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Abadir, Karim M.

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Author ID: abadir.karim-m Recent zbMATH articles by "Abadir, Karim M."
Published as: Abadir, K. M.; Abadir, Karim; Abadir, Karim M.
Documents Indexed: 32 Publications since 1993, including 2 Books

Publications by Year

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.
52
2005
Nonstationarity-extended local Whittle estimation. Zbl 1418.62297
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
33
2007
An introduction to hypergeometric functions for economists. Zbl 1073.91526
Abadir, Karim M.
15
1999
Notation in econometrics: A proposal for a standard. Zbl 1037.62502
Abadir, Karim M.; Magnus, Jan R.
13
2002
The influence of VAR dimensions on estimator biases. Zbl 1056.62527
Abadir, Karim M.; Hadri, Kaddour; Tzavalis, Elias
13
1999
The limiting distribution of the autocorrelation coefficient under a unit root. Zbl 0778.62014
Abadir, Karim M.
13
1993
Two estimators of the long-run variance: beyond short memory. Zbl 1429.62378
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
11
2009
Optimal asymmetric kernels. Zbl 1255.62101
Abadir, Karim M.; Lawford, Steve
11
2004
Aggregation, persistence and volatility in a macro model. Zbl 1059.91078
Abadir, Karim; Talmain, Gabriel
10
2002
Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
9
2014
Testing joint hypotheses when one of the alternatives is one-sided. Zbl 1247.62144
Abadir, Karim M.; Distaso, Walter
9
2007
The mean-median-mode inequality: counterexamples. Zbl 1062.62015
Abadir, Karim M.
6
2005
Two mixed normal densities from cointegration analysis. Zbl 1102.62348
Abadir, Karim M.; Paruolo, Paolo
5
1997
Design-free estimation of variance matrices. Zbl 1311.62078
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
4
2014
An I(\(d\)) model with trend and cycles. Zbl 1441.62573
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
4
2011
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model. Zbl 1337.62239
Abadir, Karim M.; Lucas, André
4
2004
On the definition of (co-)integration. Zbl 0938.62088
Abadir, Karim M.; Taylor, Robert A. M.
4
1999
Unbiased estimation as a solution to testing for random walks. Zbl 0874.90052
Abadir, Karim M.
4
1995
Expansions for some confluent hypergeometric functions. Zbl 0799.33002
Abadir, Karim M.
4
1993
The joint moment generating function of quadratic forms in multivariate autoregressive series. Zbl 0976.62084
Abadir, Karim M.; Larsson, Rolf
3
2001
Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots. Zbl 0990.62013
Abadir, K. M.; Lucas, A.
3
2000
The “Devil’s horns” problem of inverting confluent characteristic functions. Zbl 1130.60303
Abadir, Karim M.; Rockinger, Michael
3
1997
Autocovariance functions of series and of their transforms. Zbl 1335.62123
Abadir, Karim M.; Talmain, Gabriel
2
2005
Density functionals, with an option-pricing application. Zbl 1441.62574
Abadir, Karim M.; Rockinger, Michael
2
2003
Simple robust testing of regression hypotheses: a comment. Zbl 1274.62568
Abadir, Karim M.; Paruolo, Paolo
2
2002
A new test for nonstationarity against the stable alternative. Zbl 1401.62138
Abadir, Karim M.
2
1995
The joint density of two functionals of Brownian motion. Zbl 0842.60082
Abadir, Karim M.
2
1995
Statistics. Zbl 1401.62001
Abadir, Karim M.; Heijmans, Risto D. H.; Magnus, Jan R.
1
2018
Nelson-Plosser revisited: the ACF approach. Zbl 1283.91154
Abadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel
1
2013
Statistics. Zbl 1401.62001
Abadir, Karim M.; Heijmans, Risto D. H.; Magnus, Jan R.
1
2018
Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
9
2014
Design-free estimation of variance matrices. Zbl 1311.62078
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
4
2014
Nelson-Plosser revisited: the ACF approach. Zbl 1283.91154
Abadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel
1
2013
An I(\(d\)) model with trend and cycles. Zbl 1441.62573
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
4
2011
Two estimators of the long-run variance: beyond short memory. Zbl 1429.62378
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
11
2009
Nonstationarity-extended local Whittle estimation. Zbl 1418.62297
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
33
2007
Testing joint hypotheses when one of the alternatives is one-sided. Zbl 1247.62144
Abadir, Karim M.; Distaso, Walter
9
2007
Matrix algebra. Zbl 1084.15001
Abadir, Karim M.; Magnus, Jan R.
52
2005
The mean-median-mode inequality: counterexamples. Zbl 1062.62015
Abadir, Karim M.
6
2005
Autocovariance functions of series and of their transforms. Zbl 1335.62123
Abadir, Karim M.; Talmain, Gabriel
2
2005
Optimal asymmetric kernels. Zbl 1255.62101
Abadir, Karim M.; Lawford, Steve
11
2004
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model. Zbl 1337.62239
Abadir, Karim M.; Lucas, André
4
2004
Density functionals, with an option-pricing application. Zbl 1441.62574
Abadir, Karim M.; Rockinger, Michael
2
2003
Notation in econometrics: A proposal for a standard. Zbl 1037.62502
Abadir, Karim M.; Magnus, Jan R.
13
2002
Aggregation, persistence and volatility in a macro model. Zbl 1059.91078
Abadir, Karim; Talmain, Gabriel
10
2002
Simple robust testing of regression hypotheses: a comment. Zbl 1274.62568
Abadir, Karim M.; Paruolo, Paolo
2
2002
The joint moment generating function of quadratic forms in multivariate autoregressive series. Zbl 0976.62084
Abadir, Karim M.; Larsson, Rolf
3
2001
Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots. Zbl 0990.62013
Abadir, K. M.; Lucas, A.
3
2000
An introduction to hypergeometric functions for economists. Zbl 1073.91526
Abadir, Karim M.
15
1999
The influence of VAR dimensions on estimator biases. Zbl 1056.62527
Abadir, Karim M.; Hadri, Kaddour; Tzavalis, Elias
13
1999
On the definition of (co-)integration. Zbl 0938.62088
Abadir, Karim M.; Taylor, Robert A. M.
4
1999
Two mixed normal densities from cointegration analysis. Zbl 1102.62348
Abadir, Karim M.; Paruolo, Paolo
5
1997
The “Devil’s horns” problem of inverting confluent characteristic functions. Zbl 1130.60303
Abadir, Karim M.; Rockinger, Michael
3
1997
Unbiased estimation as a solution to testing for random walks. Zbl 0874.90052
Abadir, Karim M.
4
1995
A new test for nonstationarity against the stable alternative. Zbl 1401.62138
Abadir, Karim M.
2
1995
The joint density of two functionals of Brownian motion. Zbl 0842.60082
Abadir, Karim M.
2
1995
The limiting distribution of the autocorrelation coefficient under a unit root. Zbl 0778.62014
Abadir, Karim M.
13
1993
Expansions for some confluent hypergeometric functions. Zbl 0799.33002
Abadir, Karim M.
4
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

Citations by Year