K. Hadri

Economics and Econometrics · 1999–2012

A researcher in the Science corpus: 8 papers; trusts 18 researchers and is trusted by 139 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 52 citations into it; #281 of 23,481 by trust here, #1,282 by citations
• Finance — 29 citations into it; #9,838 of 10,518 by trust here, #10,047 by citations

Whom K. Hadri trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yoosoon Chang
2. Joerg Breitung
3. Rob Bliss
4. Jushan Bai
5. M. Pesaran
6. Yacine Aït-Sahalia
7. Nikolaos Panigirtzoglou
8. K. Im
9. Badi H. Baltagi
10. Serena Ng

Who trusts K. Hadri overall

1. Chien‐Chiang Lee
2. Tsangyao Chang
3. Jaroslava Hlouskova
4. N. Apergis
5. Martin Wagner
6. Josep Lluís Carrion‐i‐Silvestre
7. Vinod Mishra
8. Hamid Faruqee
9. Xuejiao Ma
10. G. Hondroyiannis

Papers from K. Hadri's perspective

Ordered by how strongly the researchers K. Hadri trusts endorse each paper. Same corpus, a different order for every researcher.

1. Testing For A Unit Root In Panels With Dynamic Factors
2. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
3. Testing for unit roots in heterogeneous panels
4. Nonparametric Risk Management and Implied Risk Aversion
5. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
6. Unit root tests in panel data: asymptotic and finite-sample properties
7. Determining the Number of Factors in Approximate Factor Models
8. Option-Implied Risk Aversion Estimates
9. Testing the Stability of Implied Probability Density Functions
10. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

Their papers

• Testing for Stationarity in Heterogeneous Panel Data (2000) — 2,898 citations
• Testing for stationarity in heterogeneous panel data where the time dimension is finite (2005) — 117 citations
• A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor (2012) — 223 citations
• Panel Unit Root Tests in the Presence of Cross-Sectional Dependence: Finite Sample Performance and an Application (2009) — 47 citations
• Panel Stationarity Test with Structural Breaks (2008) — 122 citations
• Estimating option implied risk‐neutral densities using spline and hypergeometric functions (2007) — 53 citations
• Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes (2006) — 75 citations
• Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors (1999)