# zbMATH — the first resource for mathematics

Compute Distance To:
 Documents Indexed: 32 Publications since 1993, including 2 Books
all top 5

#### Co-Authors

 7 single-authored 6 Distaso, Walter 4 Giraitis, Liudas 3 Magnus, Jan R. 3 Paruolo, Paolo 3 Talmain, Gabriel 2 Larsson, Rolf 2 Lucas, André 2 Rockinger, Michael 1 Caggiano, Giovanni 1 Cornea-Madeira, Adriana 1 Hadri, Kaddour 1 Heijmans, Risto D. H. 1 Koul, Hira Lal 1 Lawford, Steve 1 Taylor, Robert A. M. 1 Tzavalis, Elias 1 Žikeš, Filip
all top 5

#### Serials

 8 Journal of Econometrics 6 Econometric Theory 4 Econometrica 3 Economics Letters 2 Econometric Exercises 1 The Annals of Statistics 1 The Review of Economic Studies 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Journal of Physics A: Mathematical and General 1 Mathematical Methods of Statistics 1 The Econometrics Journal 1 Journal of Time Series Econometrics
all top 5

#### Fields

 27 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Special functions (33-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 1 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX)

#### Citations contained in zbMATH

29 Publications have been cited 245 times in 211 Documents Cited by Year
Matrix algebra. Zbl 1084.15001
Abadir, Karim M.; Magnus, Jan R.
2005
Nonstationarity-extended local Whittle estimation. Zbl 1418.62297
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
2007
An introduction to hypergeometric functions for economists. Zbl 1073.91526
1999
Notation in econometrics: A proposal for a standard. Zbl 1037.62502
Abadir, Karim M.; Magnus, Jan R.
2002
The influence of VAR dimensions on estimator biases. Zbl 1056.62527
1999
The limiting distribution of the autocorrelation coefficient under a unit root. Zbl 0778.62014
1993
Two estimators of the long-run variance: beyond short memory. Zbl 1429.62378
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
2009
Optimal asymmetric kernels. Zbl 1255.62101
2004
Aggregation, persistence and volatility in a macro model. Zbl 1059.91078
2002
Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
2014
Testing joint hypotheses when one of the alternatives is one-sided. Zbl 1247.62144
2007
The mean-median-mode inequality: counterexamples. Zbl 1062.62015
2005
Two mixed normal densities from cointegration analysis. Zbl 1102.62348
1997
Design-free estimation of variance matrices. Zbl 1311.62078
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
2014
An I($$d$$) model with trend and cycles. Zbl 1441.62573
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
2011
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model. Zbl 1337.62239
2004
On the definition of (co-)integration. Zbl 0938.62088
Abadir, Karim M.; Taylor, Robert A. M.
1999
Unbiased estimation as a solution to testing for random walks. Zbl 0874.90052
1995
Expansions for some confluent hypergeometric functions. Zbl 0799.33002
1993
The joint moment generating function of quadratic forms in multivariate autoregressive series. Zbl 0976.62084
2001
Quantiles for $$t$$-statistics based on $$M$$-estimators of unit roots. Zbl 0990.62013
2000
The “Devil’s horns” problem of inverting confluent characteristic functions. Zbl 1130.60303
1997
