Research outputs
2025
Copula-based estimation of health inequality measures
Bouezmarni, T., Doukali, M., & Taamouti, A. (2025). Copula-based estimation of health inequality measures. Journal of the Royal Statistical Society Series A: Statistics in Society. doi:10.1093/jrsssa/qnaf039
2024
Value‐at‐Risk under Measurement Error
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
2023
Testing Granger non-causality in Expectiles
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
Bouezmarni, T., Doukali, M., & Taamouti, A. (2022). Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO. doi:10.54932/mtkj3339
2021
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
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
2019
Firm-Level Data and Monetary Policy
Bounader, L., & Doukali, M. (2019). Firm-Level Data and Monetary Policy. IMF Working Papers, 2019(239). doi:10.5089/9781513518862.001
Firm-Level Data and Monetary Policy: The Case of a Middle Income Country
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
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