Kaddour Hadri

Queen's University Belfast

25 University Square

Belfast, BT7 1NN

Ireland

SCHOLARLY PAPERS

7

DOWNLOADS

133

SSRN CITATIONS
Rank 4,198

SSRN RANKINGS

Top 4,198

in Total Papers Citations

147

CROSSREF CITATIONS

99

Scholarly Papers (7)

1.

Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks

IMF Working Paper No. 13/180
Number of pages: 38 Posted: 11 Sep 2013
Rabah Arezki, Kaddour Hadri, Prakash Loungani and Yao Rao
International Monetary Fund (IMF), Queen's University Belfast, International Monetary Fund (IMF) and The University of Liverpool
Downloads 101 (265,091)
Citation 1

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Commodity prices, Commodity price fluctuations, Economic models, Primary commodities, Unit root tests, Multiple Structural breaks, Volatility., commodity markets, transport costs, exchange rate regimes, terms of trade, speculative capital, competitive markets

2.

The Influence of VAR Dimensions on Estimator Biases

Econometrica, Vol. 67, No. 1, p. 163, January 1999
Number of pages: 18 Posted: 15 Jan 2012
Karim M. Abadir, Kaddour Hadri and Elias Tzavalis
Imperial College Business School, Queen's University Belfast and Athens University of Economics and Business - Department of Economics
Downloads 24 (502,453)

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3.

Panel Data Unit Root Test with Fixed Time Dimension

Bulletin of Economic Research, Vol. 62, Issue 3, pp. 269-277, July 2010
Number of pages: 9 Posted: 21 Jun 2010
University of Barcelona - Department of Econometrics and Queen's University Belfast
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4.

Testing for Stationarity with a Break in Panels Where the Time Dimension is Finite

Bulletin of Economic Research, Vol. 64, pp. s123-s148, 2012
Number of pages: 26 Posted: 11 Dec 2012
Kaddour Hadri, Rolf Larsson and Yao Rao
Queen's University Belfast, Stockholm University and The University of Liverpool
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moments of the ratio of two dependent quadratic forms, panel data, stationarity tests, structural breaks

5.

Testing for Stationarity in Heterogeneous Panel Data in the Case of Model Misspecification

Bulletin of Economic Research, Vol. 62, Issue 3, pp. 209-225, July 2010
Number of pages: 17 Posted: 21 Jun 2010
Yao Rao, Kaddour Hadri and Ruijun Bu
The University of Liverpool, Queen's University Belfast and University of Liverpool - Management School (ULMS)
Downloads 2 (644,155)
Citation 153
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6.

Synergy between an Improved Covariate Unit Root Test and Cross‐Sectionally Dependent Panel Data Unit Root Tests

The Manchester School, Vol. 83, Issue 6, pp. 676-700, 2015
Number of pages: 25 Posted: 28 Sep 2015
Kaddour Hadri, Eiji Kurozumi and Daisuke Yamazaki
Queen's University Belfast, Hitotsubashi University - Faculty of Economics and Hitotsubashi University
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7.

Novel Panel Cointegration Tests Emending for Cross‐Section Dependence with N Fixed

The Econometrics Journal, Vol. 18, Issue 3, pp. 363-411, 2015
Number of pages: 49 Posted: 19 Jan 2016
Kaddour Hadri, Eiji Kurozumi and Yao Rao
Queen's University Belfast, Hitotsubashi University - Faculty of Economics and The University of Liverpool
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Bias correction, Cointegration, Cross‐section dependence, Dynamic ordinary least‐squares, Functional central limit theorem, Panel cointegration