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 1 1 1 0 1 2 2
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 2 2 2
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 2 2 10 161 5 13 53 429
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 2 2 130 1 3 11 411
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 1 1 1 1 1 2 3 3
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 2 20 1,556
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 2 2 5 240
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 3 3 7 402
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 1 2 6 6 1 7 21 21
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 1 0 2 7 7
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 1 2 20
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 1 4 8 97 4 14 34 372
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 1 0 1 5 5
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 6 33 3 7 28 136
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 1 2 2 114
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 2 4 481
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 2 6 603
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 1 8 837
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 1 2 7 247
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 1 2 2 78 1 3 23 404
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 2 24 0 1 7 83
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 1 3 6 230
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 3 16 1,278
KPSS Test and Model Misspecifications 1 1 3 39 3 7 16 138
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 0 2 14 210
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 1 1 1 1 1 4 6 6
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 2 4 50 0 6 33 63
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 11 11 0 4 15 15
Panel Stationarity Test with Structural Breaks 0 1 3 111 1 5 14 345
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 8 8 1 3 7 7
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 3 7 29 690
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 1 1 1 1 1 2 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 6 21 670
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 4 65 1 5 24 64
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 10 37 0 4 28 101
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 3 8 23 1 10 27 54
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 1 10 348
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 2 8 364
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 7 351
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 1 2 2 2 1 3 8 8
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 121 0 0 1 269
Total Working Papers 11 26 96 1,062 39 151 553 11,592


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 2 2 95
A note on Sargan densities 0 0 1 9 0 3 5 50
A simple panel stationarity test in the presence of serial correlation and a common factor 3 4 14 38 5 8 21 94
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 2 3 114
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 2 6 235
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 1 1 374 0 2 15 1,069
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 3 6 273 2 7 15 852
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 2 3 61 0 5 14 225
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 2 6 423
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 1 1 3 361 4 11 19 881
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 3 5 241
KPSS test and model misspecifications 0 0 0 32 0 2 7 119
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 1 2 99
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 1 1 1 47 1 2 10 136
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 23 2 4 6 69
Panel Stationarity Test with Structural Breaks 0 0 4 138 0 1 10 361
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 1 2 86 0 1 8 205
Political Business Cycles and Central Bank Independence 0 2 7 256 2 16 37 798
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 1 1 0 5 11 11
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 1 3 35 2 7 15 339
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 1 1 1 1 1 3 7 7
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 1 2 7 44
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 2 3 1 2 7 12
Testing for stationarity in heterogeneous panel data 0 0 0 22 1 5 28 1,586
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 3 4 481
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 10 31 1 7 33 102
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 3 9 0 3 17 61
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 5 9 408
The accuracy of the higher order bias approximation for the 2SLS estimator 0 1 2 15 1 4 7 63
Total Journal Articles 7 19 66 2,148 25 123 343 9,239


Statistics updated 2016-07-02