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 1 1 1 9 1 6 16 50
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 1 8 17 473
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 203 0 10 26 651
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 0 3 12 57
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 9 0 5 12 57
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 4 9 1,593
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 259
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 3 6 422
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 2 2 13 74
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 0 0 7 80
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 4 43
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 1 1 4 132 3 10 25 486
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 2 8 0 2 15 63
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 2 6 207
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 2 12 36
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 1 19 37
Diffusion Copulas: Identification and Estimation 0 0 0 37 0 7 18 136
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 1 2 129
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 2 3 7 515
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 1 1 3 632
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 1 8 875
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 7 272
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 82 2 6 11 452
Forecasting Value at Risk in Emerging Arab Stock Markets 1 1 1 34 1 4 7 129
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 2 5 256
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 1 6 1,358
KPSS Test and Model Misspecifications 0 0 0 51 0 1 7 180
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 2 60 0 2 9 256
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 1 4 10 89
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 1 1 1 17 1 6 16 67
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 8 112
Panel Stationarity Test with Structural Breaks 0 0 0 120 0 4 11 395
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 0 1 6 63
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 7 21 863
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 0 5 13 47
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 4 13 833
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 0 5 12 182
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 1 6 16 186
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 5 11 384
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 4 385
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 2 7 380
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 1 2 12 58
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 0 1 3 290
Total Working Papers 4 4 14 1,279 19 140 457 14,112

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 3 12 118
A frontier approach to disequilibrium models 0 0 0 25 1 3 12 110
A note on Sargan densities 0 0 0 9 1 4 8 66
A simple panel stationarity test in the presence of serial correlation and a common factor 0 3 11 107 2 16 35 309
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 1 7 24
Diffusion copulas: Identification and estimation 0 0 0 5 1 3 8 28
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 3 7 282
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 0 4 12 1,119
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 1 8 904
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 1 7 14 30
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 1 5 11 309
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 15 511
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 0 372 0 3 15 953
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 5 9 258
KPSS test and model misspecifications 0 0 0 39 0 2 7 167
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 0 56 1 5 12 132
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 0 10 14 226
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 0 5 19 51
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 0 4 9 94
Panel Stationarity Test with Structural Breaks* 0 0 0 152 0 4 19 435
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 0 7 277
Political Business Cycles and Central Bank Independence 0 0 0 269 0 2 13 895
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 0 7 24 86
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 3 6 386
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 1 24 0 3 10 84
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 1 1 1 5 1 2 6 35
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 17 0 1 13 84
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 2 4 8 43
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 9 21 2,036
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 0 5 11 530
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 1 5 64 2 8 40 272
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 4 8 122
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 7 439
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 2 11 100
Total Journal Articles 2 5 19 2,382 17 139 438 11,515

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 6 10
Total Chapters 0 0 0 1 0 0 6 10

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