Research fields : Time series analysis, Statistics, Econometrics.

Articles published in international journals :

• Raïssi, H. Autoregressive order identification for VAR models with non-constant variance. Communications in Statistics-Theory and methods To appear.
• Patilea, V. and Raïssi, H. Corrected portmanteau tests for VAR models with time-varying variance. Journal of Multivariate Analysis 116, 190-207, 2013. Long version available at arXiv
• Patilea, V. and Raïssi, H. Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean. Journal of Statistical Planning and Inference 142, 2891-2912, 2012. Long version available at arXiv
• Raïssi, H. Comparison of procedures for fitting the autoregressive order of a vector error correction model. Journal of Statistical Computation and Simulation 82, 1517-1529, 2012.
• Raïssi, H. Testing linear causality in mean when the number of estimated parameters is high. Electronic Journal of Statistics 27, 507-533, 2011.
• Raïssi, H. Autocorrelation based tests for vector error correction models with uncorrelated but nonidependent errors. TEST 19, 304-324, 2010.
  A different version is available in the Chapter 4 of the PhD dissertation available below
  
• Raïssi, H. Testing the cointegrating rank when the errors are uncorrelated but nonindependent. Stochastic Analysis and Applications 27, 24-50, 2009.
  The long version is available in the Chapter 3 of the PhD dissertation available below
  
• Francq, C. and Raïssi, H. Multivariate portmanteau test for autoregressive models with uncorrelated but nonindependent errors. Journal of Time Series Analysis 28, 454-70, 2007.
  The long version is available in the Chapter 2 of the PhD dissertation available below
  

Submitted articles :

• Giai Gianetto, Q. and Raïssi, H. Testing instantaneous causality in presence of non constant unconditional variance. arXiv preprint
• Patilea, V. and Raïssi, H. Testing second order dynamics for autoregressive processes in presence of time-varying variance. arXiv preprint

National level publications :

• Raïssi, H. Testing instantaneous linear Granger causality in presence of nonlinear dynamics. C. R. Acad. Sci. Paris, Ser. I 349, 1203-1206, 2011.
• Raïssi, H. Test du rapport de vraisemblance pour le rang de cointégration d'un VAR avec des erreurs dépendantes. C. R. Acad. Sci. Paris, Ser. I 346, 93-96, 2008.

Proceedings :

• Giai Gianetto, Q. and Raïssi, H. Test de la causalité instantanée en présence d'une variance non conditionnelle non constante. 45èmes journées de statistique de la SFdS, 2013.
• Patilea, V. and Raïssi, H. Test des dynamiques au second ordre pour les processus autoregressifs dont la variance est non constante. 44èmes journées de statistique de la SFdS, 2012
• Patilea, V. and Raïssi, H. Adaptive Estimation of VAR models with Time-Varying Variance: Application to Testing the VAR Order. Join Statistical Meetings Proceedings, Business and Economics Statistics Section. The American Statistical Association, pp. 3239-3253, 2011
• Patilea, V. and Raïssi, H. Tests portmanteau corrigés pour les modèles VAR avec variance non constante. 43èmes journées de statistique de la SFdS, 2011
• Patilea, V. and Raïssi, H. Estimation adaptative des modèles vectoriels autoregréssifs avec une variance dependant du temps.42èmes journées de statistique de la SFdS, 2010
• Raïssi, H. Test du rapport de vraisemblance pour le rang de cointégration d’un VAR avec des erreurs dépendantes.39èmes Journées de Statistique de la SFdS, 2007

Other documents :

• Raïssi, H. Contribution à l'inférence statistique des modèles vectoriels autorégressifs et à correction d'erreurs. PhD dissertation.

Conferences :

