Kaddour Hadri

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Specification analysis in regime-switching continuous-time diffusion models for market volatility Studies in Nonlinear Dynamics & Econometrics	2023-03-30	Paper
Novel panel cointegration tests emending for cross-section dependence with \(N\) fixed Econometrics Journal	2022-07-27	Paper
Diffusion copulas: identification and estimation Journal of Econometrics	2021-03-24	Paper
A simple panel stationarity test in the presence of serial correlation and a common factor Economics Letters	2012-07-06	Paper
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application Econometrics Journal	2010-10-15	Paper
Panel data unit root test with fixed time dimension Bulletin of Economic Research	2010-08-03	Paper
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION Bulletin of Economic Research	2010-08-03	Paper
Maximum likelihood estimation of higher-order integer-valued autoregressive processes Journal of Time Series Analysis	2010-04-22	Paper
Estimating option implied risk‐neutral densities using spline and hypergeometric functions Econometrics Journal	2007-11-21	Paper
Testing for stationarity in heterogeneous panel data where the time dimension is finite Econometrics Journal	2005-11-21	Paper
The Influence of VAR Dimensions on Estimator Biases Econometrica	2002-05-28	Paper
Testing for stationarity in heterogeneous panel data The Econometrics Journal	2001-06-14	Paper
The accuracy of the higher order bias approximation for the 2SLS estimator Economics Letters	1999-04-28	Paper
A note on Sargan densities Journal of Econometrics	1996-07-17	Paper

Research outcomes over time

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