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Julian Warner

Kaddour Hadri

  • Panel Unit Root Tests in the Presence of Cross-sectional Dependence: Finite Sample Performance and an Application
    Written with de Silva, S and A.R Tremayne - Econometrics Journal, Vol 12, 2, 340-366
  • Are OECD macroeconomic variables trend stationary? Evidence from panel stationarity test allowing for a structural break and cross-sectional dependence
    Written with Y. Rao - Singapore Economic Review, Vol 54, 3, 427-440

    Invited paper by the editor (professor J. Kiviet) of a special issue on panel data in Singapore Economic Review, Vol 54, 3, 427-440

  • Maximum likelihood estimation of higher-order integer-valued autoregressive processes
    Written with Ruijun, B and B. McCabe - Journal of Time Series Analysis, Vol. 29, 6, 973-993
  • Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions
    Written with Ruijun B - Econometrics Journal, 10(2),216-244.