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 Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data 0 0 2 2 0 0 3 4
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 2 8 167 2 5 34 450
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 3 131 0 1 5 413
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 1 5 5
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 1 0 1 4 5
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 2 7 1,561
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 7 406
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 5 243
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 1 1 4 8 2 2 12 26
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 2 0 2 10 15
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 1 2 21
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 1 11 104 0 1 27 385
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 1 1 1 2 6 7 10 14
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 2 34 1 3 13 142
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 3 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 3 5 484
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 2 8 609
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 4 11 847
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 6 251
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 3 79 1 1 11 412
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 1 25 1 2 8 90
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 5 232
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 4 14 1,289
KPSS Test and Model Misspecifications 0 0 3 41 0 1 11 142
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 0 0 5 213
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 2 2 0 0 6 8
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 5 53 0 1 16 73
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 12 0 2 8 19
Panel Stationarity Test with Structural Breaks 0 0 3 113 1 1 10 350
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 1 1 3 11 3 6 15 19
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 4 37 720
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 1 1 0 2 5 9
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 10 22 686
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 1 3 40 2 3 15 112
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 9 29 3 9 30 74
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 4 351
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 7 369
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 4 354
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 1 3 3 1 3 8 13
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 1 2 4 273
Total Working Papers 4 9 70 1,041 31 91 422 11,804
1 registered items for which data could not be found


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 2 24 0 2 9 65
A frontier approach to disequilibrium models 0 0 0 25 0 1 3 96
A note on Sargan densities 0 0 0 9 0 0 3 50
A simple panel stationarity test in the presence of serial correlation and a common factor 0 1 6 40 0 1 10 96
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 0 37 0 1 4 116
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 1 1 6 239
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 3 5 378 0 8 13 1,080
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 1 6 276 0 6 20 865
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 4 63 0 2 31 251
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 2 8 429
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 1 4 364 0 5 37 907
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 243
KPSS test and model misspecifications 0 0 0 32 1 2 5 122
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 1 51 0 3 7 105
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 2 48 0 1 8 142
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 24 0 1 8 73
Panel Stationarity Test with Structural Breaks 0 2 2 140 0 3 6 366
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 2 87 1 2 13 217
Political Business Cycles and Central Bank Independence 0 2 5 259 2 5 27 809
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 2 2 3 0 8 21 27
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 35 1 1 22 354
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 1 1 0 0 4 8
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 15 0 1 9 51
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 3 0 0 5 15
Testing for stationarity in heterogeneous panel data 0 0 0 22 1 7 29 1,610
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 2 7 485
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 3 33 0 2 18 113
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 1 10 1 2 11 69
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 6 409
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 15 0 1 7 66
Total Journal Articles 0 13 51 2,180 9 70 362 9,478


Statistics updated 2017-04-03