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Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-817
Persistent link: https://www.econbiz.de/10010042056
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Panel Stationarity Test with Structural Breaks
Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10007982946
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TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
Hadri, Kaddour; Larsson, Rolf; Rao, Yao - In: Bulletin of economic research 64 (2012) 1, pp. s123
Persistent link: https://www.econbiz.de/10010052416
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ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE
Hadri, Kaddour; Rao, Yao - In: The Singapore economic review : journal of the Economic … 54 (2009) 3, pp. 427-440
Persistent link: https://www.econbiz.de/10008283360
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TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
Rao, Yao; Hadri, Kaddour; Bu, Ruijun - In: Bulletin of economic research 62 (2010) 3, pp. 209-226
Persistent link: https://www.econbiz.de/10008427514
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Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
Hadri, K.; Guermat, C.; Whittaker, J. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 203
Persistent link: https://www.econbiz.de/10006259641
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THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Abadir, K.M.; Hadri, K.; Abadir, K.M.; Lucas, A. - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
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Efficiency, environmental contaminants and farm size : testing for links using stochastic production frontiers
Hadri, K.; Whittaker, J. - In: Journal of applied economics 2 (1999) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10009925797
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Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
desilva, S.; Hadri, K.; Tremayne, A.R. - In: The econometrics journal 12 (2009) 2, pp. 340-366
Persistent link: https://www.econbiz.de/10008279062
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ARTICLES - Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
Abadir, Karim M.; Hadri, Kaddour - In: Bulletin of economic research 52 (2000) 2, pp. 91-100
Persistent link: https://www.econbiz.de/10006663493