Kaddour Hadri
Kaddour Hadri
Emeritus Professor of Economics, Queen's University Belfast
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Testing for stationarity in heterogeneous panel data
K Hadri
The Econometrics Journal 3 (2), 148-161, 2000
A simple panel stationarity test in the presence of serial correlation and a common factor
K Hadri, E Kurozumi
Economics Letters 115 (1), 31-34, 2012
The influence of VAR dimensions on estimator biases
KM Abadir, K Hadri, E Tzavalis
Econometrica 67 (1), 163-181, 1999
Estimation of a doubly heteroscedastic stochastic frontier cost function
K Hadri
Journal of Business & Economic Statistics 17 (3), 359-363, 1999
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks
R Arezki, K Hadri, P Loungani, Y Rao
Journal of International Money and Finance 42, 208-223, 2014
Panel stationarity test with structural breaks
K Hadri, Y Rao
Oxford Bulletin of Economics and statistics 70 (2), 245-269, 2008
Testing for stationarity in heterogeneous panel data where the time dimension is finite
K Hadri, R Larsson
The Econometrics Journal 8 (1), 55-69, 2005
Testing the null hypothesis of stationarity against the alternative of a unit root in panel data with serially correlated errors
K Hadri
University of Liverpool, Department of Economics, 1999
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
K Hadri, C Guermat, J Whittaker
Empirical Economics 28, 203-222, 2003
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes
R Bu, B McCabe, K Hadri
Journal of time series analysis 29 (6), 973-994, 2008
Estimating option implied risk‐neutral densities using spline and hypergeometric functions
R Bu, K Hadri
The Econometrics Journal 10 (2), 216-244, 2007
Political business cycles and central bank independence
J Maloney, AC Pickering, K Hadri
The Economic Journal 113 (486), C167-C181, 2003
Estimating farm efficiency in the presence of double heteroscedasticity using panel data
K Hadri, C Guermat, J Whittaker
Journal of Applied economics 6 (2), 255-268, 2003
Efficiency, environmental contaminants and farm size: testing for links using stochastic production frontiers
K Hadri, J Whittaker
Journal of applied economics 2 (2), 337-356, 1999
Panel unit root tests in the presence of cross‐sectional dependence: finite sample performance and an application
S De Silva, K Hadri, AR Tremayne
The Econometrics Journal 12 (2), 340-366, 2009
A simple panel stationarity test in the presence of cross-sectional dependence
K Hadri, E Kurozumi
Center for Research on Contemporary Economic Systems, Graduate School of …, 2008
Economics Department Discussion Papers Series
C Guermat, K Hadri, CC Kucukozmen
A locally optimal test for no unit root in cross-sectionally dependent panel data
K Hadri, E Kurozumi
Hitotsubashi Journal of Economics, 165-184, 2011
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
R Bu, L Giet, K Hadri, M Lubrano
Journal of Financial Econometrics 9 (1), 198-236, 2011
Is more information a good thing? Bias nonmonotonicity in stochastic difference equations
K Abadir, K Hadri
Bulletin of Economic Research 52 (2), 91-100, 2000
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