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 0 0 1 5 1 2 5 18
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 172 1 1 2 470
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 1 2 1 2 7 20
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 1 133 0 3 6 427
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 4 1 1 2 24
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 0 1 1,568
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 2 246
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 2 410
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 3 12 0 1 8 41
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 3 2 4 6 38
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 0 21
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 5 113 1 8 15 410
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 35 0 5 12 168
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 4 1 2 7 32
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 1 2 4 120
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 1 491
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 1 3 615
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 1 1 855
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 0 256
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 0 79 0 2 3 418
Forecasting Value at Risk in Emerging Arab Stock Markets 1 2 2 29 1 2 5 99
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 3 4 7 242
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 2 11 1,315
KPSS Test and Model Misspecifications 0 0 0 44 0 1 4 151
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 0 57 0 2 3 226
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 1 4 0 3 7 23
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 55 0 1 3 84
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 15 0 0 4 39
Panel Stationarity Test with Structural Breaks 0 0 0 115 1 3 6 363
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 12 1 3 7 34
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 3 15 766
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 1 1 2 0 2 3 17
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 13 748
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 1 44 3 5 14 133
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 1 1 2 31 3 3 15 121
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 2 6 364
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 1 372
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 2 2 3 358
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 4 0 0 1 34
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 1 2 276
Total Working Papers 2 7 21 1,101 30 79 217 12,413

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 1 1 1 25 3 3 5 75
A frontier approach to disequilibrium models 0 0 0 25 0 0 0 96
A note on Sargan densities 0 0 0 9 1 1 3 54
A simple panel stationarity test in the presence of serial correlation and a common factor 0 1 5 56 1 2 15 135
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 1 1 254
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 1 1 1 382 6 7 9 1,095
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 1 2 283 3 3 9 888
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 67 1 3 10 274
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 0 2 452
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 0 368 0 1 1 914
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 1 244
KPSS test and model misspecifications 0 0 2 35 0 6 12 135
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 1 53 2 2 5 111
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 50 1 3 14 172
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 24 0 0 1 76
Panel Stationarity Test with Structural Breaks* 0 0 1 144 0 1 7 381
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 1 91 2 5 16 257
Political Business Cycles and Central Bank Independence 0 0 2 267 1 1 10 845
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 1 1 4 38
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 1 5 364
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 1 0 2 5 19
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 15 0 0 1 54
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 4 1 1 2 23
Testing for stationarity in heterogeneous panel data 0 0 0 22 4 9 53 1,745
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 2 188 0 0 8 501
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 6 43 0 3 19 155
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 10 1 2 4 87
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 1 3 415
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 18 2 2 9 78
Total Journal Articles 3 5 25 2,220 30 62 234 9,937

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Statistics updated 2019-10-05