Dr Mohamed Doukali

Lecturer Economics

Work email M.Doukali@liverpool.ac.uk
Personal Websitehttps://sites.google.com/site/doukalimohamed1/home
ORCID0000-0001-9315-2326

Publications

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2024

Value‐at‐Risk under Measurement Error (Journal article)

Doukali, M., Song, X., & Taamouti, A. (2024). Value‐at‐Risk under Measurement Error. Oxford Bulletin of Economics and Statistics, 86(3), 690-713. doi:10.1111/obes.12589

DOI: 10.1111/obes.12589

2023

Testing Granger non-causality in Expectiles (Journal article)

Taamouti, A., Doukali, M., & Taoufik, B. (2023). Testing Granger non-causality in Expectiles. Econometric Reviews.

2022

Copula-based estimation of health concentration curves with an application to COVID-19 (Report)

Bouezmarni, T., Doukali, M., & Taamouti, A. (n.d.). Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO. doi:10.54932/mtkj3339

DOI: 10.54932/mtkj3339

2021

Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV (Journal article)

Carrasco, M., & Doukali, M. (2021). Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV. The Econometrics Journal, 25(1), 71-97. doi:10.1093/ectj/utab020

DOI: 10.1093/ectj/utab020

2019

Firm-Level Data and Monetary Policy: The Case of a Middle Income Country (Report)

Doukali, M., & Bounader, L. (2019). Firm-Level Data and Monetary Policy: The Case of a Middle Income Country. Retrieved from https://www.imf.org/

2017

Efficient Estimation Using Regularized Jackknife IV Estimator (Journal article)

Marine Carrasco., & Mohamed Doukali. (2017). Efficient Estimation Using Regularized Jackknife IV Estimator. Annals of Economics and Statistics, (128), 109. doi:10.15609/annaeconstat2009.128.0109

DOI: 10.15609/annaeconstat2009.128.0109

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