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 2 4 11 148 5 11 39 364
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 5 127 0 6 31 398
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 1 14 1,533
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 393
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 234
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 1 16
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 2 3 12 85 6 10 51 328
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 7 24 1 2 28 102
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 1 112
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 1 7 477
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 1 8 596
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 1 8 829
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 5 239
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 1 3 76 1 5 24 380
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 4 21 1 2 10 72
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 0 223
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 4 14 1,257
KPSS Test and Model Misspecifications 0 0 2 36 0 2 16 121
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 1 2 4 43 1 2 8 24
Panel Stationarity Test with Structural Breaks 0 1 10 106 1 6 31 324
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 4 15 653
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 1 3 17 647
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 7 61 0 5 20 36
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 4 15 22 0 8 40 67
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 2 2 8 15 3 4 22 25
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 1 4 337
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 6 355
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 2 6 343
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 4 40 1 1 15 120
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 119 0 1 4 266
Total Working Papers 7 20 93 929 27 84 447 10,871
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 22 0 2 8 52
A frontier approach to disequilibrium models 0 0 0 25 0 0 2 93
A note on Sargan densities 0 0 0 8 0 0 1 44
A simple panel stationarity test in the presence of serial correlation and a common factor 0 2 9 23 0 2 18 70
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 1 36 0 0 8 109
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 5 229
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 1 1 4 373 1 2 12 1,052
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 4 7 265 0 5 20 833
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 2 57 1 2 5 204
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 1 9 412
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 5 356 0 0 6 859
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 3 236
KPSS test and model misspecifications 0 0 3 32 0 0 12 110
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 0 2 97
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 8 45 0 2 22 124
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 1 1 1 22 1 7 12 61
Panel Stationarity Test with Structural Breaks 1 2 10 132 1 7 28 346
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 1 2 5 84 2 5 10 193
Political Business Cycles and Central Bank Independence 1 2 6 242 2 6 36 750
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 32 1 3 22 322
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 13 0 0 4 36
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 1 0 0 2 4
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 7 41 1,550
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 2 476
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 4 7 19 19 11 19 58 60
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 1 5 0 1 11 42
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 1 5 396
The accuracy of the higher order bias approximation for the 2SLS estimator 1 1 3 13 1 1 4 56
Total Journal Articles 10 23 90 2,063 27 75 368 8,816


Statistics updated 2015-04-05