Details about Karim Abadir

Access statistics for papers by Karim Abadir.

Last updated 2008-03-07. Update your information in the RePEc Author Service.

Short-id: pab8

Working Papers

2007

1. On some definitions in matrix algebra
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo

2005

2. Distilling co-movements from persistent macro and financial series
   Working Paper Series, European Central Bank View citations
3. Nelson-Plosser Revisited: the ACF Approach
   Working Papers, Department of Economics, University of Glasgow View citations

2001

4. Notation in econometrics: a proposal for a standard
   Discussion Paper, Tilburg University, Center for Economic Research
   See Also Journal Article in Econometrics Journal (2002)

2000

5. A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in
   Discussion Papers, Department of Economics, University of York
   See Also Journal Article in Journal of Econometrics (2004)

1999

6. Aggregation and persistence in a macromodel
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.

1995

7. An Introduction to Hypergeometric Functions for Economists
   Discussion Papers, University of Exeter, School of Business and Economics View citations
   See Also Journal Article in Econometric Reviews (1999)
8. Bias Nonmonotonicity in Stochastic Difference Equations
   Discussion Papers, University of Exeter, School of Business and Economics
   Also in
   Discussion Papers, Department of Economics, University of York View citations
9. On Efficient Simulations in Dynamic Models
   Discussion Papers, University of Exeter, School of Business and Economics View citations
10. Testing for Cointegration
    Discussion Papers, University of Exeter, School of Business and Economics

1994

11. Cointegration Theory, Equilibrium and Disequilibrium Economics
    Discussion Papers, University of Exeter, School of Business and Economics
    See Also Journal Article in Manchester School (2004)
12. The Asymptotic Influence of VAR Dimension on Estimator Biases
    Discussion Papers, University of Exeter, School of Business and Economics
13. The Marginal Density of Bivariate Cointegration Estimators
    Discussion Papers, University of Exeter, School of Business and Economics View citations

1992

14. Some Expansions for the Parabolic Cylinder Function
    American Cairo - Economics and Political Sciences, The American University in Cairo, Economics Department
15. The Limiting Distribution of Functional of a Viener Process
    American Cairo - Economics and Political Sciences, The American University in Cairo, Economics Department
16. The Limiting Distribution of the T Ratio Under a Unit Root
    American Cairo - Economics and Political Sciences, The American University in Cairo, Economics Department

Undated

17. Aggregation, Persistence and Volatility in a Macromodel
    Discussion Papers, Department of Economics, University of York View citations
    See Also Journal Article in Review of Economic Studies (2002)
18. Asymmetric Kernels for Density Estimation
    Discussion Papers, Department of Economics, University of York
19. Biases of correlograms and of AR representations of stationary series
    Discussion Papers, Department of Economics, University of York
20. Density-Embedding Functions
    Discussion Papers, Department of Economics, University of York View citations
21. Depreciation Rates and Capital Stocks
    Discussion Papers, Department of Economics, University of York View citations
    See Also Journal Article in Manchester School (2001)
22. Local Whittle estimation, fully extended for nonstationarity
    Discussion Papers, Department of Economics, University of York View citations
23. On the Definitions of (Co-)Integration
    Discussion Papers, Department of Economics, University of York View citations
24. Semiparametric estimation and inference for trending I(d) and related processes
    Discussion Papers, Department of Economics, University of York View citations
25. Testing joint hypotheses when one of the alternatives is one-sided
    Discussion Papers, Department of Economics, University of York View citations
    See Also Journal Article in Journal of Econometrics (2007)
26. The Influence of VAR Dimensions on Estimator Biases
    Discussion Papers, Department of Economics, University of York View citations
    See Also Journal Article in Econometrica (1999)
27. The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components
    Discussion Papers, Department of Economics, University of York
28. Two estimators of the long-run variance
    Discussion Papers, Department of Economics, University of York

Journal Articles

2007

1. Nonstationarity-extended local Whittle estimation
   Journal of Econometrics, 2007, 141, (2), 1353-1384 View citations
2. Testing joint hypotheses when one of the alternatives is one-sided
   Journal of Econometrics, 2007, 140, (2), 695-718 View citations
   See Also Working Paper

2005

3. Autocovariance functions of series and of their transforms
   Journal of Econometrics, 2005, 124, (2), 227-252 View citations
4. THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES
   Econometric Theory, 2005, 21, (02), 477-482

2004

5. 03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Solution
   Econometric Theory, 2004, 20, (04), 805-807
6. 03.6.1 The Central Limit Theorem for Student's Distribution Solution
   Econometric Theory, 2004, 20, (06), 1261-1263
7. A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
   Journal of Econometrics, 2004, 119, (1), 45-71
   See Also Working Paper (2000)
8. Cointegration Theory, Equilibrium and Disequilibrium Economics
   Manchester School, 2004, 72, (1), 60-71 View citations
   See Also Working Paper (1994)
9. Optimal asymmetric kernels
   Economics Letters, 2004, 83, (1), 61-68

2003

10. 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance
    Econometric Theory, 2003, 19, (04), 691-691
11. DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
    Econometric Theory, 2003, 19, (05), 778-811 View citations
12. Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
    Econometrica, 2003, 71, (1), 385-386

2002

13. Aggregation, Persistence and Volatility in a Macro Model
    Review of Economic Studies, 2002, 69, (4), 749-79 View citations
    See Also Working Paper
14. Notation in econometrics: a proposal for a standard
    Econometrics Journal, 2002, 5, (1), 76-90 View citations
    See Also Working Paper (2001)
15. Simple Robust Testing of Regression Hypotheses: A Comment
    Econometrica, 2002, 70, (5), 2097-2099

2001

16. Depreciation Rates and Capital Stocks
    Manchester School, 2001, 69, (1), 42-51 View citations
    See Also Working Paper
17. THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES
    Econometric Theory, 2001, 17, (01), 222-246 View citations

2000

18. Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
    Bulletin of Economic Research, 2000, 52, (2), 91-100 View citations
19. Quantiles for t-statistics based on M-estimators of unit roots
    Economics Letters, 2000, 67, (2), 131-137 View citations

1999

20. An introduction to hypergeometric functions for economists
    Econometric Reviews, 1999, 18, (3), 287-330 View citations
    See Also Working Paper (1995)
21. The Influence of VAR Dimensions on Estimator Biases
    Econometrica, 1999, 67, (1), 163-182 View citations
    See Also Working Paper

1997

22. The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions
    Econometrica, 1997, 65, (5), 1221-1226
23. Two Mixed Normal Densities from Cointegration Analysis
    Econometrica, 1997, 65, (3), 671-680 View citations

1995

24. Unbiased estimation as a solution to testing for random walks
    Economics Letters, 1995, 47, (3-4), 263-268 View citations

1992

25. A Distribution Generating Equation for Unit-Root Statistics
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 305-23 View citations

Editor

1. Econometrics Journal
   Royal Economic Society