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 0 0 8 1 7 11 45
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 1 5 10 466
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 0 3 9 54
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 203 4 11 23 645
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 1 9 0 3 8 52
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 3 6 1,590
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 2 3 419
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 5 5 259
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 0 6 11 72
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 0 3 7 80
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 3 4 43
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 0 3 131 2 6 17 478
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 2 8 0 8 14 61
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 3 5 205
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 15 18 36
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 4 10 34
Diffusion Copulas: Identification and Estimation 0 0 0 37 0 5 11 129
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 1 1 128
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 1 2 5 513
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 2 2 631
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 1 5 8 875
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 5 6 271
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 82 1 1 7 447
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 0 33 0 0 3 125
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 2 3 254
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 1 6 1,357
KPSS Test and Model Misspecifications 0 0 0 51 0 4 6 179
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 2 60 0 3 7 254
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 2 4 8 87
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 16 0 4 10 61
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 2 8 112
Panel Stationarity Test with Structural Breaks 0 0 0 120 0 2 7 391
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 0 3 5 62
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 6 16 857
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 1 4 9 43
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 3 10 830
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 5 5 12 182
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 1 7 11 181
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 2 6 379
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 3 4 385
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 2 6 379
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 0 6 10 56
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 0 1 2 289
Total Working Papers 0 0 11 1,275 24 172 350 13,996

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 10 115
A frontier approach to disequilibrium models 0 0 0 25 0 4 9 107
A note on Sargan densities 0 0 0 9 0 0 4 62
A simple panel stationarity test in the presence of serial correlation and a common factor 2 4 11 106 6 9 28 299
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 4 6 23
Diffusion copulas: Identification and estimation 0 0 1 5 1 5 7 26
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 1 4 5 280
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 2 8 10 1,117
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 3 4 10 26
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 4 7 903
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 0 4 7 304
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 6 15 510
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 0 372 1 8 13 951
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 4 4 253
KPSS test and model misspecifications 0 0 0 39 0 1 6 165
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 1 56 0 3 8 127
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 0 2 4 216
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 1 12 15 47
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 0 1 5 90
Panel Stationarity Test with Structural Breaks* 0 0 0 152 1 11 19 432
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 3 7 277
Political Business Cycles and Central Bank Independence 0 0 0 269 0 1 11 893
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 3 4 20 82
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 0 3 383
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 1 24 1 3 8 82
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 0 2 4 33
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 1 17 0 4 13 83
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 1 5 6 40
Testing for stationarity in heterogeneous panel data 0 0 0 22 0 4 13 2,027
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 1 4 7 526
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 4 63 3 16 36 267
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 0 1 5 118
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 4 7 439
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 4 9 98
Total Journal Articles 2 4 19 2,379 25 152 341 11,401

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

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