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 1 1 5 128 2 2 23 400
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 3 12 151 6 12 39 376
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 3 3 15 1,536
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 2 2 395
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 1 235
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 1 2 2 18
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 4 13 89 1 10 44 338
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 2 3 10 27 3 6 20 108
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 1 112
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 7 477
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 1 1 7 597
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 1 829
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 1 1 5 240
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 3 76 0 1 19 381
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 4 22 1 4 12 76
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 1 1 1 224
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 5 15 1,262
KPSS Test and Model Misspecifications 0 0 1 36 0 1 16 122
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 3 54 1 4 17 196
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 2 3 6 46 3 6 11 30
Panel Stationarity Test with Structural Breaks 0 2 7 108 3 7 24 331
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 4 8 18 661
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 2 2 13 649
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 6 61 1 4 23 40
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 2 5 13 27 3 6 28 73
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 7 15 1 2 20 27
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 1 3 338
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 1 1 7 356
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 5 344
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 1 40 0 2 9 122
Which Type of Central Bank Smooths the Political Business Cycle? 0 1 2 120 0 2 5 268
Total Working Papers 8 23 93 1,006 44 98 413 11,161


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 22 0 0 5 52
A frontier approach to disequilibrium models 0 0 0 25 0 0 1 93
A note on Sargan densities 0 0 0 8 1 1 1 45
A simple panel stationarity test in the presence of serial correlation and a common factor 1 1 9 24 1 3 14 73
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 0 36 1 2 5 111
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 2 229
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 4 373 1 2 11 1,054
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 2 7 267 2 4 17 837
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 3 58 2 7 11 211
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 4 5 10 417
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 1 2 2 358 2 3 4 862
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 236
KPSS test and model misspecifications 0 0 2 32 0 2 13 112
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 0 1 97
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 1 7 46 1 2 18 126
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 22 1 2 12 63
Panel Stationarity Test with Structural Breaks 1 2 10 134 3 5 26 351
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 5 84 1 4 13 197
Political Business Cycles and Central Bank Independence 1 7 13 249 3 11 40 761
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 32 0 2 16 324
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 13 1 1 2 37
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 1 0 1 3 5
Testing for stationarity in heterogeneous panel data 0 0 0 22 4 8 37 1,558
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 1 1 3 477
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 2 18 21 3 9 57 69
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 1 2 6 1 2 12 44
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 2 3 5 399
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 13 0 0 1 56
Total Journal Articles 6 19 89 2,082 35 80 341 8,896


Statistics updated 2015-07-02