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Details about Karim Abadir
Access statistics for papers by Karim Abadir.

Last updated 2014-07-18. Update your information in the RePEc Author Service .

Short-id: pab8

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Working Papers
2012
Approximating Moments by Nonlinear Transformations
Working Paper Series, The Rimini Centre for Economic Analysis
Asymptotic Normality for Weighted Sums of Linear Processes
Working Paper Series, The Rimini Centre for Economic Analysis
See also Journal Article in Econometric Theory (2014)
Beyond Co-Integration: Modelling Co-Movements in Macro finance
Working Paper Series, The Rimini Centre for Economic Analysis
Biases of Correlograms and of AR Representations of Stationary Series
Working Paper Series, The Rimini Centre for Economic Analysis
Also in Discussion Papers, Department of Economics, University of York
See also Journal Article in Journal of Time Series Econometrics (2012)
The Square Root of a Matrix
Working Paper Series, The Rimini Centre for Economic Analysis
See also Journal Article in Journal of Time Series Econometrics (2012)
2011
An I() model with trend and cycles
Post-Print, HAL
Also in Post-Print, HAL (2011) Working Paper Series, The Rimini Centre for Economic Analysis (2010)
See also Journal Article in Journal of Econometrics (2011)
2010
EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION
Working Papers, HAL
Also in Working Paper Series, The Rimini Centre for Economic Analysis (2010)
Is the Economic Crisis Over (and Out)?
Working Paper Series, The Rimini Centre for Economic Analysis
Also in Professional Reports, The Rimini Centre for Economic Analysis (2010)
See also Journal Article in Review of Economic Analysis (2011)
Model-Free Estimation of Large Variance Matrices
Working Paper Series, The Rimini Centre for Economic Analysis
2008
Macro and Financial Markets: The Memory of an Elephant?
Working Paper Series, The Rimini Centre for Economic Analysis View citations (1)
Nelson-Plosser revisited: the ACF approach
Working Paper Series, The Rimini Centre for Economic Analysis View citations (4)
Also in Working Papers, Business School - Economics, University of Glasgow (2005) View citations (3)
See also Journal Article in Journal of Econometrics (2013)
On efficient simulation in dynamic models
Economics and Quantitative Methods, Department of Economics, University of Insubria
Also in Discussion Papers, Exeter University, Department of Economics (1995)
2007
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy
Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (1)
On some definitions in matrix algebra
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
2005
Distilling co-movements from persistent macro and financial series
Working Paper Series, European Central Bank View citations (1)
2003
Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1)
Open Access publications from Tilburg University, Tilburg University
The central limit theorem for student's distribution (problem 03.6.1)
Open Access publications from Tilburg University, Tilburg University
2001
Aggregation, Persistence and Volatility in a Macromodel
Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
Also in Discussion Papers, Department of Economics, University of York View citations (38)
See also Journal Article in Review of Economic Studies (2002)
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
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
Aggregation and persistence in a macromodel
Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1995
An Introduction to Hypergeometric Functions for Economists
Discussion Papers, Exeter University, Department of Economics
See also Journal Article in Econometric Reviews (1999)
Bias Nonmonotonicity in Stochastic Difference Equations
Discussion Papers, Exeter University, Department of Economics
Also in Discussion Papers, Department of Economics, University of York View citations (2)
Testing for Cointegration
Discussion Papers, Exeter University, Department of Economics
1994
Cointegration Theory, Equilibrium and Disequilibrium Economics
Discussion Papers, Exeter University, Department of Economics
See also Journal Article in Manchester School (2004)
The Asymptotic Influence of VAR Dimension on Estimator Biases
Discussion Papers, Exeter University, Department of Economics
The Joint Density of Two Functionals of a Brownian Motion
Discussion Papers, Exeter University, Department of Economics View citations (1)
The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
Discussion Papers, Exeter University, Department of Economics
See also Journal Article in Econometric Theory (2001)
The Marginal Density of Bivariate Cointegration Estimators
Discussion Papers, Exeter University, Department of Economics View citations (1)
1992
Some Expansions for the Parabolic Cylinder Function
American Cairo - Economics and Political Sciences, The American University in Cairo, Economics Department
The Limiting Distribution of Functional of a Viener Process
American Cairo - Economics and Political Sciences, The American University in Cairo, Economics Department
The Limiting Distribution of the T Ratio Under a Unit Root
American Cairo - Economics and Political Sciences, The American University in Cairo, Economics Department View citations (5)
See also Journal Article in Econometric Theory (1995)
Undated
Asymmetric Kernels for Density Estimation
Discussion Papers, Department of Economics, University of York
Density-Embedding Functions
Discussion Papers, Department of Economics, University of York View citations (8)
Depreciation Rates and Capital Stocks
Discussion Papers, Department of Economics, University of York View citations (8)
See also Journal Article in Manchester School (2001)
Local Whittle estimation, fully extended for nonstationarity
Discussion Papers, Department of Economics, University of York View citations (2)
On the Definitions of (Co-)Integration
Discussion Papers, Department of Economics, University of York View citations (8)
Semiparametric estimation and inference for trending I(d) and related processes
