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 2 2 1 1 3 3
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 130 0 1 11 411
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 1 3 3
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 4 11 163 4 12 53 436
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 1 1 1 0 1 3 3
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 18 1,557
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 3 6 241
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 5 9 404
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 1 2 7 7 1 4 24 24
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 1 0 2 9 9
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 2 20
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 8 98 0 7 34 375
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 3 33 0 3 21 136
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 1 0 1 6 6
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 1 2 3 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 3 481
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 2 7 605
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 1 8 838
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 2 3 8 249
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 1 2 78 2 5 26 408
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 2 24 3 3 9 86
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 2 7 231
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 1 14 1,279
KPSS Test and Model Misspecifications 0 1 3 39 0 3 16 138
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 0 1 10 211
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 2 2 2 0 2 7 7
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 11 11 0 0 15 15
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 4 50 0 2 35 65
Panel Stationarity Test with Structural Breaks 0 0 3 111 0 2 14 346
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 8 8 2 3 9 9
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 11 33 698
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 1 1 1 1 2 7 7
Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors 0 0 0 1 0 2 19 671
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 3 66 1 3 21 66
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 7 38 0 3 24 104
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 6 23 1 3 26 56
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 10 348
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 8 364
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 7 352
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 1 2 2 0 2 9 9
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 1 121 0 1 2 270
Total Working Papers 3 19 91 1,070 23 103 559 11,656


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 0 6 59
A frontier approach to disequilibrium models 0 0 0 25 0 0 2 95
A note on Sargan densities 0 0 1 9 0 0 5 50
A simple panel stationarity test in the presence of serial correlation and a common factor 0 4 12 39 0 6 19 95
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 1 37 0 0 3 114
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 6 235
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 1 374 0 1 12 1,070
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 2 7 274 0 4 16 854
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 3 61 2 4 18 229
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 3 9 426
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 1 3 361 5 15 29 892
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 2 5 242
KPSS test and model misspecifications 0 0 0 32 0 0 7 119
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 2 4 101
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 1 1 47 1 4 11 139
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 1 1 2 24 1 4 8 71
Panel Stationarity Test with Structural Breaks 0 0 2 138 0 0 7 361
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 1 1 3 87 1 3 11 208
Political Business Cycles and Central Bank Independence 0 0 7 256 1 3 36 799
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 1 1 0 2 13 13
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 3 35 0 5 17 342
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 1 1 1 0 1 7 7
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 0 2 5 45
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 2 3 1 3 8 14
Testing for stationarity in heterogeneous panel data 0 0 0 22 0 6 28 1,591
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 5 482
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 8 31 1 3 30 104
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 1 4 10 3 6 22 67
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 9 408
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 2 15 0 2 8 64
Total Journal Articles 2 12 64 2,153 16 82 366 9,296


Statistics updated 2016-09-03