Access Statistics for Kaddour Hadri

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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 0 0 8 1 1 1 35
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 0 456
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 2 5 203 0 3 17 628
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 0 1 3 46
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 9 0 0 1 45
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 1 2 1,585
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 0 254
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 416
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 1 1 3 62
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 0 0 2 73
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 0 39
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 1 5 129 0 2 10 463
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 1 4 202
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 1 7 0 1 3 49
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 0 0 24
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 0 3 18
Diffusion Copulas: Identification and Estimation 0 0 2 37 0 1 4 119
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 2 127
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 1 3 509
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 0 0 629
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 0 867
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 0 265
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 0 81 1 1 3 442
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 0 33 0 0 0 122
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 0 251
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 0 4 1,352
KPSS Test and Model Misspecifications 0 0 0 51 1 1 1 174
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 1 1 59 0 1 3 248
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 1 2 3 81
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 1 1 1 105
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 16 0 0 1 51
Panel Stationarity Test with Structural Breaks 0 0 0 120 0 1 1 385
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 0 0 0 57
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 2 13 844
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 0 0 0 34
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 10 823
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 1 2 3 172
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 0 0 2 170
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 1 373
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 0 381
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 2 2 375
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 1 2 3 48
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 0 0 1 287
Total Working Papers 0 5 16 1,270 13 31 111 13,686

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 32 0 0 3 106
A frontier approach to disequilibrium models 0 0 0 25 0 1 1 99
A note on Sargan densities 0 0 0 9 0 3 4 61
A simple panel stationarity test in the presence of serial correlation and a common factor 0 2 5 98 1 7 18 281
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 0 2 0 0 1 17
Diffusion copulas: Identification and estimation 0 0 1 5 0 0 2 20
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 1 275
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 0 0 0 1,107
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 1 1 897
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 1 2 2 18
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 0 0 5 298
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 0 3 496
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 1 372 0 0 3 938
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 249
KPSS test and model misspecifications 0 0 1 39 0 1 3 161
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 1 56 1 1 3 121
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 0 0 2 212
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 0 0 3 32
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 0 0 0 85
Panel Stationarity Test with Structural Breaks* 0 0 0 152 0 1 9 417
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 3 5 273
Political Business Cycles and Central Bank Independence 0 0 0 269 1 3 6 885
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 0 2 5 64
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 0 0 380
Specification analysis in regime-switching continuous-time diffusion models for market volatility 1 1 1 24 1 1 4 75
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 0 0 0 29
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 16 0 1 4 72
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 0 0 1 35
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 4 21 2,019
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 0 1 4 520
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 2 3 61 0 3 11 235
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 0 1 4 115
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 1 432
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 2 3 91
Total Journal Articles 1 5 13 2,368 8 38 134 11,115

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-based Multivariate Approach 0 0 0 1 0 0 0 4
Total Chapters 0 0 0 1 0 0 0 4

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Statistics updated 2025-09-05