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My authors Follow this authorKaddour Hadri
Personal Details
First Name: | Kaddour |
Middle Name: | |
Last Name: | Hadri |
Suffix: | |
RePEc Short-ID: | pha377 |
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Queen's University Management 25 University Square Queen's University Belfast Belfast BT7 1NN UK | |
+44 (0) 289 097 3286 |
Affiliation
Department of Economics
Business School
Queen's University
Belfast, United Kingdomhttps://www.qub.ac.uk/schools/queens-business-school/research/economics/
RePEc:edi:dequbuk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018.
"Diffusion Copulas: Identification and Estimation,"
CREATES Research Papers
2018-20, Department of Economics and Business Economics, Aarhus University.
- Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021. "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, vol. 221(2), pages 616-643.
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020. "Diffusion Copulas: Identification and Estimation," Papers 2005.03513, arXiv.org.
- Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014.
"Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates,"
Economics Working Papers
14-01, Queen's Management School, Queen's University Belfast.
- Bu, Ruijun & Cheng, Jie & Hadri, Kaddour, 2016. "Reducible diffusions with time-varying transformations with application to short-term interest rates," Economic Modelling, Elsevier, vol. 52(PA), pages 266-277.
- 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,"
OxCarre Working Papers
124, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- 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.
- Mr. Rabah Arezki & Mr. Kaddour Hadri & Mr. Prakash Loungani & Mr. Yao Rao, 2013. "Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks," IMF Working Papers 2013/180, International Monetary Fund.
- Hadri, Kaddour & Kurozumi, Eiji &
黒住 ,英司 & 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.- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015. "Novel panel cointegration tests emending for cross‐section dependence with N fixed," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 363-411, October.
- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers 14-02, Queen's Management School, Queen's University Belfast.
- Rabah Arezki & Kaddour Hadri & Prakash Loungani & Yao Rao, 2013. "Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650," Economics Working Papers 13-02, Queen's Management School, Queen's University Belfast.
- 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.
- Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2013. "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Economics Working Papers 13-01, Queen's Management School, Queen's University Belfast.
- Rabah Arezki & Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2012. "Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests," Economics Working Papers 12-01, Queen's Management School, Queen's University Belfast.
- Kaddour Hadri & Eiji Kurozumi, 2011.
"A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor,"
Economics Working Papers
11-01, Queen's Management School, Queen's University Belfast.
- 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.
- Kaddour Hadri & Eiji Kurozumi, 2011.
"A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data,"
Economics Working Papers
11-02, Queen's Management School, Queen's University Belfast.
- 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.
- Kaddour Hadri & Rolf Larsson & Yao Rao, 2010.
"Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite,"
Economics Working Papers
10-08, Queen's Management School, Queen's University Belfast.
- 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 123-148, December.
- Kaddour Hadri, 2010. "What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries?," Economics Working Papers 10-07, Queen's Management School, Queen's University Belfast.
- Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2009. "Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential," Economics Working Papers 09-02, Queen's Management School, Queen's University Belfast.
- 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.
- 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.
- Hadri, Kaddour & Kurozumi, Eiji &
黒住 ,英司 , 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series 7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University. - Kaddour Hadri & Eiji Kurozumi, 2009. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Economics Working Papers 09-01, Queen's Management School, Queen's University Belfast.
- Hadri, Kaddour & Kurozumi, Eiji &
- Ruijun Bu & Kaddour Hadri & Brendan McCabe, 2006. "Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes," Working Papers 200619, University of Liverpool, Department of Economics.
- Kaddour Hadri & Yao Rao, 2006.
"Panel Stationarity Test with Structural Breaks,"
Working Papers
200615, University of Liverpool, Department of Economics.
- 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, April.
- Kaddour Hadri & Yao Rao, 2006.
"KPSS Test and Model Misspecifications,"
Working Papers
200622, University of Liverpool, Department of Economics.
- Kaddour Hadri & Yao Rao, 2009. "KPSS test and model misspecifications," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1187-1190.
- Ruijun Bu & Kaddour Hadri, 2005. "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Working Papers 200510, University of Liverpool, Department of Economics.
