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 0 2 128 0 1 8 405
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 3 4 12 158 10 19 52 410
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 2 5 15 1,547
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 2 3 237
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 398
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 2 18
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 0 10 92 2 5 35 354
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 7 31 4 8 26 127
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 0 2 478
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 3 6 601
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 3 7 835
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 5 244
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 0 76 4 7 16 395
Forecasting Value at Risk in Emerging Arab Stock Markets 1 1 3 24 1 1 10 81
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 1 2 4 227
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 0 13 1,267
KPSS Test and Model Misspecifications 0 0 1 37 1 1 9 129
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 54 0 3 18 205
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 1 6 48 6 10 21 44
Panel Stationarity Test with Structural Breaks 0 2 5 110 2 6 18 339
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 7 26 676
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 5 15 660
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 4 65 1 4 19 53
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 14 36 2 5 28 95
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 5 18 2 6 20 42
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 4 340
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 3 3 6 360
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 2 3 6 348
Which Type of Central Bank Smooths the Political Business Cycle? 0 1 2 121 0 1 3 269
Total Working Papers 4 13 71 1,004 48 112 402 11,296
1 registered items for which data could not be found


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 3 54
A frontier approach to disequilibrium models 0 0 0 25 0 0 0 93
A note on Sargan densities 0 1 1 9 0 1 3 47
A simple panel stationarity test in the presence of serial correlation and a common factor 3 5 9 32 4 6 14 84
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 3 112
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 2 2 2 231
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 1 373 0 2 16 1,066
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 2 7 270 0 4 13 844
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 1 3 59 3 7 16 218
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 1 8 419
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 4 360 2 4 11 870
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 3 238
KPSS test and model misspecifications 0 0 0 32 1 3 6 116
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 0 50 0 1 1 98
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 1 46 0 4 10 133
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 2 23 1 1 6 65
Panel Stationarity Test with Structural Breaks 0 1 8 138 1 4 17 360
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 1 3 85 2 5 14 203
Political Business Cycles and Central Bank Independence 0 4 13 253 3 12 33 780
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 2 2 2 34 3 4 10 330
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 13 1 1 6 42
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 2 1 2 5 9
Testing for stationarity in heterogeneous panel data 0 0 0 22 5 9 33 1,576
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 0 2 478
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 2 5 15 29 3 11 49 93
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 3 4 9 1 8 16 58
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 2 6 401
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 2 14 0 0 3 58
Total Journal Articles 7 25 77 2,123 35 95 309 9,076


Statistics updated 2016-02-03