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Details about Kaddour Hadri

E-mail:
Phone:+44 (0) 289 097 3286
Postal address:Queen's University Management 25 University Square Queen's University Belfast Belfast BT7 1NN UK
Workplace:Management School, Queen's University, (more information at EDIRC)

Access statistics for papers by Kaddour Hadri.

Last updated 2016-03-26. Update your information in the RePEc Author Service.

Short-id: pha377


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Working Papers

2014

  1. Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
    Also in Discussion Papers, Graduate School of Economics, Hitotsubashi University (2013) Downloads
  2. Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
    See also Journal Article in Economic Modelling (2016)
  3. Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks
    OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford Downloads View citations (9)
    Also in IMF Working Papers, International Monetary Fund (2013) Downloads

    See also Journal Article in Journal of International Money and Finance (2014)

2013

  1. Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads View citations (2)
  2. Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
    Also in Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2012) Downloads

2012

  1. Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads View citations (2)

2011

  1. A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads View citations (2)
    See also Journal Article in Hitotsubashi Journal of Economics (2011)
  2. A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
    See also Journal Article in Economics Letters (2012)

2010

  1. Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
    See also Journal Article in Bulletin of Economic Research (2012)
  2. What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries?
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads

2009

  1. A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
    Also in CCES Discussion Paper Series, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University (2008) Downloads View citations (7)
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2008) Downloads View citations (3)
  2. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
    Working Papers, HAL Downloads
  3. Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads

2006

  1. Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes
    Research Papers, University of Liverpool Management School Downloads View citations (1)
  2. KPSS Test and Model Misspecifications
    Research Papers, University of Liverpool Management School Downloads
    See also Journal Article in Applied Economics Letters (2009)
  3. Panel Stationarity Test with Structural Breaks
    Research Papers, University of Liverpool Management School Downloads View citations (3)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)

2005

  1. Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options
    Research Papers, University of Liverpool Management School Downloads

2003

  1. Forecasting Value at Risk in Emerging Arab Stock Markets
    Discussion Papers, Exeter University, Department of Economics Downloads

2002

  1. Which Type of Central Bank Smooths the Political Business Cycle?
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (1)

1999

  1. Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison
    Discussion Papers, Exeter University, Department of Economics View citations (2)
  2. Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms
    Research Papers, University of Liverpool Management School
  3. Effects of Rationing On Consumer Behaviour In Chinese Urban Households
    Research Papers, University of Liverpool Management School
    Also in Discussion Papers, Exeter University, Department of Economics (1999)
  4. Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets
    Research Papers, University of Liverpool Management School
  5. Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis
    Discussion Papers, Exeter University, Department of Economics View citations (2)
  6. Testing For Stationarity In Heterogeneous Panel Data
    Research Papers, University of Liverpool Management School View citations (140)
    See also Journal Article in Econometrics Journal (2000)
  7. Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors
    Research Papers, University of Liverpool Management School View citations (16)
  8. The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator
    Discussion Papers, Exeter University, Department of Economics View citations (2)
    See also Journal Article in Economics Letters (1999)

1998

  1. Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms
    Discussion Papers, Exeter University, Department of Economics View citations (1)

1996

  1. Chinese emprical evidence on the linear and quadratic expenditure systems
    Discussion Papers, Exeter University, Department of Economics View citations (1)

1995

  1. Bias Nonmonotonicity in Stochastic Difference Equations
    Discussion Papers, Exeter University, Department of Economics
    Also in Discussion Papers, Department of Economics, University of York View citations (2)
  2. Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers
    Discussion Papers, Exeter University, Department of Economics
    See also Journal Article in Journal of Applied Economics (1999)

1994

  1. The Asymptotic Influence of VAR Dimension on Estimator Biases
    Discussion Papers, Exeter University, Department of Economics

Undated

  1. The Influence of VAR Dimensions on Estimator Biases
    Discussion Papers, Department of Economics, University of York View citations (10)
    See also Journal Article in Econometrica (1999)

Journal Articles

2016

  1. Reducible diffusions with time-varying transformations with application to short-term interest rates
    Economic Modelling, 2016, 52, (PA), 266-277 Downloads View citations (2)
    See also Working Paper (2014)

