Karim Maher Abadir
Title
Cited by
Cited by
Year
Matrix Algebra
KM Abadir, JR Magnus
Cambridge University Press, Cambridge, 2005
6632005
Nonstationarity-extended local Whittle estimation
KM Abadir, W Distaso, L Giraitis
Journal of econometrics 141 (2), 1353-1384, 2007
2362007
The influence of VAR dimensions on estimator biases
KM Abadir, K Hadri, E Tzavalis
Econometrica 67 (1), 163-181, 1999
1411999
Aggregation, persistence and volatility in a macro model
K Abadir, G Talmain
The Review of Economic Studies 69 (4), 749-779, 2002
1192002
An introduction to hypergeometric functions for economists
KM Abadir
Econometric Reviews 18 (3), 287-330, 1999
811999
Density functionals, with an option-pricing application
KM Abadir, M Rockinger
Econometric Theory, 778-811, 2003
79*2003
Notation in econometrics: a proposal for a standard
K Abadir, J Magnus
The Econometrics Journal 5 (1), 76-90, 2002
752002
Testing joint hypotheses when one of the alternatives is one-sided
KM Abadir, W Distaso
Journal of Econometrics 140 (2), 695-718, 2007
632007
OLS bias in a nonstationary autoregression
KM Abadir
Econometric Theory, 81-93, 1993
631993
On the Definitions of (Co‐) integration
KM Abadir, AMR Taylor
Journal of time series analysis 20 (2), 129-137, 1999
561999
The limiting distribution of the t ratio under a unit root
KM Abadir
Econometric Theory, 775-793, 1995
561995
The limiting distribution of the autocorrelation coefficient under a unit root
KM Abadir
The Annals of Statistics, 1058-1070, 1993
491993
Two estimators of the long-run variance: beyond short memory
KM Abadir, W Distaso, L Giraitis
Journal of Econometrics 150 (1), 56-70, 2009
472009
Design-free estimation of variance matrices
KM Abadir, W Distaso, F Žikeš
Journal of Econometrics 181 (2), 165-180, 2014
40*2014
On the asymptotic power of unit root tests
KM Abadir
Econometric Theory, 189-221, 1993
371993
Nelson–Plosser revisited: the ACF approach
KM Abadir, G Caggiano, G Talmain
Journal of Econometrics 175 (1), 22-34, 2013
36*2013
Optimal asymmetric kernels
KM Abadir, S Lawford
Economics Letters 83 (1), 61-68, 2004
352004
The mean-median-mode inequality: counterexamples
KM Abadir
Econometric Theory, 477-482, 2005
322005
Asymptotic normality for weighted sums of linear processes
KM Abadir, W Distaso, L Giraitis, HL Koul
Econometric Theory, 252-284, 2014
292014
Asymptotic normality for weighted sums of linear processes
KM Abadir, W Distaso, L Giraitis, HL Koul
Econometric Theory, 252-284, 2014
292014
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