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Kaddour Hadri

Professor

19962016

Research output per year

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Research Output

2016

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

Open Access
File
4 Citations (Scopus)
205 Downloads (Pure)
2015

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

Open Access
File
1 Citation (Scopus)
186 Downloads (Pure)

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

Open Access
File
1 Citation (Scopus)
130 Downloads (Pure)
2014

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

1 Citation (Scopus)

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

13 Citations (Scopus)
2012

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

34 Citations (Scopus)

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

Open Access
File
5 Citations (Scopus)
428 Downloads (Pure)
2011

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

5 Citations (Scopus)
13 Citations (Scopus)

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

2010

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

2 Citations (Scopus)

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

1 Citation (Scopus)
2009
4 Citations (Scopus)

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

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

14 Citations (Scopus)
2008

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

29 Citations (Scopus)

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

43 Citations (Scopus)
2007

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

22 Citations (Scopus)
2005

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

2004

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

2003

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

31 Citations (Scopus)

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

2002

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

2001

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

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

2000

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

11 Citations (Scopus)

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

1999

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

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

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

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

6 Citations (Scopus)

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

57 Citations (Scopus)
1998

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

7 Citations (Scopus)
1997

A frontier Approach to Disequilibrium Models

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

Research output: Contribution to journalArticle

1 Citation (Scopus)
1996

A note on Sargan Densities

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

Research output: Contribution to journalArticle

3 Citations (Scopus)

Roots of an orthogonal matrix

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

Research output: Contribution to journalArticle