi:deuc3es (registered authors at this institution)

Works

Working papers

Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche 0927, CIRPEE. [Downloadable!]
Other versions:
- Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO. [Downloadable!]
- Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2009. "A nonparametric copula based test for conditional independence with applications to granger causality," Economics Working Papers we093419, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Jean-Marie Dufour & Abderrahim Taamouti, 2008. "Short and long run causality measures: theory and inference," Economics Working Papers we083720, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," Economics Working Papers we083619, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Other versions:
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," CORE Discussion Papers 2008045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
Jean-Marie Dufour & Abderrahim Taamouti, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," Economics Working Papers we086027, Universidad Carlos III, Departamento de Economía. [Downloadable!]

Articles

Taamouti, Abderrahim, 2009. "Analytical Value-at-Risk and Expected Shortfall under regime-switching," Finance Research Letters, Elsevier, vol. 6(3), pages 138-151, September. [Downloadable!] (restricted)

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CBA: Central Banking (1) 2008-07-14
NEP-ECM: Econometrics (6) 2008-07-14 2008-07-14 2008-11-25 2008-12-14 2009-07-03 2009-09-26 Author is listed
NEP-ETS: Econometric Time Series (3) 2008-07-14 2009-07-03 2009-09-26 Author is listed
NEP-MAC: Macroeconomics (1) 2008-07-14
NEP-ORE: Operations Research (1) 2008-12-14
NEP-PKE: Post Keynesian Economics (1) 2009-09-26

Did you know? To receive notification of recent additions to the database, subscribe to the free NEP reports.

This page was last updated on 2009-11-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.