Discussion Papers, Department of Economics, University of York View citations (3)
Testing joint hypotheses when one of the alternatives is one-sided
Discussion Papers, Department of Economics, University of York View citations (1)
See also Journal Article in Journal of Econometrics (2007)
The Influence of VAR Dimensions on Estimator Biases
Discussion Papers, Department of Economics, University of York View citations (11)
See also Journal Article in Econometrica (1999)
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
Two estimators of the long-run variance
Discussion Papers, Department of Economics, University of York
Journal Articles
2014
ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
Econometric Theory , 2014, 30 , (01), 252-284
See also Working Paper (2012)
Design-free estimation of variance matrices
Journal of Econometrics , 2014, 181 , (2), 165-180 View citations (1)
2013
Lies, Damned Lies, and Statistics? Examples From Finance and Economics
Central European Journal of Economic Modelling and Econometrics , 2013, 5 , (4), 231-248
Nelson–Plosser revisited: The ACF approach
Journal of Econometrics , 2013, 175 , (1), 22-34 View citations (5)
See also Working Paper (2008)
2012
Biases of Correlograms and of AR Representations of Stationary Series
Journal of Time Series Econometrics , 2012, 4 , (1), 1-11
See also Working Paper (2012)
The Square Root of a Matrix
Journal of Time Series Econometrics , 2012, 4 , (2), 1-7
See also Working Paper (2012)
2011
An I(d) model with trend and cycles
Journal of Econometrics , 2011, 163 , (2), 186-199 View citations (2)
See also Working Paper (2011)
Is the economic crisis over (and out)?
Review of Economic Analysis , 2011, 3 , (2), 102-108 View citations (1)
See also Working Paper (2010)
2009
Two estimators of the long-run variance: Beyond short memory
Journal of Econometrics , 2009, 150 , (1), 56-70 View citations (3)
2007
Nonstationarity-extended local Whittle estimation
Journal of Econometrics , 2007, 141 , (2), 1353-1384 View citations (39)
Testing joint hypotheses when one of the alternatives is one-sided
Journal of Econometrics , 2007, 140 , (2), 695-718 View citations (16)
See also Working Paper
2005
Autocovariance functions of series and of their transforms
Journal of Econometrics , 2005, 124 , (2), 227-252 View citations (2)
THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES
Econometric Theory , 2005, 21 , (02), 477-482 View citations (1)
2004
03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Solution
Econometric Theory , 2004, 20 , (04), 805-807
03.6.1 The Central Limit Theorem for Student's Distribution Solution
Econometric Theory , 2004, 20 , (06), 1261-1263
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)
Cointegration Theory, Equilibrium and Disequilibrium Economics
Manchester School , 2004, 72 , (1), 60-71 View citations (2)
See also Working Paper (1994)
Optimal asymmetric kernels
Economics Letters , 2004, 83 , (1), 61-68 View citations (10)
2003
03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance
Econometric Theory , 2003, 19 , (04), 691-691
03.6.1. The Central Limit Theorem for Student's Distribution
Econometric Theory , 2003, 19 , (06), 1195-1195
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
Econometric Theory , 2003, 19 , (05), 778-811 View citations (14)
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
Econometrica , 2003, 71 , (1), 385-386
2002
Aggregation, Persistence and Volatility in a Macro Model
Review of Economic Studies , 2002, 69 , (4), 749-779 View citations (11)
Also in Review of Economic Studies , 2002, 69 , (4), 749-79 (2002) View citations (35)
See also Working Paper (2001)
Notation in econometrics: a proposal for a standard
Econometrics Journal , 2002, 5 , (1), 76-90 View citations (17)
See also Working Paper (2001)
Simple Robust Testing of Regression Hypotheses: A Comment
Econometrica , 2002, 70 , (5), 2097-2099
2001
Depreciation Rates and Capital Stocks
Manchester School , 2001, 69 , (1), 42-51 View citations (7)
See also Working Paper
THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES
Econometric Theory , 2001, 17 , (01), 222-246 View citations (2)
Also in Econometric Theory , 1996, 12 , (04), 682-704 (1996) View citations (1)
See also Working Paper (1994)
2000
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
Bulletin of Economic Research , 2000, 52 , (2), 91-100 View citations (4)
Quantiles for t-statistics based on M-estimators of unit roots
Economics Letters , 2000, 67 , (2), 131-137 View citations (3)
1999
An introduction to hypergeometric functions for economists
Econometric Reviews , 1999, 18 , (3), 287-330 View citations (26)
See also Working Paper (1995)
The Influence of VAR Dimensions on Estimator Biases
Econometrica , 1999, 67 , (1), 163-182 View citations (28)
See also Working Paper
1997
The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions
Econometrica , 1997, 65 , (5), 1221-1226
Two Mixed Normal Densities from Cointegration Analysis
Econometrica , 1997, 65 , (3), 671-680 View citations (4)
1995
A New Test for Nonstationarity Against the Stable Alternative
Econometric Theory , 1995, 11 , (01), 81-104 View citations (2)
The Limiting Distribution of the t Ratio Under a Unit Root
Econometric Theory , 1995, 11 , (04), 775-793 View citations (10)
See also Working Paper (1992)
Unbiased estimation as a solution to testing for random walks
Economics Letters , 1995, 47 , (3-4), 263-268 View citations (5)
1993
Ols Bias in a Nonstationary Autoregression
Econometric Theory , 1993, 9 , (01), 81-93 View citations (21)
On the Asymptotic Power of Unit Root Tests
Econometric Theory , 1993, 9 , (02), 189-221 View citations (8)
1992
A Distribution Generating Equation for Unit-Root Statistics
Oxford Bulletin of Economics and Statistics , 1992, 54 , (3), 305-23 View citations (5)
Books
2005
Matrix Algebra
Cambridge Books, Cambridge University Press View citations (25)
Also in Cambridge Books, Cambridge University Press (2005) View citations (18)
Editor
Econometrics Journal
Royal Economic Society
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