← All authors Kaddour Hadri Queen's University Belfast (from arXiv:2005.03513, 2020) · OpenAlex
35 papers in scope · 35 published · 1 on the econ.EM arXiv · 4,225 citations · h-index 15 (over the papers listed here)
Papers (1 of 35)
published 2020 · Journal of Econometrics · 1 citations · first circulated 2018
Specification analysis in regime-switching continuous-time diffusion models for market volatility
published 2016 · Studies in Nonlinear Dynamics and Econometrics · 10 citations
Novel panel cointegration tests emending for cross-section dependence with N fixed
published 2015 · Econometrics Journal · 5 citations · first circulated 2014
Reducible diffusions with time-varying transformations with application to short-term interest rates
published 2014 · Economic Modelling · 6 citations
Synergy between an Improved Covariate Unit Root Test and Cross‐sectionally Dependent Panel Data Unit Root Tests
published 2014 · Manchester School · 5 citations
Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks
published 2014 · Journal of International Money and Finance · 67 citations · first circulated 2013
with Rabah Arezki, Prakash Loungani, Yao Rao
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
published 2012 · Economics Letters · 14 citations
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
published 2012 · Bulletin of Economic Research · 13 citations · first circulated 2010
with Rolf Larsson, Yao Rao
A simple panel stationarity test in the presence of serial correlation and a common factor
published 2011 · Economics Letters · 267 citations
A LOCALLY OPTIMAL TEST FOR NO UNIT ROOT IN CROSS-SECTIONALLY DEPENDENT PANEL DATA*
published 2011 · Hitotsubashi journal of economics · 29 citations
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations
published 2010 · Journal of Financial Econometrics · 26 citations · first circulated 2009
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
published 2010 · Bulletin of Economic Research · 8 citations
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION
published 2010 · Bulletin of Economic Research · 2 citations
with Josep Lluís Carrion-i-Silvestre
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE
published 2009 · The Singapore Economic Review · 4 citations
with Yao Rao
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
published 2009 · Econometrics Journal · 37 citations
with S. de Silva, A. R. Tremayne
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes
published 2008 · Journal of Time Series Analysis · 74 citations · first circulated 2006
KPSS test and model misspecifications
published 2008 · Applied Economics Letters · 8 citations · first circulated 2006
with Yao Rao
Panel Stationarity Test with Structural Breaks*
published 2008 · Oxford Bulletin of Economics and Statistics · 125 citations · first circulated 2006
with Yao Rao
Estimating option implied risk‐neutral densities using spline and hypergeometric functions
published 2007 · Econometrics Journal · 49 citations
Testing for stationarity in heterogeneous panel data where the time dimension is finite
published 2005 · Econometrics Journal · 90 citations
with Rolf Larsson
Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data
published 2003 · Journal of Applied Economics · 34 citations
with Cherif Guermat, Julie M. Whittaker
Political Business Cycles and Central Bank Independence
published 2003 · The Economic Journal · 25 citations
with John Maloney, Andrew Pickering
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
published 2003 · Empirical Economics · 68 citations
with Cherif Guermat, Julie M. Whittaker
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
published 2003 · Econometrica · 3 citations
with Karim M. Abadir, Elias Tzavalis
Which Type of Central Bank Smooths the Political Business Cycle
published 2002 · Royal Economic Society Annual Conference 2002 · 1 citations
with John Maloney, Andrew Pickering
no link
Testing for stationarity in heterogeneous panel data
published 2000 · Econometrics Journal · 2993 citations · first circulated 1999
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
published 2000 · Bulletin of Economic Research · 3 citations · first circulated 1995
with Karim M. Abadir
Efficiency, Environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers
published 1999 · Journal of Applied Economics · 36 citations · first circulated 1995
with Julie M. Whittaker
Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function
published 1999 · Journal of Business and Economic Statistics · 178 citations
The accuracy of the higher order bias approximation for the 2SLS estimator
published 1999 · Economics Letters · 13 citations
with Garry D.A. Phillips
The Influence of VAR Dimensions on Estimator Biases
published 1999 · Econometrica · 12 citations · first circulated 1994
with Karim M. Abadir, Elias Tzavalis
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence
published 1998 · Manchester School · 10 citations
with Ben Lockwood, John Maloney
A frontier approach to disequilibrium models
published 1997 · Applied Economics Letters · 4 citations
Roots of an Orthogonal Matrix
published 1996 · Econometric Theory
with Karim M. Abadir
A note on Sargan densities
published 1996 · Journal of Econometrics · 5 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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