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Karim Maher Abadir
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Matrix Algebra
KM Abadir, JR Magnus
Cambridge University Press, Cambridge, 2005
8832005
The influence of VAR dimensions on estimator biases
KM Abadir, K Hadri, E Tzavalis
Econometrica 67 (1), 163-181, 1999
3291999
Nonstationarity-extended local Whittle estimation
KM Abadir, W Distaso, L Giraitis
Journal of econometrics 141 (2), 1353-1384, 2007
2762007
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
842002
Design-free estimation of variance matrices
KM Abadir, W Distaso, F Žikeš
Journal of Econometrics 181 (2), 165-180, 2014
712014
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
661999
Two estimators of the long-run variance: beyond short memory
KM Abadir, W Distaso, L Giraitis
Journal of Econometrics 150 (1), 56-70, 2009
592009
The limiting distribution of the t ratio under a unit root
KM Abadir
Econometric Theory 11 (4), 775-793, 1995
591995
The limiting distribution of the autocorrelation coefficient under a unit root
KM Abadir
The Annals of Statistics 21 (2), 1058-1070, 1993
551993
The mean-median-mode inequality: counterexamples
KM Abadir
Econometric Theory 21 (2), 477-482, 2005
452005
Two mixed normal densities from cointegration analysis
KM Abadir, P Paruolo
Econometrica: Journal of the Econometric Society, 671-680, 1997
451997
Nelson–Plosser revisited: the ACF approach
KM Abadir, G Caggiano, G Talmain
Journal of Econometrics 175 (1), 22-34, 2013
40*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
342014
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