Research outputs
2026
A regularization approach to optimizing large portfolios under asymmetries in returns and risk attitudes
Doukali, M., Kone, N., & Taamouti, A. (2026). A regularization approach to optimizing large portfolios under asymmetries in returns and risk attitudes. ECONOMETRIC REVIEWS, 45(6), 826-855. doi:10.1080/07474938.2026.2621658
Copula-based estimation of health inequality measures
Bouezmarni, T., Doukali, M., & Taamouti, A. (2026). Copula-based estimation of health inequality measures. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 189(2), 1051-1069. doi:10.1093/jrsssa/qnaf039
Copula-based expectile regression: estimation and inference
Doukali, M., Bouezmarni, T., & Oualkacha, K. (2026). Copula-based expectile regression: estimation and inference. Econometric Reviews, 45(3), 406-427. doi:10.1080/07474938.2025.2581291
Copula-based measures of extreme dependence
Doukali, M., Song, X., & Taamouti, A. (2026). Copula-based measures of extreme dependence. Journal of Nonparametric Statistics. doi:10.1080/10485252.2026.2733053
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
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, M., & Doukali, M. (2022). Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV. ECONOMETRICS JOURNAL, 25(1), 71-97. doi:10.1093/ectj/utab020
2019
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/
Firm-Level Data and Monetary Policy: The Case of a Middle Income Country
Bounader, L., & Doukali, M. (2019). Firm-Level Data and Monetary Policy: The Case of a Middle Income Country. IMF Working Papers, 2019(239), 1. doi:10.5089/9781513518862.001
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