The following pages link to Kaddour Hadri (Q433708):
Displaying 14 items.
- A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
- The accuracy of the higher order bias approximation for the 2SLS estimator (Q1285517) (← links)
- A note on Sargan densities (Q1915452) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- Testing for stationarity in heterogeneous panel data (Q2707867) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes (Q3552860) (← links)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
- PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION (Q3576893) (← links)
- The Influence of VAR Dimensions on Estimator Biases (Q4530936) (← links)
- Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (Q5091831) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)
- Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
