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 8 141 4 7 36 346
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 3 125 1 6 32 388
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 4 5 13 1,528
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 4 393
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 11 80 3 13 96 310
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 3 9 22 4 9 45 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 4 4 6 474
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 0 7 593
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 10 828
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 1 3 8 238
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 73 3 4 30 370
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 5 19 0 2 10 67
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 4 17 1,252
KPSS Test and Model Misspecifications 0 0 1 35 1 2 18 116
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 2 2 4 53 2 3 11 182
Panel Stationarity Test with Structural Breaks 0 0 9 101 1 2 31 310
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 3 29 647
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 0 3 17 641
Testing the Prebisch-Singer Hypothesis since 1650 0 0 11 14 1 4 42 52
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 2 4 12 12 4 9 17 17
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 5 335
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 2 5 6 354
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 5 340
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 4 39 0 4 22 117
Which Type of Central Bank Smooths the Political Business Cycle? 1 1 1 119 1 2 5 265
Total Working Papers 6 18 79 839 38 96 529 10,847


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 1 3 21 1 2 11 49
A frontier approach to disequilibrium models 0 0 2 25 1 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 4 8 21 1 5 26 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 1 9 107
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 7 227
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 2 3 371 1 6 15 1,049
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 3 260 2 2 17 824
Estimating option implied risk-neutral densities using spline and hypergeometric functions 1 1 2 56 2 2 7 202
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 7 356 0 1 10 859
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 4 235
KPSS test and model misspecifications 0 2 3 32 1 5 12 107
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 2 50 0 0 4 97
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 1 1 12 43 4 6 34 118
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 21 0 0 10 54
Panel Stationarity Test with Structural Breaks 3 3 7 127 5 6 27 332
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 2 2 5 82 2 3 11 188
Political Business Cycles and Central Bank Independence 1 1 7 238 6 10 27 732
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 1 1 3 32 1 7 19 316
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 13 0 0 7 36
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 1 1 1 1 1 1 3 3
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 8 57 1,532
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 1 185 0 0 2 474
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 2 4 10 10 5 10 28 28
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 1 1 5 2 5 12 37
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 3 394
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 2 12 0 0 3 55
Total Journal Articles 12 24 86 2,028 38 82 385 8,668


Statistics updated 2014-11-03