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 1 4 127 0 1 25 398
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 2 4 12 150 3 9 38 367
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 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 0 234
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 1 1 1 17
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 2 5 12 87 6 15 49 334
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 7 24 0 1 23 102
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 6 596
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 4 239
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 3 76 0 1 20 380
Forecasting Value at Risk in Emerging Arab Stock Markets 1 1 4 22 2 3 11 74
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 0 3 12 1,257
KPSS Test and Model Misspecifications 0 0 2 36 1 2 17 122
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 3 54 1 6 14 193
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 1 2 5 44 3 4 9 27
Panel Stationarity Test with Structural Breaks 1 2 9 107 2 5 26 326
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 4 13 654
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 2 17 647
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 6 61 2 4 21 38
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 1 14 23 1 1 35 68
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 2 8 15 0 3 21 25
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 3 337
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 7 344
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 3 40 2 3 14 122
Which Type of Central Bank Smooths the Political Business Cycle? 1 1 2 120 1 1 5 267
Total Working Papers 9 19 94 992 27 77 428 11,090


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 1 5 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 0 44
A simple panel stationarity test in the presence of serial correlation and a common factor 0 0 8 23 1 1 14 71
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 7 109
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 2 229
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 1 4 373 0 2 12 1,052
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 3 8 266 2 4 20 835
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 2 57 2 4 6 206
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 8 412
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 1 1 5 357 1 1 6 860
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 1 236
KPSS test and model misspecifications 0 0 3 32 1 1 13 111
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 0 1 97
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 1 1 8 46 1 2 21 125
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 1 1 22 0 2 12 61
Panel Stationarity Test with Structural Breaks 1 3 11 133 1 4 26 347
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 2 5 84 1 5 11 194
Political Business Cycles and Central Bank Independence 3 5 9 245 3 6 38 753
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 32 1 3 19 323
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 13 0 0 2 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 1 8 40 1,551
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 0 2 476
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 6 18 20 4 20 58 64
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 1 1 2 6 1 1 12 43
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 2 5 397
The accuracy of the higher order bias approximation for the 2SLS estimator 0 1 3 13 0 1 4 56
Total Journal Articles 9 26 94 2,072 21 70 349 8,837


Statistics updated 2015-05-02