| Testing for stationarity in heterogeneous panel data K Hadri The Econometrics Journal 3 (2), 148-161, 2000 | 4054 | 2000 |
| A simple panel stationarity test in the presence of serial correlation and a common factor K Hadri, E Kurozumi Economics Letters 115 (1), 31-34, 2012 | 346 | 2012 |
| Estimation of a doubly heteroscedastic stochastic frontier cost function K Hadri Journal of Business & Economic Statistics 17 (3), 359-363, 1999 | 254 | 1999 |
| The influence of VAR dimensions on estimator biases KM Abadir, K Hadri, E Tzavalis Econometrica 67 (1), 163-181, 1999 | 227 | 1999 |
| Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks R Arezki, K Hadri, P Loungani, Y Rao Journal of International Money and Finance 42, 208-223, 2014 | 182 | 2014 |
| Panel stationarity test with structural breaks K Hadri, Y Rao Oxford Bulletin of Economics and statistics 70 (2), 245-269, 2008 | 132 | 2008 |
| Testing for stationarity in heterogeneous panel data where the time dimension is finite K Hadri, R Larsson The Econometrics Journal 8 (1), 55-69, 2005 | 132 | 2005 |
| Testing the null hypothesis of stationarity against the alternative of a unit root in panel data with serially correlated errors K Hadri University of Liverpool, Department of Economics Working Papers, 1999 | 107 | 1999 |
| Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers K Hadri, C Guermat, J Whittaker Empirical Economics 28, 203-222, 2003 | 92 | 2003 |
| Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes R Bu, B McCabe, K Hadri Journal of time series analysis 29 (6), 973-994, 2008 | 76 | 2008 |
| Estimating option implied risk‐neutral densities using spline and hypergeometric functions R Bu, K Hadri The Econometrics Journal 10 (2), 216-244, 2007 | 59 | 2007 |
| Estimating farm efficiency in the presence of double heteroscedasticity using panel data K Hadri, C Guermat, J Whittaker Journal of Applied economics 6 (2), 255-268, 2003 | 53 | 2003 |
| Political business cycles and central bank independence J Maloney, AC Pickering, K Hadri The Economic Journal 113 (486), C167-C181, 2003 | 53 | 2003 |
| Panel unit root tests in the presence of cross‐sectional dependence: finite sample performance and an application S De Silva, K Hadri, AR Tremayne The Econometrics Journal 12 (2), 340-366, 2009 | 39 | 2009 |
| Efficiency, environmental contaminants and farm size: testing for links using stochastic production frontiers K Hadri, J Whittaker Journal of applied economics 2 (2), 337-356, 1999 | 38 | 1999 |
| A simple panel stationarity test in the presence of cross-sectional dependence K Hadri, E Kurozumi Center for Research on Contemporary Economic Systems, Graduate School of …, 2008 | 30 | 2008 |
| Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations R Bu, L Giet, K Hadri, M Lubrano Journal of Financial Econometrics 9 (1), 198-236, 2011 | 26 | 2011 |
| Economics Department Discussion Papers Series C Guermat, K Hadri, CC Kucukozmen | 24 | 2003 |
| Is more information a good thing? Bias nonmonotonicity in stochastic difference equations K Abadir, K Hadri Bulletin of Economic Research 52 (2), 91-100, 2000 | 23 | 2000 |
| A locally optimal test for no unit root in cross-sectionally dependent panel data K Hadri, E Kurozumi Hitotsubashi Journal of Economics, 165-184, 2011 | 22 | 2011 |
Cherif GuermatUniversity of the West of EnglandAdresse e-mail validée de uwe.ac.uk
