Access Statistics for Kaddour Hadri

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 2 9 139 4 12 40 337
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 2 123 4 10 29 377
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 2 12 1,521
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 5 234
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 4 393
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 1 1 16
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 1 3 11 76 6 17 96 294
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 10 17 2 14 56 88
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 1 111
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 2 470
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 2 5 590
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 2 7 11 828
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 10 235
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 4 73 1 6 30 362
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 6 18 1 2 15 64
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 4 223
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 4 17 1,247
KPSS Test and Model Misspecifications 1 1 1 35 1 1 10 106
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 1 5 51 0 2 16 179
Panel Stationarity Test with Structural Breaks 0 5 9 101 1 14 33 307
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 5 39 643
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 4 6 17 636
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 4 7 14 14 5 18 45 45
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 8 8 2 4 7 7
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 2 6 335
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 3 349
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 2 7 339
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 1 3 4 39 2 8 18 113
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 118 1 1 5 263
Total Working Papers 7 25 84 818 41 143 544 10,712


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data 0 0 4 20 0 3 12 47
A frontier approach to disequilibrium models 0 0 3 25 1 1 6 92
A note on Sargan densities 0 0 1 8 0 1 2 44
A simple panel stationarity test in the presence of serial correlation and a common factor 0 1 4 15 0 7 27 59
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 1 3 36 1 5 17 106
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 3 9 227
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 1 369 1 3 13 1,043
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 2 7 260 2 7 22 820
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 3 55 0 1 11 200
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 4 16 407
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 5 8 356 0 5 10 858
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 2 4 235
KPSS test and model misspecifications 1 1 2 30 1 1 6 99
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 2 50 0 1 3 96
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 2 10 39 1 6 36 108
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 21 1 2 9 51
Panel Stationarity Test with Structural Breaks 0 2 9 124 2 7 37 325
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 3 79 0 1 12 184
Political Business Cycles and Central Bank Independence 0 0 7 236 1 7 27 721
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 2 31 2 8 12 308
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 1 1 1 12 1 3 7 35
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 0 0 0 2 2
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 12 74 1,521
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 2 185 0 0 3 474
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 3 3 3 5 10 12 12
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 4 1 1 15 32
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 3 3 394
The accuracy of the higher order bias approximation for the 2SLS estimator 1 2 2 12 2 3 3 55
Total Journal Articles 4 20 78 1,993 29 107 410 8,555
1 registered items for which data could not be found


Statistics updated 2014-07-03