Segui
Karim Maher Abadir
Titolo
Citata da
Citata da
Anno
Matrix Algebra
KM Abadir, JR Magnus
Cambridge University Press, Cambridge, 2005
8732005
The influence of VAR dimensions on estimator biases
KM Abadir, K Hadri, E Tzavalis
Econometrica 67 (1), 163-181, 1999
3271999
Nonstationarity-extended local Whittle estimation
KM Abadir, W Distaso, L Giraitis
Journal of econometrics 141 (2), 1353-1384, 2007
2722007
Aggregation, persistence and volatility in a macro model
K Abadir, G Talmain
The Review of Economic Studies 69 (4), 749-779, 2002
1262002
An introduction to hypergeometric functions for economists
KM Abadir
Econometric Reviews 18 (3), 287-330, 1999
961999
Density functionals, with an option-pricing application
KM Abadir, M Rockinger
Econometric Theory 19 (5), 778-811, 2003
95*2003
Testing joint hypotheses when one of the alternatives is one-sided
KM Abadir, W Distaso
Journal of Econometrics 140 (2), 695-718, 2007
882007
Notation in econometrics: a proposal for a standard
K Abadir, J Magnus
The Econometrics Journal 5 (1), 76-90, 2002
832002
Design-free estimation of variance matrices
KM Abadir, W Distaso, F Žikeš
Journal of Econometrics 181 (2), 165-180, 2014
702014
OLS bias in a nonstationary autoregression
KM Abadir
Econometric Theory 9 (1), 81-93, 1993
701993
On the Definitions of (Co‐) integration
KM Abadir, AMR Taylor
Journal of time series analysis 20 (2), 129-137, 1999
651999
The limiting distribution of the t ratio under a unit root
KM Abadir
Econometric Theory 11 (4), 775-793, 1995
581995
Two estimators of the long-run variance: beyond short memory
KM Abadir, W Distaso, L Giraitis
Journal of Econometrics 150 (1), 56-70, 2009
572009
The limiting distribution of the autocorrelation coefficient under a unit root
KM Abadir
The Annals of Statistics 21 (2), 1058-1070, 1993
551993
Two mixed normal densities from cointegration analysis
KM Abadir, P Paruolo
Econometrica: Journal of the Econometric Society, 671-680, 1997
451997
The mean-median-mode inequality: counterexamples
KM Abadir
Econometric Theory 21 (2), 477-482, 2005
442005
Nelson–Plosser revisited: the ACF approach
KM Abadir, G Caggiano, G Talmain
Journal of Econometrics 175 (1), 22-34, 2013
39*2013
Optimal asymmetric kernels
KM Abadir, S Lawford
Economics Letters 83 (1), 61-68, 2004
382004
On the asymptotic power of unit root tests
KM Abadir
Econometric Theory 9 (2), 189-221, 1993
371993
Asymptotic normality for weighted sums of linear processes
KM Abadir, W Distaso, L Giraitis, HL Koul
Econometric Theory 30 (1), 252-284, 2014
332014
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20