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 0 0 1 34
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 1 456
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 1 5 201 1 4 20 622
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 0 1 3 45
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 8 0 0 1 44
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 1 1,584
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 416
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 0 254
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 0 2 2 61
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 1 2 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 4 128 0 3 8 461
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 6 0 0 2 47
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 40 1 2 4 200
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 2 3 18
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 0 0 24
Diffusion Copulas: Identification and Estimation 0 1 2 37 0 2 3 118
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 1 1 2 127
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 2 3 508
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 0 1 1 440
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 2 3 3 1,351
KPSS Test and Model Misspecifications 0 0 0 51 0 0 1 173
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 1 58 0 2 3 247
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 0 1 3 79
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 1 104
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 16 0 0 2 51
Panel Stationarity Test with Structural Breaks 0 0 0 120 0 0 0 384
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 1 14 0 0 1 57
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 7 15 841
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 0 0 2 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 0 3 12 820
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 0 0 3 170
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 0 1 5 170
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 1 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 0 0 373
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 0 1 1 46
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 0 1 2 287
Total Working Papers 0 3 15 1,264 8 43 113 13,646

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 1 32 0 1 3 105
A frontier approach to disequilibrium models 0 0 0 25 0 0 0 98
A note on Sargan densities 0 0 0 9 1 1 1 58
A simple panel stationarity test in the presence of serial correlation and a common factor 0 0 5 95 0 2 23 271
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 3 17
Diffusion copulas: Identification and estimation 0 0 0 4 0 0 1 19
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 1 1 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 0 0 896
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 0 0 1 16
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 0 1 5 297
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 9 495
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 2 372 0 1 4 938
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 1 249
KPSS test and model misspecifications 0 0 1 39 0 0 1 159
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 0 55 0 0 1 119
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 1 1 2 212
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 0 1 6 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 1 2 5 413
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 0 3 270
Political Business Cycles and Central Bank Independence 0 0 0 269 0 1 4 882
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 0 2 4 62
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 0 0 0 23 0 1 3 74
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 2 3 70
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 0 0 0 34
Testing for stationarity in heterogeneous panel data 0 0 0 22 0 8 28 2,014
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 1 2 4 519
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 3 59 1 4 10 231
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 1 2 113
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 3 432
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 1 1 1 89
Total Journal Articles 0 1 12 2,360 8 35 132 11,060

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 2025-04-04