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Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: The econometrics journal 18 (2015) 3, pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
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Testing for stationarity in heterogenous panel data
Hadri, Kaddour - In: The econometrics journal 3 (2000) 2, pp. 148-161
Persistent link: https://www.econbiz.de/10001546173
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - In: The econometrics journal 18 (2015) 3, pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
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Estimating option implied risk-neutral densities using spline and hypergeometric functions
Bu, Ruijun; Hadri, Kaddour - In: The econometrics journal 10 (2007) 2, pp. 216-244
Persistent link: https://www.econbiz.de/10003559945
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Panel unit root tests in the presence of cross-sectional dependence : finite sample performance and an application
Silva, S.\de; Hadri, Kaddour; Tremayne, Andrew R. - In: The econometrics journal 12 (2009) 2, pp. 340-366
Persistent link: https://www.econbiz.de/10003875804
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10002686793
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10007439981
Cover Image
Estimating option implied risk-neutral densities using spline and hypergeometric functions
Bu, Ruijun; Hadri, Kaddour - In: The econometrics journal 10 (2007) 2, pp. 216-244
Persistent link: https://www.econbiz.de/10007743558