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 3 0 0 3 7
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 1 132 0 1 8 420
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 1 3 168 1 3 17 462
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 0 0 1 4 8
A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor 1 2 3 4 2 4 13 17
Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison 0 0 0 0 0 1 5 1,564
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 2 408
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 2 244
Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 0 0 1 8 0 1 7 31
Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests 0 0 0 2 0 4 13 26
Chinese emprical evidence on the linear and quadratic expenditure systems 0 0 0 0 0 0 1 21
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 1 3 106 0 4 7 391
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 34 1 3 9 148
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 1 3 4 0 1 14 21
Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms 0 0 0 0 0 0 0 115
Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms 0 0 0 0 0 2 7 488
Effects of Rationing On Consumer Behaviour In Chinese Urban Households 0 0 0 2 0 2 4 611
Effects of Rationing on Consumer Bahaviour in Chinese Urban Households 0 0 0 2 0 1 8 851
Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 0 0 0 1 3 253
Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options 0 0 0 79 0 0 4 415
Forecasting Value at Risk in Emerging Arab Stock Markets 0 0 1 26 1 1 5 93
Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets 0 0 0 1 0 0 2 234
Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis 0 0 0 0 1 3 10 1,295
KPSS Test and Model Misspecifications 0 0 2 43 0 1 4 145
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 0 1 2 56 0 1 3 216
Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential 0 0 1 3 0 0 2 10
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 2 55 0 0 5 77
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 2 14 0 2 13 30
Panel Stationarity Test with Structural Breaks 0 0 1 114 1 2 4 353
Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates 0 0 1 11 0 0 9 22
Testing For Stationarity In Heterogeneous Panel Data 0 0 0 0 1 1 16 732
Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite 0 0 0 1 0 2 7 14
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 2 25 701
Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks 1 1 4 43 1 2 10 119
Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks 0 0 1 29 0 9 32 97
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 3 353
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 0 2 370
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 0 1 354
What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? 0 0 2 4 0 4 20 30
Which Type of Central Bank Smooths the Political Business Cycle? 0 0 0 121 0 0 2 273
Total Working Papers 3 7 34 1,066 9 59 306 12,019


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 0 0 3 66
A frontier approach to disequilibrium models 0 0 0 25 0 0 1 96
A note on Sargan densities 0 0 0 9 0 0 0 50
A simple panel stationarity test in the presence of serial correlation and a common factor 2 4 10 49 2 5 17 112
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence 0 0 0 0 5 7 13 251
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers 0 0 3 378 0 1 10 1,082
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data 1 2 5 280 2 4 14 873
Estimating option implied risk-neutral densities using spline and hypergeometric functions 0 0 3 65 0 0 7 256
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function 0 0 0 0 0 2 11 438
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers 2 2 3 366 2 2 7 909
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 0 0 1 33 0 0 3 123
Maximum likelihood estimation of higher-order integer-valued autoregressive processes 0 0 1 52 0 0 4 106
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 0 1 2 50 0 2 6 147
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 24 0 0 3 75
Panel Stationarity Test with Structural Breaks 1 3 5 143 1 4 8 371
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 2 89 1 1 12 227
Political Business Cycles and Central Bank Independence 1 2 7 264 1 10 24 828
Reducible diffusions with time-varying transformations with application to short-term interest rates 0 1 3 4 0 2 13 32
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 0 0 35 0 1 3 356
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 1 0 1 2 10
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION 0 0 0 15 0 1 3 53
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE 0 0 1 4 0 0 2 17
Testing for stationarity in heterogeneous panel data 0 0 0 22 6 15 50 1,653
Testing for stationarity in heterogeneous panel data where the time dimension is finite 0 0 0 185 0 1 4 487
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks 0 1 3 36 1 4 18 129
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 10 1 4 14 81
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 0 1 1 410
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 1 16 0 0 2 67
Total Journal Articles 7 16 50 2,180 22 68 255 9,548


Statistics updated 2018-01-04