Autocovariance functions of series and of their transforms. Zbl 1335.62123
2005
Density functionals, with an option-pricing application. Zbl 1441.62574
2003
Simple robust testing of regression hypotheses: a comment. Zbl 1274.62568
2002
A new test for nonstationarity against the stable alternative. Zbl 1401.62138
1995
The joint density of two functionals of Brownian motion. Zbl 0842.60082
1995
Statistics. Zbl 1401.62001
Abadir, Karim M.; Heijmans, Risto D. H.; Magnus, Jan R.
2018
Nelson-Plosser revisited: the ACF approach. Zbl 1283.91154
Abadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel
2013
Statistics. Zbl 1401.62001
Abadir, Karim M.; Heijmans, Risto D. H.; Magnus, Jan R.
2018
Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
2014
Design-free estimation of variance matrices. Zbl 1311.62078
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
2014
Nelson-Plosser revisited: the ACF approach. Zbl 1283.91154
Abadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel
2013
An I($$d$$) model with trend and cycles. Zbl 1441.62573
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
2011
Two estimators of the long-run variance: beyond short memory. Zbl 1429.62378
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
2009
Nonstationarity-extended local Whittle estimation. Zbl 1418.62297
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
2007
Testing joint hypotheses when one of the alternatives is one-sided. Zbl 1247.62144
2007
Matrix algebra. Zbl 1084.15001
Abadir, Karim M.; Magnus, Jan R.
2005
The mean-median-mode inequality: counterexamples. Zbl 1062.62015
2005
Autocovariance functions of series and of their transforms. Zbl 1335.62123
2005
Optimal asymmetric kernels. Zbl 1255.62101
2004
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model. Zbl 1337.62239
2004
Density functionals, with an option-pricing application. Zbl 1441.62574
2003
Notation in econometrics: A proposal for a standard. Zbl 1037.62502
Abadir, Karim M.; Magnus, Jan R.
2002
Aggregation, persistence and volatility in a macro model. Zbl 1059.91078
2002
Simple robust testing of regression hypotheses: a comment. Zbl 1274.62568
2002
The joint moment generating function of quadratic forms in multivariate autoregressive series. Zbl 0976.62084
2001
Quantiles for $$t$$-statistics based on $$M$$-estimators of unit roots. Zbl 0990.62013
2000
An introduction to hypergeometric functions for economists. Zbl 1073.91526
1999
The influence of VAR dimensions on estimator biases. Zbl 1056.62527
1999
On the definition of (co-)integration. Zbl 0938.62088
Abadir, Karim M.; Taylor, Robert A. M.
1999
Two mixed normal densities from cointegration analysis. Zbl 1102.62348
1997
The “Devil’s horns” problem of inverting confluent characteristic functions. Zbl 1130.60303
1997
Unbiased estimation as a solution to testing for random walks. Zbl 0874.90052
1995
A new test for nonstationarity against the stable alternative. Zbl 1401.62138
1995
The joint density of two functionals of Brownian motion. Zbl 0842.60082
1995
The limiting distribution of the autocorrelation coefficient under a unit root. Zbl 0778.62014
1993
Expansions for some confluent hypergeometric functions. Zbl 0799.33002
1993
all top 5