- C. Guermat & K. Hadri & C. C. Kucukozmen, 2003. "Forecasting Value at Risk in Emerging Arab Stock Markets," Discussion Papers 0303, University of Exeter, Department of Economics.
- 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.
- Kaddour Hadri & C. Guermat & C.C. Kucukozmen, 1999. "Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets," Working Papers 1999_06, University of Liverpool, Department of Economics.
- Kaddour Hadri, 1999. "Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors," Working Papers 1999_05, University of Liverpool, Department of Economics.
- Guermat, C. & Hadri, K., 1999. "Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis," Discussion Papers 9914, University of Exeter, Department of Economics.
- Hadri, K. & Phillips, G.D.A., 1999.
"The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator,"
Discussion Papers
9906, University of Exeter, Department of Economics.
- 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.
- Kaddour Hadri, 1999.
"Effects of Rationing On Consumer Behaviour In Chinese Urban Households,"
Working Papers
1999_09, University of Liverpool, Department of Economics.
- Ding, H. & Hadri, K., 1999. "Effects of Rationing on Consumer Bahaviour in Chinese Urban Households," Discussion Papers 9902, University of Exeter, Department of Economics.
- Kaddour Hadri, 1999.
"Testing For Stationarity In Heterogeneous Panel Data,"
Working Papers
1999_04, University of Liverpool, Department of Economics.
- Kaddour Hadri, 2000. "Testing for stationarity in heterogeneous panel data," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 148-161.
- Kaddour Hadri & C. Guermat & J. Whittaker, 1999. "Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms," Working Papers 1999_03, University of Liverpool, Department of Economics.
- Guermat, C. & Hadri, K., 1999. "Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison," Discussion Papers 9916, University of Exeter, Department of Economics.
- Hadri, K. & Guermat, C. & Whittaker, J., 1998. "Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms," Discussion Papers 9908, University of Exeter, Department of Economics.
- Ding, Hua & Hadri, Kaddour, 1996. "Chinese emprical evidence on the linear and quadratic expenditure systems," Discussion Papers 9611, University of Exeter, Department of Economics.
- Hadri, K. & Whittaker, J., 1995.
"Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers,"
Discussion Papers
9505, University of Exeter, Department of Economics.
- 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. 2, pages 337-356, November.
- Abadir, Karim & Hadri, K. & Tzavalis, E., 1994. "The Asymptotic Influence of VAR Dimension on Estimator Biases," Discussion Papers 9406, University of Exeter, Department of Economics.
- Karim Abadir & Kaddour Hadri, "undated".
"Bias Nonmonotonicity in Stochastic Difference Equations,"
Discussion Papers
96/15, Department of Economics, University of York.
- Abadir, Karim & Hadri, K., 1995. "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 9512, University of Exeter, Department of Economics.
- Karim Abadir & Kaddour Hadri & Elias Tzavalis, "undated".
"The Influence of VAR Dimensions on Estimator Biases,"
Discussion Papers
96/14, Department of Economics, University of York.
- 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.
Articles
- Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021.
"Diffusion copulas: Identification and estimation,"
Journal of Econometrics, Elsevier, vol. 221(2), pages 616-643.
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," CREATES Research Papers 2018-20, Department of Economics and Business Economics, Aarhus University.
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
- Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020. "Diffusion Copulas: Identification and Estimation," Papers 2005.03513, arXiv.org.
- Bu Ruijun & Cheng Jie & Hadri Kaddour, 2017. "Specification analysis in regime-switching continuous-time diffusion models for market volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 65-80, February.
- Bu, Ruijun & Cheng, Jie & Hadri, Kaddour, 2016.
"Reducible diffusions with time-varying transformations with application to short-term interest rates,"
Economic Modelling, Elsevier, vol. 52(PA), pages 266-277.
- Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014. "Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates," Economics Working Papers 14-01, Queen's Management School, Queen's University Belfast.
- Kaddour Hadri & Eiji Kurozumi & Daisuke Yamazaki, 2015. "Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests," Manchester School, University of Manchester, vol. 83(6), pages 676-700, December.
- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015.
"Novel panel cointegration tests emending for cross‐section dependence with N fixed,"
Econometrics Journal, Royal Economic Society, vol. 18(3), pages 363-411, October.
- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers 14-02, Queen's Management School, Queen's University Belfast.
- Hadri, Kaddour & Kurozumi, Eiji &
黒住 ,英司 & 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.
- 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.
- Mr. Rabah Arezki & Mr. Kaddour Hadri & Mr. Prakash Loungani & Mr. Yao Rao, 2013. "Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks," IMF Working Papers 2013/180, International Monetary Fund.
- 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," OxCarre Working Papers 124, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- 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 123-148, December.
- Kaddour Hadri & Rolf Larsson & Yao Rao, 2010. "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers 10-08, Queen's Management School, Queen's University Belfast.
- 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.
- Kaddour Hadri & Eiji Kurozumi, 2011. "A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor," Economics Working Papers 11-01, Queen's Management School, Queen's University Belfast.
- 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.
- 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.
- Kaddour Hadri & Eiji Kurozumi, 2011. "A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data," Economics Working Papers 11-02, Queen's Management School, Queen's University Belfast.
- 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, Oxford University Press, vol. 9(1), pages 198-236, Winter.
- 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, July.
- 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, July.
- Kaddour Hadri & Yao Rao, 2009.
"KPSS test and model misspecifications,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1187-1190.
- Kaddour Hadri & Yao Rao, 2006. "KPSS Test and Model Misspecifications," Working Papers 200622, University of Liverpool, Department of Economics.
- 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.
- 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, July.
- 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.
- 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, April.
- Kaddour Hadri & Yao Rao, 2006. "Panel Stationarity Test with Structural Breaks," Working Papers 200615, University of Liverpool, Department of Economics.
- 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, July.
- 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, March.
- John Maloney & Andrew C. Pickering & Kaddour Hadri, 2003. "Political Business Cycles and Central Bank Independence," Economic Journal, Royal Economic Society, vol. 113(486), pages 167-181, March.
- 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. 6, pages 255-268, November.
- Hadri, Kaddour & Guermat, Cherif & Whittaker, Julie, 2003. "Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-14, November.
- 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.
- 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.
- Kaddour Hadri, 2000.
"Testing for stationarity in heterogeneous panel data,"
Econometrics Journal, Royal Economic Society, vol. 3(2), pages 148-161.
- Kaddour Hadri, 1999. "Testing For Stationarity In Heterogeneous Panel Data," Working Papers 1999_04, University of Liverpool, Department of Economics.
- Tom Doan, "undated". "HADRI: RATS procedure to implement Hadri test for unit roots in panel data," Statistical Software Components RTS00084, Boston College Department of Economics.
- 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.
- 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.
- Hadri, K. & Phillips, G.D.A., 1999. "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers 9906, University of Exeter, Department of Economics.
- 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.
- Karim Abadir & Kaddour Hadri & Elias Tzavalis, "undated". "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.
- 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. 2, pages 337-356, November.
- Hadri, K. & Whittaker, J., 1995. "Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers," Discussion Papers 9505, University of Exeter, Department of Economics.
- Hadri, Kaddour, 1999. "Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 359-363, July.
- 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 377-395, September.
- Kaddour Hadri, 1997. "A frontier approach to disequilibrium models," Applied Economics Letters, Taylor & Francis Journals, vol. 4(11), pages 699-701.
- Hadri, Kaddour, 1996. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 285-290.
Chapters
- Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2014. "Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-based Multivariate Approach," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 1, pages 5-29, World Scientific Publishing Co. Pte. Ltd..
Books
- 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, December.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2008-12-14 2009-04-18 2013-10-25 2015-12-20 2020-02-17. Author is listed
- NEP-ETS: Econometric Time Series (5) 2008-12-14 2009-04-18 2013-10-25 2015-12-20 2020-02-17. Author is listed
- NEP-ORE: Operations Research (2) 2020-02-17 2020-05-25
- NEP-CBA: Central Banking (1) 2002-07-08
- NEP-DCM: Discrete Choice Models (1) 2020-05-25
- NEP-ENE: Energy Economics (1) 2014-02-21
- NEP-ENV: Environmental Economics (1) 2014-02-21
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