• Testing instantaneous causality in presence of non constant unconditional covariance (poster). Workshop on Industry and Practices for Forecasting (WIPFOR), Paris june 5-7th 2013.
• Test de la causalité instantanée en présence d'une variance non conditionnelle non constante. 45èmes journées de statistique de la SFdS, Toulouse may 27-31st 2013.
• Testing second order dynamics for autoregressive processes in presence of time-varying variance. 66th European Meeting of the Econometric Society (ESEM). Malaga august 27-31st 2012.
• Testing second order dynamics for autoregressive processes in presence of time-varying variance. Statistical models for financial data III. Graz University of Technology may 23-26th 2012.
• Corrected portmanteau tests for VAR models with time-varying variance. Conference on new developments in time series econometrics. European University Institute (EUI). Florence september 15-17th 2011.
• Tests portmanteau corrigés pour les modèles VAR avec variance non constante. 43èmes journées de statistique de la SFdS. Tunis may 23-27th 2011.
• Adaptive specification of the dynamics of vector autoregressive processes with time-varying variance. Second French Econometrics Conference. Paris december 13-14th 2010.
• Adaptive estimation of vector autoregressive models with time-varying variance. 4th CSDA international conference on computational and financial econometrics. London december 10-12nd 2010.
• Estimation adaptative des modèles vectoriels autoregréssifs avec une variance dependant du temps. 42èmes journées de statistique de la SFdS. Marseille may 24-28th 2010.
• Testing linear causality in mean in presence of other forms of causality. 64th European Meeting of the Econometric Society (ESEM). Barcelona august 23-27th 2009.
• Testing linear causality in mean in presence of other forms of causality. Fourth Brussels-Waseda seminar. Rennes et Brussels june 18-22nd 2009.
• Autocorrelation based tests for vector error correction models with uncorrelated but nonindependent errors. 63rd European Meeting of the Econometric Society (ESEM). Milan august 27-31st 2008.
• Autocorrelation based tests for vector error correction models with uncorrelated but nonindependent errors. 2nd International Workshop on Computational and Financial Econometrics. Neuchâtel june 19-21st 2008.
• Autocorrelation based tests for vector error correction models with uncorrelated but nonindependent errors. Journées des doctorants en mathématiques de la région Nord Pas de Calais. Wimereux march 31st-april 1st 2008.
• Testing the cointegrating rank when the errors are uncorrelated but nonindependent. Deuxièmes rencontres des jeunes statisticiens. Aussois september 3-7th 2007.
• Testing the cointegrating rank when the errors are uncorrelated but nonindependent. Journées de statistique fonctionnelle et opératorielle. Lille june 21-22nd 2007.
• Testing the cointegrating rank when the errors are uncorrelated but nonindependent. 39èmes journées de statistique de la SFdS. Angers june 11-15th 2007.
• Testing the cointegrating rank when the errors are uncorrelated but nonindependent (poster). 2nd Tinbergen Institute Conference "20 Years of Cointegration: Theory and Practice in Prospect and Retrospect". Rotterdam March 23-24th 2007.

Seminars :

• Testing second order dynamics for autoregressive processes in presence of time-varying variance. Pontifica Universidad Catolica de Chile july 20th 2012.
• Testing second order dynamics for autoregressive processes in presence of time-varying variance. Université de Neuchâtel Suisse june 21st 2012.
• Adaptive estimation of VAR with time-varying variance : application to testing linear causality in mean and VAR order. Séminar of the Probability-Statistics department of the mathematics laboratory of the Université de Franche Comté. Besançon october 17th 2011.
• Spécification adaptative des dynamiques des processus VAR avec variance dependant du temps. Closing workshop of the séminar Modélisation et Analyse Statistique et Economique (MASE) of the école polytechnique de Tunisie. Tunis june 17th 2011.
• Testing linear causality in mean in presence of other forms of causality. Statistics and econométrics seminar of the laboratory Economie Quantitative Intégration Politiques Publiques Econométrie (EQUIPPE). Lille march 30th 2009.
• Testing linear causality in mean in presence of other forms of causality. Seminar of the Matheamtics Laboratory Nicolas Oresme (LMNO), Caen march 4th 2009.
• Testing linear causality in mean in presence of other forms of causality. International Financial Group Tunisia (IFGT), Université Tunis El Manar. Tunis december 27th 2008.
• Testing linear causality in mean in presence of other forms of causality. Centre de Recherche en Economie et Management (CREM). Rennes november 6th 2008.
• Tests for vector error correction models when the errors are uncorrelated but nonindependent. Institut de Science Financière et d’Assurances. Lyon march 26th 2008.
• Autocorrelation based tests for vector error correction models with uncorrelated but nonidependent errors. European Centre for Advanced Research in Economics and Statisitics (ECARES). Brussels february 14th 2008.

Manuscript Refereeing :

• Computational Statistics and Data Analysis.
• Econometric Theory.
• Journal of Econometrics.
• Statistical Inference for Stochastic Processes.
• Statistics.
• Recherches Economiques de Louvain-Louvain Economic Review.