2015

  1. Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests
    Manchester School, 2015, 83, (6), 676-700 Downloads

2014

  1. Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks
    Journal of International Money and Finance, 2014, 42, (C), 208-223 Downloads View citations (7)
    See also Working Paper (2014)

2012

  1. A simple panel stationarity test in the presence of serial correlation and a common factor
    Economics Letters, 2012, 115, (1), 31-34 Downloads View citations (12)
    See also Working Paper (2011)
  2. TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s123-s148 Downloads View citations (4)
    See also Working Paper (2010)
  3. Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
    Economics Letters, 2012, 117, (3), 814-816 Downloads View citations (3)

2011

  1. A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data
    Hitotsubashi Journal of Economics, 2011, 52, (2), 165-184 Downloads View citations (3)
    See also Working Paper (2011)
  2. Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations
    Journal of Financial Econometrics, 2011, 9, (1), 198-236 Downloads View citations (11)

2010

  1. PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION
    Bulletin of Economic Research, 2010, 62, (3), 269-277 Downloads
  2. TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
    Bulletin of Economic Research, 2010, 62, (3), 209-225 Downloads

2009

  1. KPSS test and model misspecifications
    Applied Economics Letters, 2009, 16, (12), 1187-1190 Downloads
    See also Working Paper (2006)
  2. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
    Econometrics Journal, 2009, 12, (2), 340-366 Downloads View citations (19)

2008

  1. Maximum likelihood estimation of higher-order integer-valued autoregressive processes
    Journal of Time Series Analysis, 2008, 29, (6), 973-994 Downloads View citations (4)
  2. Panel Stationarity Test with Structural Breaks
    Oxford Bulletin of Economics and Statistics, 2008, 70, (2), 245-269 Downloads View citations (40)
    See also Working Paper (2006)

2007

  1. Estimating option implied risk-neutral densities using spline and hypergeometric functions
    Econometrics Journal, 2007, 10, (2), 216-244 Downloads View citations (14)

2005

  1. Testing for stationarity in heterogeneous panel data where the time dimension is finite
    Econometrics Journal, 2005, 8, (1), 55-69 Downloads View citations (32)

2003

  1. Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data
    Journal of Applied Economics, 2003, 6, 255-268 Downloads View citations (10)
  2. Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
    Empirical Economics, 2003, 28, (1), 203-222 Downloads View citations (15)
  3. Political Business Cycles and Central Bank Independence
    Economic Journal, 2003, 113, (486), C167-C181 Downloads View citations (11)
  4. Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
    Econometrica, 2003, 71, (1), 385-386 Downloads

2000

  1. Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
    Bulletin of Economic Research, 2000, 52, (2), 91-100 View citations (5)
  2. Testing for stationarity in heterogeneous panel data
    Econometrics Journal, 2000, 3, (2), 148-161 View citations (663)
    See also Working Paper (1999)

1999

  1. Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers
    Journal of Applied Economics, 1999, 2, 337-356 Downloads View citations (6)
    See also Working Paper (1995)
  2. Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function
    Journal of Business & Economic Statistics, 1999, 17, (3), 359-63 View citations (48)
  3. The Influence of VAR Dimensions on Estimator Biases
    Econometrica, 1999, 67, (1), 163-182 View citations (34)
    See also Working Paper
  4. The accuracy of the higher order bias approximation for the 2SLS estimator
    Economics Letters, 1999, 62, (2), 167-174 Downloads View citations (3)
    See also Working Paper (1999)

1998

  1. Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence
    The Manchester School of Economic & Social Studies, 1998, 66, (4), 377-95 View citations (7)

1997

  1. A frontier approach to disequilibrium models
    Applied Economics Letters, 1997, 4, (11), 699-701 Downloads View citations (2)

1996

  1. A note on Sargan densities
    Journal of Econometrics, 1996, 71, (1-2), 285-290 Downloads View citations (3)

Edited books

2014

  1. Econometric Methods and Their Applications in Finance, Macro and Related Fields
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

Software Items

 
Page updated 2017-08-22