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 2 8 65 65 6 18 142 142
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 2 14 54 54 16 46 88 88
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 6 18 78 1,435
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 2 363
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 9 211
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 1 12 12 7 16 39 39
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 8 103
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 1 14 428
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 3 19 561
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 5 7 34 764
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 3 8 18 178
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 4 14 28 28 22 66 123 123
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 8 201
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 5 47 1,118
KPSS Test and Model Misspecifications 2 4 8 8 3 7 24 24
Panel Stationarity Test with Structural Breaks 6 11 22 22 11 25 48 48
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 3 24 76 355
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 5 9 52 556
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 3 12 305
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 2 315
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 4 14 300
Which Type of Central Bank Smooths the Political Business Cycle? 0 2 12 110 2 5 22 217
Total Working Papers 16 54 201 305 93 268 879 7,874

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Frontier Approach to Disequilibrium Models 1 1 2 18 1 1 3 72
A note on Sargan densities 0 2 2 5 0 2 8 31
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 1 8 10 10 7 20 26 26
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 3 21 173
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 4 6 23 340 6 19 65 955
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 2 5 25 196 9 18 65 597
Estimating option implied risk-neutral densities using spline and hypergeometric functions 2 5 13 36 3 8 48 125
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 3 4 22 348
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 1 11 329 2 4 26 799
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 4 17 203
KPSS test and model misspecifications 1 3 3 3 2 14 17 17
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 1 3 17 19 1 3 33 36
Panel Stationarity Test with Structural Breaks 4 10 28 45 8 18 74 124
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 4 15 21 21 4 25 40 40
Political Business Cycles and Central Bank Independence 1 8 35 196 4 17 63 540
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 21 0 0 10 264
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 34 131 852
Testing for stationarity in heterogeneous panel data where the time dimension is finite 2 7 14 154 3 13 31 385
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 3 18 350
The accuracy of the higher order bias approximation for the 2SLS estimator 1 1 3 9 1 1 4 39
Total Journal Articles 24 75 208 1,425 60 211 722 5,976

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Statistics updated 2009-12-07