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 1 3 0 0 4 7
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 3 167 3 5 20 459
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 0 4 7
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 132 0 2 8 419
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 1 1 2 1 3 9 13
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 6 1,563
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 3 408
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 3 244
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 1 8 1 2 6 30
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 2 0 2 12 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 1 7 105 1 2 10 387
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 1 1 2 3 1 4 14 20
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 34 0 1 8 145
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 0 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 2 5 486
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 0 1 12 850
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 3 252
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 79 0 1 7 415
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 2 26 0 1 6 92
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 1 1 3 234
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 2 13 1,292
KPSS Test and Model Misspecifications 0 0 4 43 0 0 5 144
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 1 55 0 0 4 215
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 1 3 1 1 3 10
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 1 2 55 1 2 8 77
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 3 14 2 3 13 28
Panel Stationarity Test with Structural Breaks 0 1 3 114 0 1 4 351
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 2 11 0 2 11 22
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 3 9 30 731
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 1 0 2 5 12
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 6 7 26 699
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 2 4 42 1 3 13 117
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 5 29 2 7 31 88
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 3 353
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 4 370
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 0 2 4 1 4 17 26
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 0 3 273
Total Working Papers 2 7 48 1,059 27 73 343 11,960


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 6 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 0 3 6 45 0 5 12 107
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 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 1 3 278 1 2 13 869
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 4 65 1 3 25 256
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 2 10 436
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 3 364 0 0 12 907
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 0 1 33 0 0 3 123
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 1 2 52 0 1 5 106
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 1 2 49 0 3 6 145
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 24 0 2 4 75
Panel Stationarity Test with Structural Breaks 0 0 2 140 0 1 4 367
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 1 2 2 89 2 6 17 226
Political Business Cycles and Central Bank Independence 0 1 6 262 1 2 19 818
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 2 3 0 1 14 30
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 1 10 355
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 1 1 7 52
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 4 0 1 3 17
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 16 44 1,638
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 3 486
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 2 2 4 35 3 7 21 125
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 10 0 1 10 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 0 1 16 0 0 2 67
Total Journal Articles 3 12 47 2,164 14 56 275 9,480
1 registered items for which data could not be found


Statistics updated 2017-10-05