Kaddour Hadri is Professor of Economics in Queens University Management School. He is the Research Director for Economics Analysis and Behaviour at QUB (January 2009-present). Before joining Queen's University, Kaddour Hadri was Professor of Econometrics and Finance at Durham University. Hadri is a visiting professor at The University of Liverpool. He held visiting position in many universities including Fudan University (China), Marseille University (France), University of Sydney (Australia) and Nanjing University (China). He has also been a Chairman of the Liverpool Economic and Statistical Society during the period 2000-2003. He is an elected member of the Executive Committee of the African Econometric Society (2006-2009). He has been elected President of the African Econometrics Society in July 2009.
In addition, he is a resource person for the African Economic Research Consortium (AERC) to advise researchers and PhD students from Sub-Sahara Africa (2004-present). He is an Associate Editor of the Bulletin of Economic Research and member of the Board of Editors of The German Economic Review..
Hadri has published widely in top economics journals, including Econometrica, Journal of Econometrics, Econometrics Journal, Journal of Business & Economic Statistic, Economic Journal, Oxford Bulletin of Economics and Statistics, Journal of Time Series Analysis and Economic Letters.

Forthcoming Publications

• Hadri K. and Y. Rao, "KPSS test and model misspecifications". forthcoming in Applied Economic letters.

• Carrion-i-Silvestre J. L. and K. Hadri, "Panel Data Unit Root Test with Fixed Time Dimension". forthcoming in Bulletin of Economic Research.

• Yao, R., K. Hadri and R. Bu "Testing for stationarity in heterogeneous panel under mis-specification". forthcoming in Bulletin of Economic Research.

Recent Publications

• Panel Unit Root Tests in the Presence of Cross-sectional Dependence: Finite Sample Performance and an Application
  Econometrics Journal, Vol 12, 2, 340-366 (2009)
• Are OECD macroeconomic variables trend stationary? Evidence from panel stationarity test allowing for a structural break and cross-sectional dependence
  Singapore Economic Review, Vol 54, 3, 427-440 (2009)
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
  Journal of Time Series Analysis, Vol. 29, 6, 973-993 (2008)
• Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions
  Econometrics Journal, 10(2),216-244. (2007)
• Testing for stationarity in heterogeneous panel data where the time dimension is finite
  Econometrics Journal, 8(1), 55-69. (2005)
• Estimation of Technical Inefficiency Effects Using Panel Data and Doubly Heteroscedastic Stochastic Production Frontiers
  Panel Data, theory and applications (2004)
• Estimating farm efficiency in the presence of double heteroscedasticity using panel data
  Journal of Applied Economics, Vol. VI, No. 2, 255-268 (2003)
• Estimation of Technical Inefficiency Effects Using Panel Data and Doubly Heteroscedastic Stochastic Production Frontiers
  Empirical Economics, 28, 203-222 (2003)
• Political Business Cycle and Central Bank Independence
  Economic Journal, Vol. 113, No. 486, C167-C181 (2003)
• Testing for Stationarity in Heterogeneous Panel Data
  Recent Developments in the Econometrics of Panel Data, Vol.I (2002)
• Testing for Stationarity in Panel Data
  Bulletin of the International Statistical Institute, Tome LIX, Book 3, 143-144. (2001)
• Effects of rationing on consumer behaviour in Chinese urban households
  Indian Journal of Applied Economics, Vol. 8, No. IV, 327-340 (2001)
• Bias nonmonotonicity in stochastic difference equations
  Journal of Business & Economic Statistics, Vol. 17, No. 3, 359-363 (2000)
• Testing for Stationarity in Heterogeneous Panel Data
  Econometrics Journal, Vol. 3, No. 2, 148-161 (2000)
• The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator
  Economic Letters, 62, 167-174 (1999)
• The influence of VAR dimensions on estimator biases
  Econometrica, Vol. 67 No. 1, 163-181 (1999)
• Doubly heteroscedastic Stochastic Frontier cost function estimation
  Journal of Business & Economic Statistics, Vol. 17, No. 3, 359-363 (1999)
• Chinese empirical evidence on the linear and quadratic expenditure systems
  International Journal of Development Planning Literature, 14, No. 1, pp. 103-116 (1999)
• Efficiency, environmental contaminants and farm size: testing for links using stochastic production frontiers
  Journal of Applied Economics, Vol. II, No. 2, 337-356 (1999)
• Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence
  The Manchester School, Vol. 66 No. 4, 377-395 (1998)
• A frontier Approach to Disequilibrium Models
  Applied Economic Letters, No. 4, pp. 699-701 (1997)
• Roots of an orthogonal matrix
  Econometric Theory, Vol. 12, pp. 868 (1996)
• A note on Sargan Densities
  Journal of Econometrics, Vol. 71, No. 1&2, pp. 285-290 (1996)

Working Papers

• A Simple Panel stationarity Test in the Presence of Cross-Sectional Dependence
• Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equation

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