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 1 1 1 1 1 2 2 2
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 9 159 5 11 54 421
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 2 2 3 130 2 5 12 410
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 2 2 2 2
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 0 1 2 2 2
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 8 22 1,555
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 4 238
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 6 399
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 2 4 4 3 7 17 17
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 1 1 4 6 6
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 1 2 3 20
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 1 6 93 1 5 25 359
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 1 2 9 33 2 4 29 131
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 1 1 1 2 5 5
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 0 112
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 1 2 479
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 1 1 6 602
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 2 8 837
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 1 2 7 246
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 0 76 1 7 22 402
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 2 24 1 2 9 83
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 4 227
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 9 19 1,276
KPSS Test and Model Misspecifications 0 1 2 38 3 5 12 134
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 1 4 16 209
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 0 3 5 5 5
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 2 2 6 50 4 17 34 61
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 11 11 2 10 13 13
Panel Stationarity Test with Structural Breaks 1 1 4 111 4 5 18 344
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 8 8 1 5 5 5
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 9 31 685
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 0 1 4 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 3 7 20 667
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 4 65 2 8 23 61
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 14 37 2 4 31 99
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 3 6 21 7 9 26 51
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 7 10 347
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 2 4 9 364
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 3 7 351
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 1 1 1 1 2 6 7 7
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 121 0 0 2 269
Total Working Papers 9 19 93 1,045 67 192 540 11,508


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 2 4 56
A frontier approach to disequilibrium models 0 0 0 25 1 1 1 94
A note on Sargan densities 0 0 1 9 2 2 5 49
A simple panel stationarity test in the presence of serial correlation and a common factor 1 3 12 35 1 3 16 87
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 1 4 113
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 1 3 5 234
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 1 1 1 374 1 2 16 1,068
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 4 270 2 3 12 847
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 2 59 3 5 17 223
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 3 10 422
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 3 360 5 5 15 875
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 3 239
KPSS test and model misspecifications 0 0 0 32 1 2 7 118
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 0 1 98
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 46 0 1 9 134
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 23 1 1 5 66
Panel Stationarity Test with Structural Breaks 0 0 5 138 0 0 13 360
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 1 85 0 1 10 204
Political Business Cycles and Central Bank Independence 1 2 10 255 9 11 38 791
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 1 1 1 5 8 11 11
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 2 34 2 4 11 334
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 0 2 3 6 6
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 1 1 7 43
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 1 2 3 1 2 7 11
Testing for stationarity in heterogeneous panel data 0 0 0 22 1 6 31 1,582
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 1 1 3 479
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 10 30 3 5 34 98
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 3 9 3 3 18 61
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 4 6 10 407
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 14 0 1 3 59
Total Journal Articles 3 9 60 2,132 53 87 332 9,169


Statistics updated 2016-05-03