Kaddour Hadri

      Professor Kaddour Hadri

      Emeritus Professor

      For media contact email comms.office@qub.ac.uk
      or call +44(0)2890 973091.

      1. 2016
      2. Published

        Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates

        Bu, R., Cheng, J. & Hadri, K. Jan 2016 In : Economic Modelling. 52, A, p. 266-277 12 p.

        Research output: Contribution to journalArticle

      3. 2015
      4. Published

        Synergy Between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests, with two Applications

        Hadri, K., Kurozumi, E. & Yamazaki, D. Dec 2015 In : Manchester School. 83, 6, p. 676-700

        Research output: Contribution to journalArticle

      5. Published

        Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

        Hadri, K., Kurozumi, E. & Rao, Y. Oct 2015 In : Econometrics Journal. 18, 3, p. 363-411

        Research output: Contribution to journalArticle

      6. 2014
      7. Published

        Econometric Methods and their Applications in Finance, Macro and Related Fields

        Hadri, K. (ed.) & Mikhail, W. (ed.) Jun 2014 London: World Scientific. 616 p.

        Research output: Book/ReportBook

      8. Published

        Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks

        Arezki, R., Hadri, K., Loungani, P. & Rao, Y. Apr 2014 In : Journal of International Money and Finance. 42, p. 208-223 16 p.

        Research output: Contribution to journalArticle

      9. 2012
      10. Published

        Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break

        Arezki, R., Hadri, K., Kurozumi, E. & Rao, Y. 01 Dec 2012 In : Economics Letters. 117, 3, p. 814-816 3 p.

        Research output: Contribution to journalArticle

      11. Published

        A Simple Panel Stationarity Test in the Presence of serial correlation and a common factor

        Hadri, K. Apr 2012 In : Economics Letters. 115, 1, p. 31-34 4 p.

        Research output: Contribution to journalArticle

      12. 2011
      13. Published

        A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data

        Hadri, K. Dec 2011 In : Hitotsubashi Journal of Economics. 52, 2, p. 165-184 20 p.

        Research output: Contribution to journalArticle

      14. Published
      15. Published

        What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries

        Hadri, K. 2011 Beyon the Curse: Policies to Harness the Power of Natural Ressources. Arezki, R., Gylfason, T. & Sy, A. (eds.). International Monetary Fund, p. 165-184 20 p.

        Research output: Chapter in Book/Report/Conference proceedingChapter

      16. 2010
      17. Published

        PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

        Carrion-i-Silvestre, J. L. & Hadri, K. Jul 2010 In : BULLETIN OF ECONOMIC RESEARCH. 62, 3, p. 269-277 9 p.

        Research output: Contribution to journalArticle

      18. Published

        TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION

        Rao, Y., Hadri, K. & Bu, R. J. Jul 2010 In : BULLETIN OF ECONOMIC RESEARCH. 62, 3, p. 209-225 17 p.

        Research output: Contribution to journalArticle

      19. 2009
      20. Published

        Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

        De Silva, S., Hadri, K. & Tremayne, A. R. Jul 2009 In : Econometrics Journal. 12, 2, p. 340-366 27 p.

        Research output: Contribution to journalArticle

      21. Published

        Maximum likelihood estimation of higher-order integer-valued autoregressive processes

        Hadri, K. Mar 2009 In : Journal of Time Series Analysis. 30( 2), 2, p. 259-259 1 p.

        Research output: Contribution to journalArticle

      22. Published
      23. 2008
      24. Published

        Maximum likelihood estimation of higher-order integer-valued autoregressive processes

        Bu, R., McCabe, B. & Hadri, K. Nov 2008 In : Journal of Time Series Analysis. 29, 6, p. 973-994 22 p.

        Research output: Contribution to journalArticle

      25. Published

        Panel Stationarity Test with Structural Breaks

        Hadri, K. & Rao, Y. Apr 2008 In : Oxford Bulletin of Economics and Statistics. 70, 2, p. 245-269 25 p.

        Research output: Contribution to journalArticle

      26. 2007
      27. Published

        Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions

        Hadri, K. Jul 2007 In : Econometrics Journal. 10(2) 216-244, 2, p. 216-244 29 p.

        Research output: Contribution to journalArticle

      28. 2005
      29. Published

        Testing for stationarity in heterogeneous panel data where the time dimension is finite

        Hadri, K. 2005 In : Econometrics Journal. 8(1), p. 55-69 15 p.

