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 3 3 10 144 6 11 38 352
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 1 4 126 2 6 31 390
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 2 7 12 1,530
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 4 234
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 3 393
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 4 9 81 2 9 80 312
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 2 8 22 0 7 39 99
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 1 1 112
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 2 6 7 476
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 1 1 6 594
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 8 828
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 1 3 9 239
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 1 1 2 74 3 7 29 373
Forecasting Value at Risk in Emerging Arab Stock Markets 1 2 6 20 1 3 11 68
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 1 223
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 3 15 1,252
KPSS Test and Model Misspecifications 1 1 2 36 2 4 20 118
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 2 4 53 1 4 12 183
Panel Stationarity Test with Structural Breaks 3 3 12 104 4 6 33 314
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 0 2 27 647
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 2 4 17 643
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 2 2 10 16 3 6 41 55
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 3 13 13 4 9 21 21
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 4 335
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 4 6 354
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 2 6 341
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 1 1 4 40 1 2 22 118
Which Type of Central Bank Smooths the Political Business Cycle? 0 1 1 119 0 1 5 265
Total Working Papers 15 26 85 854 38 108 509 10,885


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 1 1 3 22 1 2 10 50
A frontier approach to disequilibrium models 0 0 2 25 0 1 6 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 1 7 21 0 2 23 66
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 9 107
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 2 2 8 229
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 1 3 371 0 2 14 1,049
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 1 4 261 3 5 20 827
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 1 56 0 2 5 202
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 13 410
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 6 356 0 1 8 859
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 3 235
KPSS test and model misspecifications 0 1 3 32 2 6 13 109
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 1 50 0 0 3 97
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 2 3 13 45 4 9 34 122
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 21 0 0 9 54
Panel Stationarity Test with Structural Breaks 2 5 8 129 4 10 27 336
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 2 4 82 0 2 10 188
Political Business Cycles and Central Bank Independence 2 3 8 240 8 15 32 740
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 1 3 32 2 6 21 318
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 13 0 0 6 36
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 1 1 1 1 2 4 4
Testing for stationarity in heterogeneous panel data 0 0 0 22 7 13 51 1,539
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 1 185 1 1 3 475
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 2 6 12 12 7 14 35 35
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 1 5 2 4 14 39
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 1 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 10 27 87 2,038 45 101 389 8,713


Statistics updated 2014-12-03