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 2 3 4 38
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 2 5 7 51
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 3 203 4 6 16 634
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 3 5 5 461
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 9 4 4 5 49
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 2 4 1,587
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 1 417
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 3 4 7 66
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 3 4 6 77
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 1 1 40
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 1 2 4 131 1 9 14 472
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 0 4 202
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 1 1 2 8 2 4 6 53
Diffusion Copulas: Identification and Estimation 0 0 0 6 1 3 5 21
Diffusion Copulas: Identification and Estimation 0 0 0 23 1 6 6 30
Diffusion Copulas: Identification and Estimation 0 0 1 37 3 5 8 124
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 1 127
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 1 5 511
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 2 2 3 870
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 1 266
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 1 1 82 0 4 7 446
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 0 33 0 3 3 125
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 1 252
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 2 3 8 1,356
KPSS Test and Model Misspecifications 0 0 0 51 0 0 2 175
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 1 1 2 60 3 3 6 251
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 1 2 5 83
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 5 6 110
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 16 6 6 6 57
Panel Stationarity Test with Structural Breaks 0 0 0 120 1 3 5 389
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 1 2 2 59
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 6 17 851
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 3 5 5 39
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 4 10 827
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 2 5 7 177
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 1 4 5 174
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 2 4 5 377
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 1 1 1 382
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 2 4 377
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 0 2 5 50
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 1 1 2 288
Total Working Papers 3 5 14 1,275 61 132 221 13,824

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 2 6 8 112
A frontier approach to disequilibrium models 0 0 0 25 1 4 5 103
A note on Sargan densities 0 0 0 9 0 1 5 62
A simple panel stationarity test in the presence of serial correlation and a common factor 1 4 7 102 2 8 21 290
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 2 2 19
Diffusion copulas: Identification and estimation 0 0 1 5 0 1 2 21
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 1 2 276
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 1 2 2 1,109
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 2 4 6 22
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 2 3 899
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 0 2 4 300
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 5 8 10 504
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 0 372 2 4 6 943
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 0 39 2 3 5 164
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 1 56 1 3 5 124
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 2 2 3 214
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 1 2 4 35
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 1 4 4 89
Panel Stationarity Test with Structural Breaks* 0 0 0 152 1 4 10 421
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 1 4 274
Political Business Cycles and Central Bank Independence 0 0 0 269 2 6 11 892
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 2 11 18 78
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 1 3 3 383
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 1 24 1 4 6 79
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 2 2 2 31
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 17 2 5 11 79
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 2 4 17 2,023
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 2 2 5 522
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 5 63 9 14 24 251
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 2 5 117
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 3 3 435
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 3 6 94
Total Journal Articles 1 5 16 2,375 47 123 224 11,249

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 2026-01-09