        Research output: Contribution to journalArticle

      30. 2004
      31. Published

        Estimation of Technical Inefficiency Effects Using Panel Data and Doubly Heteroscedastic Stochastic Production Frontiers

        Hadri, K. 2004 Panel Data, theory and applications. Baltagi, B. H. (ed.). Springer, p. 255-274 20 p.

        Research output: Chapter in Book/Report/Conference proceedingChapter

      32. 2003
      33. Published
      34. Published

        Estimating farm efficiency in the presence of double heteroscedasticity using panel data

        Hadri, K. 2003 In : Journal of Applied Economics. VI( 2), p. 255-268 14 p.

        Research output: Contribution to journalArticle

      35. Published

        Political Business Cycle and Central Bank Independence

        Hadri, K. 2003 In : Economic Journal. 13( 486), p. C167-C181 15 p.

        Research output: Contribution to journalArticle

      36. 2002
      37. Published

        Testing for Stationarity in Heterogeneous Panel Data

        Hadri, K. 2002 Recent Developments in the Econometrics of Panel Data. Baltagi, B. H. (ed.). Edward Elgar, p. x1-x2 2 p.

        Research output: Chapter in Book/Report/Conference proceedingChapter

      38. 2001
      39. Published

        Effects of rationing on consumer behaviour in Chinese urban households

        Hadri, K. 2001 In : Indian Journal of Applied Economics. 8( IV), p. 327-340 14 p.

        Research output: Contribution to journalArticle

      40. Published

        Testing for Stationarity in Panel Data

        Hadri, K. 2001 In : Bulletin of the International Statistical Institute. LIX(Book 3), p. 143-144 2 p.

        Research output: Contribution to journalArticle

      41. 2000
      42. Published

        Bias nonmonotonicity in stochastic difference equations

        Hadri, K. 2000 In : BULLETIN OF ECONOMIC RESEARCH. 52( 2), 2, p. 91-100 10 p.

        Research output: Contribution to journalArticle

      43. Published

        Testing for Stationarity in Heterogeneous Panel Data

        Hadri, K. 2000 In : Econometrics Journal. 3( 2), p. 148-161 14 p.

        Research output: Contribution to journalArticle

      44. 1999
      45. Published

        The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator

        Hadri, K. 01 Feb 1999 In : Economics Letters. 62., 2, p. 167-174 8 p.

        Research output: Contribution to journalArticle

      46. Published

        Chinese empirical evidence on the linear and quadratic expenditure systems

        Hadri, K. 1999 In : International Journal of Development Planning Literature. 4(1) 103-116, p. 103-116 14 p.

        Research output: Contribution to journalArticle

      47. Published

        Chinese empirical evidence on the linear and quadratic expenditure systems

        Hadri, K. 1999 multi-volume work on the Current State of Economic Science. Dahiya, S. B. (ed.). Spellbound Publications, p. x1-x2 2 p.

        Research output: Chapter in Book/Report/Conference proceedingChapter

      48. Published

        Doubly heteroscedastic Stochastic Frontier cost function estimation

        Hadri, K. 1999 In : Journal of Business & Economic Statistics. 17( 3), p. 359-363 5 p.

        Research output: Contribution to journalArticle

      49. Published
      50. Published

        The influence of VAR dimensions on estimator biases

        Hadri, K. 1999 In : Econometrica. 67( 1), 1, p. 163-181 19 p.

        Research output: Contribution to journalArticle

      51. 1998
      52. Published

        Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence

        Hadri, K. Sep 1998 In : Manchester School. 66 No. 4, 4, p. 377-395 19 p.

        Research output: Contribution to journalArticle

      53. 1997
      54. Published

        A frontier Approach to Disequilibrium Models

        Hadri, K. 1997 In : Applied Economics Letters. 4, p. 699-701 3 p.

        Research output: Contribution to journalArticle

      55. 1996
      56. Published

        A note on Sargan Densities

        Hadri, K. 1996 In : Journal of Econometrics. 71, p. 285-290 6 p.

        Research output: Contribution to journalArticle

      57. Published

        Roots of an orthogonal matrix

        Hadri, K. 1996 In : Econometric Theory. 12, p. 868-868 1 p.

        Research output: Contribution to journalArticle