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 0 2 3 130 0 2 12 410
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 9 159 3 10 54 424
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 0 0 2 2 2
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 2 23 1,556
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 399
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 4 238
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 1 1 5 5 3 7 20 20
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 1 1 2 7 7
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 1 3 20
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 3 4 7 96 9 14 31 368
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 1 1 0 2 5 5
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 8 33 2 5 28 133
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 1 1 1 113
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 2 2 4 481
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 1 2 7 603
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 0 1 7 246
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 1 1 1 77 1 2 22 403
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 2 24 0 1 8 83
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 2 2 6 229
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 4 18 1,278
KPSS Test and Model Misspecifications 0 0 2 38 1 5 13 135
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 1 4 15 210
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 0 0 4 5 5
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 11 11 2 5 15 15
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 2 6 50 2 9 36 63
Panel Stationarity Test with Structural Breaks 0 1 3 111 0 5 16 344
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 8 8 1 2 6 6
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 8 30 687
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 0 0 1 5 5
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 6 22 669
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 4 65 2 5 24 63
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 12 37 2 5 31 101
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 2 7 22 2 9 27 53
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 10 347
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 2 9 364
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 2 7 351
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 1 1 1 0 3 7 7
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 121 0 0 1 269
Total Working Papers 6 18 93 1,051 45 141 558 11,553


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 3 4 7 59
A frontier approach to disequilibrium models 0 0 0 25 1 2 2 95
A note on Sargan densities 0 0 1 9 1 3 6 50
A simple panel stationarity test in the presence of serial correlation and a common factor 0 3 12 35 2 5 17 89
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 1 37 1 2 4 114
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 1 2 6 235
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 1 1 374 1 2 16 1,069
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 2 2 6 272 3 5 15 850
Estimating option implied risk-neutral densities using spline and hypergeometric functions 2 2 3 61 2 5 16 225
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 3 10 423
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 3 360 2 7 17 877
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 2 4 240
KPSS test and model misspecifications 0 0 0 32 1 3 7 119
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 1 1 2 99
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 46 1 2 10 135
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 23 1 2 5 67
Panel Stationarity Test with Structural Breaks 0 0 5 138 1 1 13 361
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 1 1 2 86 1 1 9 205
Political Business Cycles and Central Bank Independence 1 2 8 256 5 15 38 796
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 1 1 0 6 11 11
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 1 1 3 35 3 7 13 337
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 0 0 2 6 6
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 0 1 7 43
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 1 2 3 0 2 6 11
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 6 31 1,585
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 2 3 5 481
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 1 11 31 3 6 35 101
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 3 9 0 3 18 61
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 6 11 408
The accuracy of the higher order bias approximation for the 2SLS estimator 1 1 2 15 3 3 6 62
Total Journal Articles 9 15 65 2,141 45 112 353 9,214


Statistics updated 2016-06-03