- S. de Silva & K. Hadri & A. R. Tremayne, 2009.
"Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application,"
Econometrics Journal,
Royal Economic Society, vol. 12(2), pages 340-366, 07.
[Downloadable!] (restricted)
Cited by:
- Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009.
"Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?,"
Working Papers
hal-00422522_v1, HAL.
[Downloadable!]
- Kaddour Hadri & Eiji Kurozumi, 2008.
"A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence,"
Global COE Hi-Stat Discussion Paper Series
gd08-016, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions:
- Kaddour Hadri & Yao Rao, 2008.
"Panel Stationarity Test with Structural Breaks,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 70(2), pages 245-269, 04.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Ruijun Bu & Kaddour Hadri, 2007.
"Estimating option implied risk-neutral densities using spline and hypergeometric functions,"
Econometrics Journal,
Royal Economic Society, vol. 10(2), pages 216-244, 07.
[Downloadable!] (restricted)
Cited by:
- Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2009.
"Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations,"
Working Papers
halshs-00408014_v1, HAL.
[Downloadable!]
- Kaddour Hadri & Rolf Larsson, 2005.
"Testing for stationarity in heterogeneous panel data where the time dimension is finite,"
Econometrics Journal,
Royal Economic Society, vol. 8(1), pages 55-69, 03.
[Downloadable!] (restricted)
Cited by:
- Kristian Jönsson, 2008.
"Choosing Between Panel Data Stationarity Tests,"
Economics Bulletin,
Economics Bulletin, vol. 3(25), pages 1-8.
[Downloadable!]
- Ana María Iregui & Jesús Otero, 2008.
"Testing The Law Of One Price In Food Markets: Evidence For Colombia Using Disaggregated Data,"
DOCUMENTOS DE TRABAJO
005102, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
- Kaddour Hadri & Yao Rao, 2006.
"Panel Stationarity Test with Structural Breaks,"
Research Papers
200615, University of Liverpool Management School.
[Downloadable!]
Other versions: - Ana María Iregui & Luis Fernando Melo & María Teresa Ramírez, 2006.
"Productividad Regional Y Sectorial En Colombia:Análisis Utilizando Datos De Panel,"
BORRADORES DE ECONOMIA
003387, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: - Roland Beck & Annette Kamps, 2009.
"Petrodollars and Imports of Oil Exporting Countries,"
Working Paper Series
1012, European Central Bank.
[Downloadable!]
- Etienne B. Yehoue & Gilles J. Dufrénot, 2005.
"Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis,"
IMF Working Papers
05/164, International Monetary Fund.
[Downloadable!]
- Kaddour Hadri & Eiji Kurozumi, 2008.
"A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence,"
Global COE Hi-Stat Discussion Paper Series
gd08-016, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions:
- John Maloney & Andrew C. Pickering & Kaddour Hadri, 2003.
"Political Business Cycles and Central Bank Independence,"
Economic Journal,
Royal Economic Society, vol. 113(486), pages C167-C181, March.
[Downloadable!] (restricted)
Cited by:
- JoAnne Morris & Tonny Lybek, 2004.
"Central Bank Governance: A Survey of Boards and Management,"
IMF Working Papers
04/226, International Monetary Fund.
[Downloadable!]
- Ansgar Belke & Niklas Potrafke, 2009.
"Does Government Ideology Matter in Monetary Policy? – A Panel Data Analysis for OECD Countries,"
Ruhr Economic Papers
0094, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
- Burton Abrams & Plamen Iossifov, 2006.
"Does the Fed Contribute to a Political Business Cycle?,"
Public Choice,
Springer, vol. 129(3), pages 249-262, December.
[Downloadable!] (restricted)
- Kaddour Hadri & Cherif Guermat & Julie Whittaker, 2003.
"Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data,"
Journal of Applied Economics,
Universidad del CEMA, vol. 0, pages 255-268, November.
[Downloadable!]
Cited by:
- Boris Bravo-Ureta & Daniel Solís & Víctor Moreira López & José Maripani & Abdourahmane Thiam & Teodoro Rivas, 2007.
"Technical efficiency in farming: a meta-regression analysis,"
Journal of Productivity Analysis,
Springer, vol. 27(1), pages 57-72, February.
[Downloadable!] (restricted)
- K. Hadri & C. Guermat & J. Whittaker, 2003.
"Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers,"
Empirical Economics,
Springer, vol. 28(1), pages 203-222, January.
[Downloadable!] (restricted)
Cited by:
- Tiziana Laureti, 2008.
"Modelling Exogenous Variables in Human Capital Formation through a Heteroscedastic Stochastic Frontier,"
International Advances in Economic Research,
Springer, vol. 14(1), pages 76-89, February.
[Downloadable!] (restricted)
- Boris Bravo-Ureta & Daniel Solís & Víctor Moreira López & José Maripani & Abdourahmane Thiam & Teodoro Rivas, 2007.
"Technical efficiency in farming: a meta-regression analysis,"
Journal of Productivity Analysis,
Springer, vol. 27(1), pages 57-72, February.
[Downloadable!] (restricted)
- Andrew Tiffin, 2006.
