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 2 2 0 0 3 3
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 0 3 3
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 130 1 1 7 412
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 2 11 165 1 9 51 445
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 1 0 1 4 4
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 1 15 1,558
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 7 405
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 6 242
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 7 7 0 0 24 24
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 1 0 2 11 11
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 3 4 10 102 4 9 33 384
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 4 34 1 4 19 140
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 1 2 2 8 8
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 3 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 1 4 482
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 1 5 606
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 4 5 8 843
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 5 249
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 1 3 79 0 2 19 410
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 2 25 1 2 8 88
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 5 231
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 4 16 1,283
KPSS Test and Model Misspecifications 0 0 2 39 0 1 11 139
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 1 3 11 214
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 2 2 0 0 7 7
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 1 2 13 13 0 1 16 16
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 3 6 53 2 6 35 71
Panel Stationarity Test with Structural Breaks 2 2 3 113 2 3 12 349
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 1 3 11 11 0 3 12 12
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 9 34 707
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 1 1 0 0 7 7
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 4 20 675
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 1 3 39 1 2 13 106
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 3 5 11 28 4 6 26 62
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 3 11 351
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 3 10 367
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 7 353
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 2 2 0 0 9 9
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 1 2 271
Total Working Papers 11 25 98 1,029 29 92 509 11,682
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 1 1 1 23 2 3 8 62
A frontier approach to disequilibrium models 0 0 0 25 0 0 2 95
A note on Sargan densities 0 0 1 9 0 0 4 50
A simple panel stationarity test in the presence of serial correlation and a common factor 0 0 10 39 1 1 16 96
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 0 37 1 1 3 115
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 1 1 7 236
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 1 374 1 1 6 1,071
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 1 5 275 0 3 15 857
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 2 61 16 32 49 261
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 1 9 427
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 1 361 1 7 33 899
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 242
KPSS test and model misspecifications 0 0 0 32 0 1 7 120
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 1 1 1 51 1 1 5 102
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 1 47 2 2 10 141
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 24 0 0 7 71
Panel Stationarity Test with Structural Breaks 0 0 0 138 0 2 5 363
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 2 87 1 4 11 212
Political Business Cycles and Central Bank Independence 0 0 4 256 2 4 29 803
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 1 1 0 3 16 16
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 3 35 2 8 24 350
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 1 1 0 1 7 8
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 2 2 15 0 5 9 50
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 3 0 1 8 15
Testing for stationarity in heterogeneous panel data 0 0 0 22 2 9 29 1,600
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 5 483
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 2 8 33 3 6 23 110
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 2 10 0 0 14 67
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 9 408
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 15 1 2 8 66
Total Journal Articles 3 7 49 2,160 38 100 383 9,396


Statistics updated 2016-12-03