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 1 1 9 0 1 16 50
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 1 17 473
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 0 1 12 58
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 203 2 3 26 654
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 9 0 0 12 57
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 0 9 1,593
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 6 422
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 5 259
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 0 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
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 8 0 3 17 66
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 0 5 207
Diffusion Copulas: Identification and Estimation 0 0 0 37 2 2 19 138
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 0 19 37
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 1 13 37
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 2 7 515
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 8 875
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 7 272
Forecasting Value at Risk in Emerging Arab Stock Markets 0 1 1 34 0 1 7 129
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 0 6 1,358
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 1 60 0 1 9 257
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 0 1 9 89
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 1 1 17 0 2 17 68
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 8 112
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 0 0 6 63
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 0 0 13 47
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 0 2 13 184
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 0 2 17 187
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 11 384
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 5 386
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 0 5 380
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 0 1 11 58
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 1 2 5 292
Total Working Papers 0 3 5 890 5 30 364 9,904
9 registered items for which data could not be found

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 1 2 14 120
A frontier approach to disequilibrium models 0 0 0 25 2 3 13 112
A note on Sargan densities 0 0 0 9 0 1 5 66
A simple panel stationarity test in the presence of serial correlation and a common factor 0 0 9 107 0 3 30 310
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 7 24
Diffusion copulas: Identification and estimation 0 0 0 5 0 1 8 28
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 1 8 283
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 0 1 13 1,120
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 1 2 14 31
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 2 9 906
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 0 2 12 310
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 16 512
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 0 372 1 1 16 954
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 10 259
KPSS test and model misspecifications 0 0 0 39 0 0 6 167
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 0 56 1 3 14 134
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 2 2 16 228
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 0 0 19 51
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 0 0 9 94
Panel Stationarity Test with Structural Breaks* 0 0 0 152 2 2 20 437
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 1 5 278
Political Business Cycles and Central Bank Independence 0 0 0 269 0 1 12 896
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 0 0 22 86
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 1 1 7 387
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 1 24 1 2 12 86
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 1 1 5 1 2 7 36
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 17 0 0 12 84
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 0 2 8 43
Testing for stationarity in heterogeneous panel data 0 0 0 22 0 4 21 2,037
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 0 1 11 531
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 2 4 65 1 9 44 279
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 0 1 7 122
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 1 8 440
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 1 10 101
Total Journal Articles 0 3 16 2,383 15 54 445 11,552

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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