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 0 2 11 146 1 7 37 359
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 1 5 127 1 8 35 398
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 2 13 1,532
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 234
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 393
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 1 2 11 83 3 10 60 322
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 2 8 24 0 2 32 101
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 1 1 8 477
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 1 2 8 596
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 1 8 829
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 6 239
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 2 3 76 0 6 25 379
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 5 21 0 3 10 71
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 1 3 13 1,255
KPSS Test and Model Misspecifications 0 0 2 36 1 3 17 121
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 1 4 54 1 5 14 188
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 1 3 42 0 2 8 23
Panel Stationarity Test with Structural Breaks 1 2 13 106 2 9 38 323
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 5 17 652
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 19 646
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 8 61 2 5 22 36
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 6 15 22 0 12 43 67
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 6 13 0 1 21 22
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 4 336
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 1 1 6 355
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 6 342
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 4 40 0 1 19 119
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 119 0 1 5 266
Total Working Papers 3 21 99 976 19 95 498 11,032


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 1 2 9 52
A frontier approach to disequilibrium models 0 0 1 25 0 0 3 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 4 20 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 2 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 0 1 3 372 1 2 12 1,051
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 2 4 8 265 2 6 24 833
Estimating option implied risk-neutral densities using spline and hypergeometric functions 1 1 2 57 1 1 6 203
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 8 411
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 6 356 0 0 7 859
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 2 235
KPSS test and model misspecifications 0 0 3 32 0 1 13 110
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 11 45 1 2 26 124
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 21 1 6 13 60
Panel Stationarity Test with Structural Breaks 1 2 10 131 2 9 33 345
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 1 1 4 83 2 3 10 191
Political Business Cycles and Central Bank Independence 1 1 5 241 1 8 36 748
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 32 1 3 21 321
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 4 4
Testing for stationarity in heterogeneous panel data 0 0 0 22 4 8 43 1,547
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 3 476
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 3 15 15 5 14 48 49
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 1 5 0 3 11 42
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 4 395
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 2 12 0 0 3 55
Total Journal Articles 7 15 87 2,053 22 76 379 8,789


Statistics updated 2015-03-02