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 4 7 8 42
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 3 203 5 11 21 639
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 3 8 8 464
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 2 5 9 53
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 9 2 6 7 51
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 2 2 6 1,589
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 2 3 3 419
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 5 5 5 259
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 2 5 8 68
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 3 6 9 80
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 3 3 4 43
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 3 131 3 5 16 475
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 3 3 6 205
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 2 8 6 10 12 59
Diffusion Copulas: Identification and Estimation 0 0 0 6 7 9 10 28
Diffusion Copulas: Identification and Estimation 0 0 0 23 4 9 10 34
Diffusion Copulas: Identification and Estimation 0 0 0 37 3 7 9 127
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 2 4 512
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 2 2 2 631
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 4 6 7 874
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 3 4 4 269
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 82 0 2 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 1 1 2 253
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 4 8 1,357
KPSS Test and Model Misspecifications 0 0 0 51 3 3 5 178
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 1 2 60 3 6 8 254
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 2 3 6 85
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 2 4 8 112
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 16 2 8 8 59
Panel Stationarity Test with Structural Breaks 0 0 0 120 1 2 6 390
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 3 5 5 62
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 4 8 17 855
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 3 8 8 42
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 2 9 828
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 0 3 7 177
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 5 6 10 179
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 5 6 378
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 2 3 3 384
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 1 4 377
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 3 5 8 53
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 1 2 3 289
Total Working Papers 0 4 12 1,275 107 202 310 13,931

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 3 6 11 115
A frontier approach to disequilibrium models 0 0 0 25 4 7 9 107
A note on Sargan densities 0 0 0 9 0 0 5 62
A simple panel stationarity test in the presence of serial correlation and a common factor 2 3 9 104 3 6 24 293
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE 0 0 0 2 2 2 4 21
Diffusion copulas: Identification and estimation 0 0 1 5 3 3 5 24
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 3 4 5 279
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 6 8 8 1,115
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 3 3 6 902
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 0 3 6 22
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 2 3 6 302
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 5 10 15 509
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 0 372 5 9 11 948
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 4 4 5 253
KPSS test and model misspecifications 0 0 0 39 1 3 6 165
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 1 56 3 4 8 127
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 2 4 5 216
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 10 12 13 45
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 1 5 5 90
Panel Stationarity Test with Structural Breaks* 0 0 0 152 10 13 19 431
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 3 4 7 277
Political Business Cycles and Central Bank Independence 0 0 0 269 1 6 11 893
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 1 5 19 79
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 2 3 383
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 1 24 2 6 7 81
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 1 3 3 32
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 17 4 9 14 83
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 4 4 5 39
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 6 15 2,026
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 2 4 7 524
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 4 63 8 20 31 259
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 3 6 118
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 3 5 6 438
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 4 6 10 98
Total Journal Articles 2 4 17 2,377 107 192 320 11,356

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

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Statistics updated 2026-02-12