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 0 1 12 151 5 14 42 381
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 4 128 0 2 18 400
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 4 14 1,537
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 1 235
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 2 2 395
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 1 2 18
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 13 89 1 5 42 339
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 2 5 10 29 3 9 21 111
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 1 1 8 478
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 1 4 597
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 1 2 830
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 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 15 381
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 4 22 1 3 12 77
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 1 224
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 7 16 1,264
KPSS Test and Model Misspecifications 0 0 1 36 0 0 8 122
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 3 54 5 8 22 201
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 2 5 46 0 3 9 30
Panel Stationarity Test with Structural Breaks 0 1 7 108 0 5 23 331
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 9 19 663
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 3 12 650
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 2 2 7 63 3 5 25 43
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 4 8 17 31 6 11 31 79
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 1 8 16 2 4 21 29
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 3 338
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 7 356
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 1 6 345
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries? 0 0 1 40 0 0 9 122
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 2 120 0 1 5 268
Total Working Papers 9 23 97 1,015 35 106 406 11,196


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 0 1 1 45
A simple panel stationarity test in the presence of serial correlation and a common factor 1 2 8 25 1 3 13 74
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 0 36 0 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 2 4 13 1,056
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 1 7 267 0 2 15 837
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 3 58 0 5 11 211
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 5 8 417
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 1 2 358 1 3 5 863
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 1 10 112
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 0 0 97
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 4 46 2 3 16 128
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 22 0 2 9 63
Panel Stationarity Test with Structural Breaks 1 2 11 135 2 6 27 353
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 4 84 0 3 12 197
Political Business Cycles and Central Bank Independence 0 4 12 249 2 10 41 763
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 1 32 1 2 16 325
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 0 1 1 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 2 9 36 1,560
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 3 477
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 2 16 22 3 8 54 72
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 2 6 1 2 13 45
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 2 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 3 13 81 2,085 17 76 327 8,913


Statistics updated 2015-08-02