Karim Maher Abadir
TitoloCitata daAnno
Matrix Algebra
KM Abadir, JR Magnus
Cambridge University Press, Cambridge, 2005
5932005
Nonstationarity-extended local Whittle estimation
KM Abadir, W Distaso, L Giraitis
Journal of Econometrics 141 (2), 1353-1384, 2007
2062007
The influence of VAR dimensions on estimator biases
KM Abadir, K Hadri, E Tzavalis
Econometrica 67 (1), 163, 1999
1381999
Aggregation, persistence and volatility in a macro model
K Abadir, G Talmain
The Review of Economic Studies 69 (4), 749-779, 2002
1172002
An introduction to hypergeometric functions for economists
KM Abadir
Econometric Reviews 18 (3), 287-330, 1999
801999
Density functionals, with an option-pricing application
KM Abadir, M Rockinger
Econometric Theory 19 (5), 778-811, 2003
77*2003
Notation in econometrics: a proposal for a standard
K Abadir, J Magnus
The Econometrics Journal 5 (1), 76-90, 2002
712002
OLS bias in a nonstationary autoregression
KM Abadir
Econometric Theory 9 (1), 81-93, 1993
591993
The Limiting Distribution of the t Ratio Under a Unit Root
KM Abadir
Econometric Theory 11 (4), 775-793, 1995
551995
Testing joint hypotheses when one of the alternatives is one-sided
KM Abadir, W Distaso
Journal of Econometrics 140 (2), 695-718, 2007
532007
On the Definitions of (Co‐) integration
KM Abadir, AMR Taylor
Journal of time series analysis 20 (2), 129-137, 1999
521999
The limiting distribution of the autocorrelation coefficient under a unit root
KM Abadir
The Annals of Statistics, 1058-1070, 1993
471993
Design-free estimation of variance matrices
KM Abadir, W Distaso, F Žikeš
Journal of Econometrics 181 (2), 165-180, 2014
37*2014
Two estimators of the long-run variance: beyond short memory
KM Abadir, W Distaso, L Giraitis
Journal of Econometrics 150 (1), 56-70, 2009
372009
On the asymptotic power of unit root tests
KM Abadir
Econometric Theory 9 (2), 189-221, 1993
361993
Optimal asymmetric kernels
KM Abadir, S Lawford
Economics Letters 83 (1), 61-68, 2004
342004
The mean-median-mode inequality: counterexamples
KM Abadir
Econometric Theory 21 (2), 477-482, 2005
302005
Nelson–Plosser revisited: the ACF approach
KM Abadir, G Caggiano, G Talmain
Journal of Econometrics 175 (1), 22-34, 2013
28*2013
Liquidity constraints and the demand for assets: An application to the festivity effect
KM Abadir, L Spierdijk
Available at SSRN 829484, 2005
28*2005
Two mixed normal densities from cointegration analysis
KM Abadir, P Paruolo
Econometrica: Journal of the Econometric Society, 671-680, 1997
281997
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20