Kaddour Hadri

Research output

Research output per year 1996 1999 2003 2009 2011 2016

• 33 Article
• 4 Chapter
• 1 Book

Research output per year

Research output per year

Search results

• 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 journal › Article › peer-review

  Open Access

  File

  • Time 100%
  • Transformation 100%
  • Application 100%
  • Diffusion 100%
  • Interest Rate 100%
  4 Citations (Scopus)

  367 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 journal › Article › peer-review

  Open Access

  File

  • Cointegration 100%
  • Asymptotic Distribution 33%
  4 Citations (Scopus)

  563 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 journal › Article › peer-review

  Open Access

  File

  • Synergy 100%
  • Panel Study 100%
  • Unit Root 100%
  • Price 50%
  • Information 25%
  2 Citations (Scopus)

  347 Downloads (Pure)
• 2014

  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 journal › Article › peer-review

  • Price 100%
  • Volatility 75%
  • Panel Study 25%
  31 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 journal › Article › peer-review

  101 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 journal › Article › peer-review

  Open Access

  File

  • Hypothesis 100%
  • Panel Data 100%
  • State 33%
  • Commodity Price 33%
  • Accounting 33%
  9 Citations (Scopus)

  622 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 journal › Article › peer-review

  21 Citations (Scopus)

• Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

  Hadri, K. & Lubrano, M., Sept 2011, In: Journal of Financial Econometrics. 9, 1, p. 198-236 39 p.

  Research output: Contribution to journal › Article › peer-review

  • Nonlinear 100%
  • Modeling 100%
  • Stochastic Differential Equation 100%
  • Copula 100%
  • Interest Rate 100%
  19 Citations (Scopus)
• 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 journal › Article › peer-review

  • Panel Study 100%
  • Unit Root 100%
  3 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 journal › Article › peer-review

  • Panel Study 100%
  • Sample Size 33%
  5 Citations (Scopus)
• 2009

  ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE

  Hadri, K. & Rao, J., 2009, In: SINGAPORE ECONOMIC REVIEW. 54, 3, p. 427-440 14 p.

  Research output: Contribution to journal › Article › peer-review

  • Cross-Sectional Dependence 100%
  • Organisation for Economic Co-Operation and Development 100%
  • Time Series 33%
  • Model Selection 33%
  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 journal › Article › peer-review

  • Autoregressive Model 100%

• 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 journal › Article › peer-review

  • Information 100%
  • Panel Unit Root 100%
  • Efficient Market Hypothesis 100%
  • Cross-Sectional Dependence 100%
  • Stock Exchange 50%
  22 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 journal › Article › peer-review

  • Autoregressive Model 100%
  • Information 100%
  • Order 100%
  • Innovation 100%
  • Estimation Theory 100%
  60 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 journal › Article › peer-review

  • Econometrics 100%
  • Location 33%
  • Price 33%
  • Panel Study 33%
  • Cross-Sectional Dependence 33%
  78 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 journal › Article › peer-review

  30 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 journal › Article › peer-review
• 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 journal › Article › peer-review

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

  Hadri, K., Jan 2003, In: Empirical Economics. 28, 1, p. 203-222 20 p.

  Research output: Contribution to journal › Article › peer-review

  53 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 journal › Article › peer-review
• 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 journal › Article › peer-review

• 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 journal › Article › peer-review
• 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 journal › Article › peer-review

  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 journal › Article › peer-review
• 1999

  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 journal › Article › peer-review

• 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 journal › Article › peer-review

• efficiency, environmental contaminants and farm size: testing for links using stochastic production frontiers

  Hadri, K., 1999, In: Journal of Applied Economics. II( 2), p. 337-356 20 p.

  Research output: Contribution to journal › Article › peer-review

• 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 journal › Article › peer-review

  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 journal › Article › peer-review

  62 Citations (Scopus)
• 1998

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

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

  Research output: Contribution to journal › Article › peer-review

  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 journal › Article › peer-review

  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 journal › Article › peer-review

  5 Citations (Scopus)

• Roots of an orthogonal matrix

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

  Research output: Contribution to journal › Article › peer-review