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 1 2 3 0 1 5 7
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 1 4 7
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 5 167 2 4 24 456
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 132 2 4 8 419
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 1 1 4 8 11
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 1 6 1,563
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 2 5 408
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 3 244
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 2 8 1 3 6 29
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 2 2 4 13 22
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 1 21
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 0 6 104 0 0 10 385
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 2 0 0 10 16
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 34 1 1 9 145
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 1 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 1 4 485
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 0 4 609
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 3 13 850
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 5 252
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 79 0 1 8 414
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 2 26 1 2 9 92
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 2 233
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 1 12 1,291
KPSS Test and Model Misspecifications 0 2 4 43 0 2 6 144
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 1 1 55 0 2 4 215
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 1 1 3 0 1 2 9
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 1 2 5 55 1 2 11 76
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 2 3 14 0 3 10 25
Panel Stationarity Test with Structural Breaks 1 1 3 114 1 1 5 351
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 3 11 1 1 14 21
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 3 4 29 725
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 1 1 1 5 11
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 0 4 21 692
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 1 3 41 2 4 12 116
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 6 29 4 10 30 85
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 1 5 353
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 6 370
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 0 2 354
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 1 2 4 2 10 15 24
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 0 3 273
Total Working Papers 3 13 54 1,055 31 81 350 11,918


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 0 7 66
A frontier approach to disequilibrium models 0 0 0 25 0 0 1 96
A note on Sargan densities 0 0 0 9 0 0 0 50
A simple panel stationarity test in the presence of serial correlation and a common factor 2 4 5 44 4 9 11 106
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 5 9 244
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 4 378 0 0 11 1,081
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 3 277 0 0 13 867
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 3 64 1 3 27 254
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 4 9 435
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 3 364 0 0 20 907
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 243
KPSS test and model misspecifications 0 1 1 33 0 1 4 123
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 1 51 0 0 4 105
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 1 1 2 49 2 2 6 144
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 24 2 2 5 75
Panel Stationarity Test with Structural Breaks 0 0 2 140 0 0 5 366
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 1 87 2 4 15 222
Political Business Cycles and Central Bank Independence 1 2 6 262 1 7 19 817
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 2 3 1 2 17 30
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 0 12 354
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 1 0 0 2 9
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 15 0 0 6 51
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 1 1 4 1 2 4 17
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 14 36 1,627
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 1 1 4 486
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 2 33 3 7 18 121
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 10 1 6 13 77
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 1 409
The accuracy of the higher order bias approximation for the 2SLS estimator 0 1 1 16 0 1 3 67
Total Journal Articles 4 11 42 2,156 25 70 283 9,449
1 registered items for which data could not be found


Statistics updated 2017-08-03