Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form. - Jean-Marie Dufour; Abderrahim Taamouti (Comput. Stat. Data Anal., 2010)

Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data. - Taoufik Bouezmarni; Jeroen V. K. Rombouts; Abderrahim Taamouti (J. Multivar. Anal., 2010)

Sovereign credit ratings, market volatility, and financial gains. - António Afonso; Pedro Gomes; Abderrahim Taamouti (Comput. Stat. Data Anal., 2014)