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 1 9 1 1 16 51
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 203 0 3 27 655
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 17 473
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 3 0 0 12 58
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 1 1 9 1,594
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 1 7 423
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 1 1 13 75
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 4 0 1 8 81
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 0 40 0 0 5 207
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 8 0 1 18 67
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 1 20 38
Diffusion Copulas: Identification and Estimation 0 0 0 37 1 4 21 140
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 0 13 37
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 0 5 515
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 2 2 9 877
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 0 1 34 1 1 8 130
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 0 1 6 1,359
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 0 1 60 0 0 9 257
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 1 1 1 10 1 2 10 91
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 7 112
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 17 0 0 17 68
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 0 14 0 1 7 64
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 2 0 1 14 48
Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 0 31 0 0 12 184
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 0 0 0 45 0 1 18 188
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 1 12 385
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 1 1 6 387
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 1 1 11 59
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 122 0 1 5 292
Total Working Papers 1 1 6 891 11 27 375 9,926
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 0 2 15 121
A frontier approach to disequilibrium models 0 0 0 25 2 5 16 115
A note on Sargan densities 0 0 0 9 0 0 5 66
A simple panel stationarity test in the presence of serial correlation and a common factor 0 1 10 108 0 2 30 312
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 0 8 28
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 0 0 8 283
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 386 1 3 16 1,123
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 284 0 0 9 906
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 0 0 0 4 1 3 15 33
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 0 69 0 0 12 310
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 0 16 512
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 1 1 1 373 1 3 17 956
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 1 10 259
KPSS test and model misspecifications 0 0 0 39 0 3 9 170
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 0 56 1 3 15 136
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 0 0 51 1 3 17 229
Novel panel cointegration tests emending for cross‐section dependence with N fixed 0 0 0 5 1 2 20 53
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 0 4 22 439
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 0 5 278
Political Business Cycles and Central Bank Independence 0 0 0 269 0 0 10 896
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 0 0 4 1 1 20 87
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 1 7 387
Specification analysis in regime-switching continuous-time diffusion models for market volatility 0 0 0 24 1 4 14 89
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 1 5 0 2 8 37
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 17 0 2 12 86
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 0 5 1 1 9 44
Testing for stationarity in heterogeneous panel data 0 0 0 22 1 1 19 2,038
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 189 0 2 13 533
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 3 65 1 5 46 283
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 1 1 13 0 1 8 123
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 0 8 440
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 1 1 11 102
Total Journal Articles 1 3 16 2,386 14 55 466 11,592

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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