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 0 0 2 34
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 2 456
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 1 1 4 45
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 1 6 201 3 4 20 621
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 8 0 0 2 44
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 1 1 1 1,584
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 0 254
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 416
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 0 13 1 2 2 61
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 1 1 1 72
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 0 39
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 4 128 2 5 8 461
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 6 0 0 2 47
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 40 0 1 3 199
Diffusion Copulas: Identification and Estimation 0 2 2 37 0 3 3 118
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 0 0 24
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 3 3 18
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 2 126
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 2 3 508
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 0 0 0 867
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 0 265
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 1 81 1 1 2 440
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 0 33 0 0 0 122
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 0 251
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 1 1 1,349
KPSS Test and Model Misspecifications 0 0 0 51 0 0 1 173
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 1 58 1 2 3 247
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 0 9 0 1 3 79
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 1 104
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 16 0 0 2 51
Panel Stationarity Test with Structural Breaks 0 0 0 120 0 0 0 384
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 1 14 0 0 1 57
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 8 14 840
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 0 0 2 34
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 6 13 820
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 0 1 3 170
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 1 1 5 170
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 0 372
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 0 381
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 0 0 373
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 6 1 1 1 46
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 1 1 2 287
Total Working Papers 1 5 17 1,264 17 46 113 13,638

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 1 32 1 2 3 105
A frontier approach to disequilibrium models 0 0 0 25 0 0 0 98
A note on Sargan densities 0 0 0 9 0 0 0 57
A simple panel stationarity test in the presence of serial correlation and a common factor 0 1 7 95 2 4 26 271
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 3 17
Diffusion copulas: Identification and estimation 0 0 0 4 0 1 2 19
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 0 274
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 0 0 0 1,107
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 0 0 896
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 0 0 1 16
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 1 1 5 297
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 1 1 12 495
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 2 372 1 1 4 938
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 1 249
KPSS test and model misspecifications 0 0 1 39 0 0 2 159
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 0 55 0 0 1 119
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 0 0 1 211
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 0 1 6 32
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 0 0 0 85
Panel Stationarity Test with Structural Breaks* 0 0 1 152 0 1 5 412
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 0 3 270
Political Business Cycles and Central Bank Independence 0 0 0 269 0 1 4 882
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 2 2 4 62
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 0 0 380
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 0 23 0 2 3 74
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 0 0 0 29
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 16 1 2 4 70
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 0 0 0 34
Testing for stationarity in heterogeneous panel data 0 0 0 22 3 12 29 2,014
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 1 1 3 518
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 4 59 2 5 10 230
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 0 0 1 112
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 3 432
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 0 0 88
Total Journal Articles 0 2 16 2,360 16 39 136 11,052

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 2025-03-03