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 2 5 0 0 5 16
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 2 1 2 6 18
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 132 1 2 3 424
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 1 172 0 0 2 469
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 0 0 0 4 0 0 4 23
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 2 1,568
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 409
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 1 245
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 2 2 3 12 2 4 7 40
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 1 3 1 1 5 34
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 0 21
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 3 111 0 4 8 402
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 4 0 0 5 30
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 35 0 1 7 163
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 2 3 118
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 1 491
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 1 3 614
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 0 1 854
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 0 0 256
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 0 79 0 1 1 416
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 0 27 1 2 3 97
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 1 3 238
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 2 11 1,313
KPSS Test and Model Misspecifications 0 0 0 44 0 3 3 150
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 1 57 0 0 5 224
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 1 4 0 0 5 20
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 15 1 1 6 39
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 55 0 0 2 83
Panel Stationarity Test with Structural Breaks 0 0 1 115 0 0 4 360
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 12 0 1 4 31
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 2 5 16 763
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 1 0 0 1 15
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 3 16 745
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 0 1 1 44 1 4 9 128
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 1 30 0 3 12 118
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 2 6 362
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 2 372
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 1 1 356
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 0 4 0 0 1 34
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 0 1 275
Total Working Papers 2 5 19 1,094 11 47 176 12,334


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 24 1 1 4 72
A frontier approach to disequilibrium models 0 0 0 25 0 0 0 96
A note on Sargan densities 0 0 0 9 0 1 2 53
A simple panel stationarity test in the presence of serial correlation and a common factor 0 0 5 55 2 4 17 133
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 1 253
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 1 381 0 0 3 1,088
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 1 2 282 1 4 8 885
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 67 0 1 9 271
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 1 6 452
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 0 0 1 368 0 0 2 913
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 0 243
KPSS test and model misspecifications 1 2 2 35 1 5 6 129
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 1 1 53 0 2 3 109
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 50 1 8 14 169
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 24 0 0 1 76
Panel Stationarity Test with Structural Breaks 0 0 1 144 0 0 7 380
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 1 1 91 2 3 15 252
Political Business Cycles and Central Bank Independence 0 1 2 267 0 2 11 844
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 0 1 4 37
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 1 1 4 363
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 1 0 1 3 17
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 15 1 1 1 54
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 4 0 0 2 22
Testing for stationarity in heterogeneous panel data 0 0 0 22 2 17 53 1,736
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 1 3 188 0 1 10 501
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 1 3 5 42 3 7 18 152
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 10 1 1 2 85
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 1 2 414
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 18 1 3 7 76
Total Journal Articles 2 10 25 2,215 18 66 215 9,875


Statistics updated 2019-07-03