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 3 9 137 3 10 37 325
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 122 4 7 33 367
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 16 1,519
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 5 233
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 6 392
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 0 15
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 1 1 13 73 15 26 91 277
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 1 3 15 17 5 11 61 74
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 2 111
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 1 3 470
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 0 5 588
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 8 821
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 1 2 11 234
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 1 6 73 2 9 33 356
Forecasting Value at Risk in Emerging Arab Stock Markets 1 3 5 17 1 4 16 62
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 4 223
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 6 24 1,243
KPSS Test and Model Misspecifications 0 0 1 34 1 5 12 105
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 4 50 3 4 23 177
Panel Stationarity Test with Structural Breaks 3 3 8 96 8 10 36 293
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 3 13 58 638
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 14 630
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 7 7 3 9 27 27
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 7 7 7 2 3 3 3
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 1 7 333
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 4 349
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 2 7 337
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 4 36 5 8 16 105
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 2 118 1 2 6 262
Total Working Papers 8 22 83 793 64 142 568 10,569


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 5 20 1 2 13 44
A frontier approach to disequilibrium models 1 2 3 25 1 3 5 91
A note on Sargan densities 0 0 1 8 0 0 2 43
A simple panel stationarity test in the presence of serial correlation and a common factor 0 0 5 14 2 4 29 52
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 3 35 0 2 16 101
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 3 9 224
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 1 2 369 1 4 14 1,040
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 1 8 258 4 6 26 813
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 5 55 2 2 18 199
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 4 16 403
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 1 1 3 351 1 2 6 853
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 4 233
KPSS test and model misspecifications 0 0 3 29 1 2 10 98
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 1 5 50 0 1 7 95
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 3 5 11 37 4 13 41 102
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 21 2 2 9 49
Panel Stationarity Test with Structural Breaks 1 1 15 122 6 8 51 318
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 1 5 79 2 4 22 183
Political Business Cycles and Central Bank Independence 0 3 9 236 2 5 39 714
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 2 3 31 0 3 5 300
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 11 0 1 5 32
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 0 2 2 2 2
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 15 100 1,509
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 2 185 1 1 5 474
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 0 1 2 2 2
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 3 4 0 3 22 31
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 1 391
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 10 0 0 0 52
Total Journal Articles 7 18 93 1,973 38 95 479 8,448
1 registered items for which data could not be found


Statistics updated 2014-04-04