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Kaddour Hadri

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Personal Details

First Name:Kaddour
Middle Name:
Last Name:Hadri
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RePEc Short-ID:pha377
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Homepage:
Postal Address:Queen's University Management 25 University Square Queen's University Belfast Belfast BT7 1NN UK
Phone:+44 (0) 289 097 3286
Location: Belfast, United Kingdom
Homepage: http://www.qub.ac.uk/mgt/
Email:
Phone: +44 (0)28 90273287
Fax: +44 (0)28 90236601
Postal: 22, University Square, Belfast BT7 1NN
Handle: RePEc:edi:dequbuk (more details at EDIRC)
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  1. Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2013. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers 2013-12, Graduate School of Economics, Hitotsubashi University.
  2. Rabah Arezki & Kaddour Hadri & Prakash Loungani & Yao Rao, 2013. "Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks," IMF Working Papers 13/180, International Monetary Fund.
  3. Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2012. "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Global COE Hi-Stat Discussion Paper Series gd12-256, Institute of Economic Research, Hitotsubashi University.
  4. Kaddour Hadri, 2010. "What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries?," Working Papers 0001, Queen's University Management School, revised Nov 2010.
  5. 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, HAL.
  6. 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.
  7. Ruijun Bu & Kaddour Hadri & Brendan McCabe, 2006. "Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes," Research Papers 200619, University of Liverpool Management School.
  8. Kaddour Hadri & Yao Rao, 2006. "KPSS Test and Model Misspecifications," Research Papers 200622, University of Liverpool Management School.
  9. Kaddour Hadri & Yao Rao, 2006. "Panel Stationarity Test with Structural Breaks," Research Papers 200615, University of Liverpool Management School.
  10. Ruijun Bu & Kaddour Hadri, 2005. "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Research Papers 200510, University of Liverpool Management School.
  11. C. Guermat & K. Hadri & C. C. Kucukozmen, 2003. "Forecasting Value at Risk in Emerging Arab Stock Markets," Discussion Papers 0303, Exeter University, Department of Economics.
  12. Maloney, John & Andrew Pickering & Kaddour Hadri, 2002. "Which Type of Central Bank Smooths the Political Business Cycle?," Royal Economic Society Annual Conference 2002 135, Royal Economic Society.
  13. Kaddour Hadri, 1999. "Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors," Research Papers 1999_05, University of Liverpool Management School.
  14. Kaddour Hadri & C. Guermat & J. Whittaker, 1999. "Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms," Research Papers 1999_03, University of Liverpool Management School.
  15. Guermat, C. & Hadri, K., 1999. "Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis," Discussion Papers 9914, Exeter University, Department of Economics.
  16. Guermat, C. & Hadri, K., 1999. "Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison," Discussion Papers 9916, Exeter University, Department of Economics.
  17. Kaddour Hadri, 1999. "Testing For Stationarity In Heterogeneous Panel Data," Research Papers 1999_04, University of Liverpool Management School.
  18. Hadri, K. & Phillips, G.D.A., 1999. "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers 9906, Exeter University, Department of Economics.
  19. Kaddour Hadri, 1999. "Effects of Rationing On Consumer Behaviour In Chinese Urban Households," Research Papers 1999_09, University of Liverpool Management School.
  20. Kaddour Hadri & C. Guermat & C.C. Kucukozmen, 1999. "Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets," Research Papers 1999_06, University of Liverpool Management School.
  21. Hadri, K. & Guermat, C. & Whittaker, J., 1998. "Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms," Discussion Papers 9908, Exeter University, Department of Economics.
  22. Ding, Hua & Hadri, Kaddour, 1996. "Chinese emprical evidence on the linear and quadratic expenditure systems," Discussion Papers 9611, Exeter University, Department of Economics.
  23. Hadri, K. & Whittaker, J., 1995. "Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers," Discussion Papers 9505, Exeter University, Department of Economics.
  24. Abadir, Karim & Hadri, K. & Tzavalis, E., 1994. "The Asymptotic Influence of VAR Dimension on Estimator Biases," Discussion Papers 9406, Exeter University, Department of Economics.
  25. Karim Abadir & Kaddour Hadri, . "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 96/15, Department of Economics, University of York.
  26. Karim Abadir & Kaddour Hadri & Elias Tzavalis, . "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.
  1. Arezki, Rabah & Hadri, Kaddour & Loungani, Prakash & Rao, Yao, 2014. "Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 208-223.
  2. Hadri, Kaddour & Kurozumi, Eiji, 2012. "A simple panel stationarity test in the presence of serial correlation and a common factor," Economics Letters, Elsevier, vol. 115(1), pages 31-34.
  3. Kaddour Hadri & Rolf Larsson & Yao Rao, 2012. "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages s123-s148, December.
  4. Arezki, Rabah & Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2012. "Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break," Economics Letters, Elsevier, vol. 117(3), pages 814-816.
  5. Hadri, Kaddour & Kurozumi, Eiji, 2011. "A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 165-184, December.
  6. Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2011. "Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 198-236, Winter.
  7. Josep Lluís Carrion-i-Silvestre & Kaddour Hadri, 2010. "Panel Data Unit Root Test With Fixed Time Dimension," Bulletin of Economic Research, Wiley Blackwell, vol. 62(3), pages 269-277, 07.
  8. Yao Rao & Kaddour Hadri & Ruijun Bu, 2010. "Testing For Stationarity In Heterogeneous Panel Data In The Case Of Model Misspecification," Bulletin of Economic Research, Wiley Blackwell, vol. 62(3), pages 209-225, 07.
  9. 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.
  10. Kaddour Hadri & Yao Rao, 2009. "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 427-440.
  11. Kaddour Hadri & Yao Rao, 2009. "KPSS test and model misspecifications," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1187-1190.
  12. 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.
  13. Ruijun Bu & Brendan McCabe & Kaddour Hadri, 2008. "Maximum likelihood estimation of higher-order integer-valued autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 973-994, November.
  14. 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.
  15. 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.
  16. 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.
  17. Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 2003. "Rejoinder to Comment by Doornik, Nielsen, and Rothenberg," Econometrica, Econometric Society, vol. 71(1), pages 385-386, January.
  18. 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.
  19. 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.
  20. Kaddour Hadri, 2000. "Testing for stationarity in heterogeneous panel data," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 148-161.
  21. Abadir, Karim M & Hadri, Kaddour, 2000. "Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations," Bulletin of Economic Research, Wiley Blackwell, vol. 52(2), pages 91-100, April.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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, University of Manchester, vol. 66(4), pages 377-95, September.
  27. Kaddour Hadri, 1997. "A frontier approach to disequilibrium models," Applied Economics Letters, Taylor & Francis Journals, vol. 4(11), pages 699-701.
  28. Hadri, Kaddour, 1996. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 285-290.
  1. Kaddour Hadri & William Mikhail (ed.), 2014. "Econometric Methods and Their Applications in Finance, Macro and Related Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8843, 02.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2002-07-08
  2. NEP-ECM: Econometrics (3) 2008-12-14 2009-04-18 2013-10-25. Author is listed
  3. NEP-ENE: Energy Economics (1) 2014-02-21
  4. NEP-ENV: Environmental Economics (1) 2014-02-21
  5. NEP-ETS: Econometric Time Series (3) 2008-12-14 2009-04-18 2013-10-25. Author is listed
  6. NEP-HIS: Business, Economic & Financial History (1) 2013-11-22
  7. NEP-OPM: Open Economy Macroeconomics (1) 2013-11-22
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