"Ukraine: The Cost of Weak Institutions,"
IMF Working Papers
06/167, International Monetary Fund.
[Downloadable!]
- Kaddour Hadri, 2000.
"Testing for stationarity in heterogeneous panel data,"
Econometrics Journal,
Royal Economic Society, vol. 3(2), pages 148-161.
Other versions: See citations under working paper version above.
- Abadir, Karim M & Hadri, Kaddour, 2000.
"Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations,"
Bulletin of Economic Research,
Blackwell Publishing, vol. 52(2), pages 91-100, April.
Cited by:
- Kaddour Hadri & Yao Rao, 2006.
"Panel Stationarity Test with Structural Breaks,"
Research Papers
200615, University of Liverpool Management School.
[Downloadable!]
Other versions: - Steve Lawford & Michalis P. Stamatogiannis, 2004.
"The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case,"
Public Policy Discussion Papers
04-05, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
- Hadri, Kaddour & Phillips, Garry D. A., 1999.
"The accuracy of the higher order bias approximation for the 2SLS estimator,"
Economics Letters,
Elsevier, vol. 62(2), pages 167-174, February.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 1999.
"The Influence of VAR Dimensions on Estimator Biases,"
Econometrica,
Econometric Society, vol. 67(1), pages 163-182, January.
Other versions: See citations under working paper version above.
- Hadri, Kaddour, 1999.
"Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 17(3), pages 359-63, July.
Cited by:
- Tiziana Laureti, 2008.
"Modelling Exogenous Variables in Human Capital Formation through a Heteroscedastic Stochastic Frontier,"
International Advances in Economic Research,
Springer, vol. 14(1), pages 76-89, February.
[Downloadable!] (restricted)
- Mikko Mäkinen, 2007.
"Do Stock Opiton Schemes Affect Technical Inefficiency? Evidence from Finland,"
Discussion Papers
1085, The Research Institute of the Finnish Economy.
[Downloadable!]
- Carlos Martins-FIlho & Feng Yao, 2004.
"A Nonparametric Model of Frontiers,"
Econometric Society 2004 Latin American Meetings
102, Econometric Society.
[Downloadable!]
- Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas, 2003.
"Predicting technical effciency in stochastic production frontier models in the presence of misspecification: a Monte-Carlo analysis,"
Applied Economics,
Taylor and Francis Journals, vol. 35(2), pages 153-161, January.
[Downloadable!] (restricted)
- Anna Bottasso & Maurizio Conti, 2003.
"Cost Inefficiency in the English and Welsh Water Industry: An Heteroskedastic Stochastic Cost Frontier Approach,"
Economics Discussion Papers
573, University of Essex, Department of Economics.
[Downloadable!]
- Liu, Yanyan, 2006.
"Model Selection in Stochastic Frontier Analysis: Maize Production in Kenya,"
2006 Annual meeting, July 23-26, Long Beach, CA
21281, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Andrew Street, 2003.
"How much confidence should we place in efficiency estimates?,"
Health Economics,
John Wiley & Sons, Ltd., vol. 12(11), pages 895-907.
[Downloadable!]
- Kim, Taeyoon & Brorsen, Wade & Kenkel, Philip, 2008.
"Estimation of Efficiency with the Stochastic Frontier Cost Function and Heteroscedasticity: A Monte Carlo Study,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6408, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Kaddour Hadri & Julie Whittaker, 1999.
"Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers,"
Journal of Applied Economics,
Universidad del CEMA, vol. 0, pages 337-356, November.
[Downloadable!]
Other versions: See citations under working paper version above.
- Hadri, Kaddour & Lockwood, Ben & Maloney, John, 1998.
"Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence,"
The Manchester School of Economic & Social Studies,
Blackwell Publishing, vol. 66(4), pages 377-95, September.
Cited by:
- John Maloney & Andrew C. Pickering & Kaddour Hadri, 2003.
"Political Business Cycles and Central Bank Independence,"
Economic Journal,
Royal Economic Society, vol. 113(486), pages C167-C181, March.
[Downloadable!] (restricted)
- Hadri, Kaddour, 1997.
"A Frontier Approach to Disequilibrium Models,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 4(11), pages 699-701, November.
[Downloadable!] (restricted)
Cited by:
- Kaddour Hadri & Julie Whittaker, 1999.
"Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers,"
Journal of Applied Economics,
Universidad del CEMA, vol. 0, pages 337-356, November.
[Downloadable!]
Other versions: - Kaddour Hadri & Cherif Guermat & Julie Whittaker, 2003.
"Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data,"
Journal of Applied Economics,
Universidad del CEMA, vol. 0, pages 255-268, November.
[Downloadable!]
- Hadri, Kaddour, 1996.
"A note on Sargan densities,"
Journal of Econometrics,
Elsevier, vol. 71(1-2), pages 285-290.
[Downloadable!] (restricted)
Cited by:
- Saralees Nadarajah, 2009.
"Laplace random variables with application to price indices,"
AStA Advances in Statistical Analysis,
Springer, vol. 93(3), pages 345-369, September.
[Downloadable!] (restricted)