#### Cited by 336 Authors

 15 Abadir, Karim M. 10 Giraitis, Liudas 7 Distaso, Walter 5 Iacone, Fabrizio 5 Surgailis, Donatas 4 Koul, Hira Lal 4 Magnus, Jan R. 3 Bailey, Natalia 3 Bardet, Jean-Marc 3 Chevillon, Guillaume 3 Engwerda, Jacob Christiaan 3 Hassler, Uwe 3 Hecq, Alain W. 3 Leybourne, Stephen J. 3 Phillips, Peter Charles Bonest 3 Taylor, A. M. Robert 2 Baek, Changryong 2 Bouezmarni, Taoufik 2 Caggiano, Giovanni 2 Caner, Mehmet 2 Cavaliere, Giuseppe 2 Cheung, Ying Lun 2 Cubadda, Gianluca 2 Dahl, Christian M. 2 Danilov, Dmitry I. 2 Gil-Alana, Luis Alberiko 2 Gupta, Arjun Kumar 2 Hu, Hongchang 2 Hualde, Javier 2 Kapetanios, George 2 Kim, Hea-Jung 2 Kiviet, Jan F. 2 Kurita, Takamitsu 2 Lam, Clifford 2 Lavancier, Frédéric 2 Lawford, Steve 2 Leschinski, Christian 2 Levine, Michael W. 2 Lieberman, Offer 2 Lucas, André 2 Mavroeidis, Sophocles 2 Morris, Stephen D. 2 Nagar, Daya K. 2 Omtzigt, Pieter 2 Pesaran, M. Hashem 2 Philippe, Anne 2 Phillips, Garry D. A. 2 Pingel, Ronnie 2 Pipiras, Vladas 2 Robinson, Peter Michael 2 Salmah 2 Scaillet, Olivier 2 Sibbertsen, Philipp 2 Škarnulis, Andrius 2 Stanimirović, Predrag S. 2 Talmain, Gabriel 2 Vasnev, Andrey L. 2 Vougas, Dimitrios V. 2 Waller, Niels G. 2 Zaffaroni, Paolo 1 Achard, Sophie 1 Airola, Antti 1 Al-Darabsah, Isam 1 Aldegunde, Manuel 1 Ali, Mukhtar M. 1 Andreou, Elena 1 Arteche, Josu 1 Asai, Manabu 1 Atieh, B. 1 Avarucci, Marco 1 Baillie, Richard T. 1 Bao, Yong 1 Barnard, Roger W. 1 Battey, Heather S. 1 Bera, Anil K. 1 Bertin, Karine 1 Beutner, Eric 1 Bewley, Ronald 1 Bhansali, Rajendra J. 1 Bickel, David R. 1 Biggs, Rory 1 Bilias, Yannis 1 Bondarenko, Oleg 1 Bossa, Matias 1 Boswijk, H. Peter 1 Boucekkine, Raouf 1 Boutahar, Mohamed 1 Broadie, Mark N. 1 Cao, Yan 1 Caporale, Guglielmo Maria 1 Carstensen, Kai-Uwe 1 Castle, Jennifer L. 1 Caswell, Hal 1 Chairez, Isaac 1 Chambers, Marcus J. 1 Chan, Cheng-Han 1 Chen, Haoyao 1 Chen, Willa W. 1 Chen, Zhenlong 1 Cho, Jin Seo ...and 236 more Authors
all top 5

#### Cited in 64 Serials

 41 Journal of Econometrics 25 Econometric Theory 16 Economics Letters 12 Computational Statistics and Data Analysis 9 Statistics & Probability Letters 8 Journal of Multivariate Analysis 7 Journal of Time Series Analysis 7 The Econometrics Journal 6 Econometric Reviews 4 Automatica 4 Mathematics and Computers in Simulation 4 Journal of Economic Dynamics & Control 4 Electronic Journal of Statistics 3 Communications in Statistics. Theory and Methods 3 Statistical Papers 2 Psychometrika 2 The Annals of Statistics 2 Journal of Statistical Planning and Inference 2 Statistics 2 Machine Learning 2 Journal of Applied Statistics 2 AStA. Advances in Statistical Analysis 2 Journal of Time Series Econometrics 1 Journal of Computational Physics 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Metrika 1 Applied Mathematics and Computation 1 BIT 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Mathematical Economics 1 Theoretical Population Biology 1 Insurance Mathematics & Economics 1 Operations Research Letters 1 Statistical Science 1 Mathematical and Computer Modelling 1 Neural Networks 1 Signal Processing 1 Neural Computation 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Journal of Mathematical Imaging and Vision 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Applied Mathematics E-Notes 1 Statistical Applications in Genetics and Molecular Biology 1 Mediterranean Journal of Mathematics 1 Journal of the Korean Statistical Society 1 European Journal of Pure and Applied Mathematics 1 Bulletin of Economic Research 1 Journal of Econometric Methods
all top 5

#### Cited in 23 Fields

 177 Statistics (62-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Probability theory and stochastic processes (60-XX) 18 Numerical analysis (65-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 7 Systems theory; control (93-XX) 4 Special functions (33-XX) 4 Computer science (68-XX) 3 Real functions (26-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Biology and other natural sciences (92-XX) 2 History and biography (01-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX)