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 1 0 0 2 2
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 1 1 3 3
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 130 0 1 11 411
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 3 11 162 3 11 51 432
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 1 1 1 0 1 3 3
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 2 20 1,557
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 3 6 241
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 4 8 403
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 2 6 6 2 6 23 23
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 1 2 3 9 9
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 2 20
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 1 5 9 98 3 16 36 375
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 1 1 1 6 6
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 4 33 0 5 25 136
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 2 2 114
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 2 3 481
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 2 3 8 605
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 7 837
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 7 247
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 2 2 78 2 4 25 406
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 2 24 0 0 6 83
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 1 4 7 231
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 3 15 1,279
KPSS Test and Model Misspecifications 0 1 3 39 0 4 16 138
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 1 2 10 211
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 1 2 2 2 1 2 7 7
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 4 50 2 4 35 65
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 11 11 0 2 15 15
Panel Stationarity Test with Structural Breaks 0 0 3 111 1 2 15 346
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 8 8 0 2 7 7
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 6 11 33 696
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 1 1 1 0 1 6 6
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 4 21 671
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 1 3 66 1 4 22 65
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 1 7 38 3 5 25 104
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 2 7 23 1 4 26 55
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 10 348
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 8 364
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 1 7 352
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 1 2 2 1 2 9 9
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 121 1 1 2 270
Total Working Papers 5 22 92 1,067 41 125 559 11,633


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 0 22 0 3 7 59
A frontier approach to disequilibrium models 0 0 0 25 0 1 2 95
A note on Sargan densities 0 0 1 9 0 1 5 50
A simple panel stationarity test in the presence of serial correlation and a common factor 1 4 14 39 1 8 21 95
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 1 37 0 1 3 114
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 1 6 235
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 1 374 1 2 14 1,070
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 4 7 274 2 7 17 854
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 2 3 61 2 4 16 227
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 3 4 9 426
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 1 3 361 6 12 24 887
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 3 6 242
KPSS test and model misspecifications 0 0 0 32 0 1 7 119
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 2 3 4 101
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 1 1 47 2 4 10 138
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 23 1 4 7 70
Panel Stationarity Test with Structural Breaks 0 0 3 138 0 1 8 361
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 1 2 86 2 3 10 207
Political Business Cycles and Central Bank Independence 0 1 7 256 0 7 35 798
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 1 1 2 2 13 13
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 1 3 35 3 8 17 342
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 1 1 1 0 1 7 7
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 1 2 8 45
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 2 3 1 2 8 13
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 9 31 1,591
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 1 3 5 482
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 9 31 1 5 31 103
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 1 1 4 10 3 3 19 64
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 1 9 408
The accuracy of the higher order bias approximation for the 2SLS estimator 0 1 2 15 1 5 8 64
Total Journal Articles 3 19 66 2,151 41 111 367 9,280


Statistics updated 2016-08-02