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 1 2 5 5
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 1 8 166 1 2 36 446
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 3 131 0 2 8 413
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 1 4 4
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 1 1 1 5 5
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 2 12 1,559
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 242
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 8 406
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 5 7 0 0 14 24
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 1 1 2 0 2 11 13
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 2 20
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 4 11 103 0 5 31 385
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 1 0 2 5 8
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 3 34 2 3 15 142
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 1 4 482
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 1 6 607
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 4 8 843
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 6 250
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 3 79 1 2 17 412
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 1 25 0 1 7 88
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 5 232
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 3 18 1,285
KPSS Test and Model Misspecifications 0 2 4 41 0 2 12 141
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 0 1 9 214
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 2 2 0 1 8 8
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 5 53 0 4 29 73
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 1 2 13 0 1 14 17
Panel Stationarity Test with Structural Breaks 0 2 3 113 0 2 10 349
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 1 3 11 2 3 15 15
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 14 44 720
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 1 1 0 0 6 7
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 3 4 19 679
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 3 39 0 4 14 109
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 3 10 28 2 9 25 67
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 11 351
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 8 368
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 1 6 354
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 1 1 3 3 1 2 10 11
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 0 2 271
Total Working Papers 2 18 75 1,036 16 87 477 11,740
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 2 2 24 1 4 10 64
A frontier approach to disequilibrium models 0 0 0 25 0 0 2 95
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 1 1 8 40 1 2 13 97
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 3 115
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 3 7 238
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 2 3 4 377 4 7 11 1,077
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 5 275 1 3 16 860
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 3 62 1 20 47 265
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 8 427
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 1 3 4 364 4 9 37 907
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 5 243
KPSS test and model misspecifications 0 0 0 32 0 0 4 120
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 1 1 51 2 3 6 104
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 1 2 48 0 3 9 142
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 24 1 2 8 73
Panel Stationarity Test with Structural Breaks 0 0 0 138 0 0 3 363
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 2 87 0 4 12 215
Political Business Cycles and Central Bank Independence 1 2 5 258 1 5 26 806
Reducible diffusions with time-varying transformations with application to short-term interest rates 2 2 3 3 6 9 22 25
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 35 0 5 23 353
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 1 1 0 0 5 8
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 15 0 0 8 50
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 3 0 0 6 15
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 10 32 1,608
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 1 1 6 484
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 4 33 1 5 19 112
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 1 10 0 0 9 67
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 1 8 409
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 15 0 1 8 66
Total Journal Articles 7 17 51 2,174 29 100 376 9,458


Statistics updated 2017-02-02