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 Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data 0 0 1 2 0 2 4 6
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 8 167 1 5 29 453
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 1 2 5 7
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 2 132 2 4 7 417
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 1 1 3 6 8
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 6 1,562
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 243
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 8 407
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 1 3 8 0 2 6 26
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 2 2 5 13 20
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 1 21
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 0 8 104 0 0 17 385
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 1 2 0 8 11 16
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 34 0 3 11 144
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 2 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 3 484
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 0 6 609
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 1 11 848
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 6 252
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 2 79 0 2 10 413
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 1 25 0 1 7 90
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 4 233
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 2 12 1,290
KPSS Test and Model Misspecifications 0 0 3 41 0 0 7 142
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 1 1 4 214
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 2 2 0 0 3 8
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 3 53 0 1 11 74
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 2 2 3 14 3 6 10 25
Panel Stationarity Test with Structural Breaks 0 0 2 113 0 1 6 350
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 1 3 11 0 4 14 20
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 0 3 34 721
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 1 1 0 1 5 10
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 7 20 689
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 3 40 0 2 11 112
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 7 29 1 5 23 76
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 5 352
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 5 369
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 0 3 354
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 1 1 3 4 6 8 13 20
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 1 4 273
Total Working Papers 3 8 59 1,045 21 85 368 11,858
1 registered items for which data could not be found


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 24 0 1 7 66
A frontier approach to disequilibrium models 0 0 0 25 0 0 1 96
A note on Sargan densities 0 0 0 9 0 0 0 50
A simple panel stationarity test in the presence of serial correlation and a common factor 2 2 7 42 3 4 11 100
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 4 5 8 243
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 4 378 0 1 12 1,081
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 1 5 277 0 2 17 867
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 2 63 1 1 27 252
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 3 6 11 434
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 4 364 0 0 30 907
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 3 243
KPSS test and model misspecifications 0 0 0 32 0 1 3 122
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 1 51 0 0 6 105
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 2 48 0 0 7 142
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 24 0 0 6 73
Panel Stationarity Test with Structural Breaks 0 0 2 140 0 0 5 366
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 1 87 1 3 14 219
Political Business Cycles and Central Bank Independence 1 2 5 261 5 8 19 815
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 2 3 1 2 18 29
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 1 17 354
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 1 1 0 1 3 9
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 2 15 0 0 8 51
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 3 0 0 4 15
Testing for stationarity in heterogeneous panel data 0 0 0 22 6 10 34 1,619
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 0 4 485
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 2 33 2 3 15 116
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 1 10 4 7 14 75
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 1 409
The accuracy of the higher order bias approximation for the 2SLS estimator 1 1 1 16 1 1 5 67
Total Journal Articles 4 6 45 2,149 31 57 310 9,410
1 registered items for which data could not be found


Statistics updated 2017-06-02