Karim Maher Abadir
Personal Details
First Name: Karim
Middle Name: Maher
Last Name: Abadir
Suffix:
RePEc Short-ID: pab8
Email:
Homepage:
Postal Address: Tanaka Business School Imperial College London South Kensington campus London SW7 2AZ UK
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Affiliation
- Business School
Imperial College - Location: London, United Kingdom
Homepage: http://www.imperial.ac.uk/business-school
Email:
Phone: +44 (0)20 7594 9137
Fax: +44 (0)20 7823 7685
Postal: South Kensington campus, London SW7 2AZ
Handle: RePEc:edi:sbimpuk (more details at EDIRC)
Works
Working papers
- Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
- Karim M. Abadir & Gabriel Talmain, 2012. "Beyond Co-Integration: Modelling Co-Movements in Macro finance," Working Paper Series 25_12, The Rimini Centre for Economic Analysis.
- Karim M. Abadir, 2012.
"The Square Root of a Matrix,"
Working Paper Series
21_12, The Rimini Centre for Economic Analysis.
- Abadir Karim M., 2012. "The Square Root of a Matrix," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
- K.M. Abadir & W. Distaso & L. Giraitis & H.L. Koul, 2012.
"Asymptotic Normality for Weighted Sums of Linear Processes,"
Working Paper Series
23_12, The Rimini Centre for Economic Analysis.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas & Koul, Hira L., 2014. "Asymptotic Normality For Weighted Sums Of Linear Processes," Econometric Theory, Cambridge University Press, vol. 30(01), pages 252-284, February.
- Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2011. "An I() model with trend and cycles," Post-Print hal-00834425, HAL.
- Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2010.
"An I(d) Model with Trend and Cycles,"
Working Paper Series
18_10, The Rimini Centre for Economic Analysis.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2011. "An I(d) model with trend and cycles," Journal of Econometrics, Elsevier, vol. 163(2), pages 186-199, August.
- Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2011. "An I() model with trend and cycles," Post-Print peer-00834425, HAL.
- Karim M. Abadir & Walter Distaso & Filip Žikeš, 2010. "Model-Free Estimation of Large Variance Matrices," Working Paper Series 17_10, The Rimini Centre for Economic Analysis.
- Karim M. Abadir, 2010.
"Is the Economic Crisis Over (and Out)?,"
Working Paper Series
23_10, The Rimini Centre for Economic Analysis.
- Karim M. Abadir, 2011. "Is the economic crisis over (and out)?," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 102-108, October.
- Karim M. Abadir, 2010. "Is the Economic Crisis Over (and Out)?," Professional Reports 02_10, The Rimini Centre for Economic Analysis.
- Karim M. Abadir & Michel Lubrano, 2010.
"Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation,"
Working Paper Series
16_10, The Rimini Centre for Economic Analysis.
- Karim Abadir & Michel Lubrano, 2010. "Explicit Solutions For The Asymptotically-Optimal Bandwidth In Cross Validation," Working Papers halshs-00472750, HAL.
- Karim M. Abadir & Gabriel Talmain, 2008. "Macro and Financial Markets: The Memory of an Elephant?," Working Paper Series 17-08, The Rimini Centre for Economic Analysis.
- Jan R. Magnus & Karim M. Abadir, 2007. "On some definitions in matrix algebra," CIRJE F-Series CIRJE-F-476, CIRJE, Faculty of Economics, University of Tokyo.
- Luciano Fratocchi & Alberto Onetti & Alessia Pisoni & Marco Talaia, 2007. "Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy," Economics and Quantitative Methods qf0708, Department of Economics, University of Insubria.
- Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 0525, European Central Bank.
- Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005.
"Nelson-Plosser Revisited: the ACF Approach,"
Working Papers
2005_7, Business School - Economics, University of Glasgow.
- Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
- Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper Series 18-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
- Abadir, K.M. & Magnus, J.R., 2003. "Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1)," Open Access publications from Tilburg University urn:nbn:nl:ui:12-119505, Tilburg University.
- Abadir, K.M. & Magnus, J.R., 2003. "The central limit theorem for student's distribution (problem 03.6.1)," Open Access publications from Tilburg University urn:nbn:nl:ui:12-119504, Tilburg University.
- Abadir, K.M. & Magnus, J.R., 2001.
"Notation in Econometrics: A Proposal for a Standard,"
Discussion Paper
2001-8, Tilburg University, Center for Economic Research.
- Karim M. Abadir & Jan R. Magnus, 2002. "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
- Karim M. Abadir & Andre Lucas, 2000.
"A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model,"
Tinbergen Institute Discussion Papers
00-033/4, Tinbergen Institute.
- Abadir, Karim M. & Lucas, Andre, 2004. "A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model," Journal of Econometrics, Elsevier, vol. 119(1), pages 45-71, March.
- Karim M. Abadir & André Lucas, . "A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model," Discussion Papers 00/21, Department of Economics, University of York.
- Karim Abadir & Gabriel Talmain, 1999. "Aggregation and persistence in a macromodel," Working Papers Department of Economics 1999/01, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Abadir, Karim, 1995.
"An Introduction to Hypergeometric Functions for Economists,"
Discussion Papers
9510, Exeter University, Department of Economics.
- Karim Abadir, 1999. "An introduction to hypergeometric functions for economists," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 287-330.
- Abadir, Karim, 1995. "Testing for Cointegration," Discussion Papers 9507, Exeter University, Department of Economics.
- Abadir, Karim, 1995.
"On Efficient Simulations in Dynamic Models,"
Discussion Papers
9521, Exeter University, Department of Economics.
- Abadir Karim M. & Paruolo Paolo, 2008. "On efficient simulation in dynamic models," Economics and Quantitative Methods qf0709, Department of Economics, University of Insubria.
- Abadir, Karim & Hadri, K. & Tzavalis, E., 1994. "The Asymptotic Influence of VAR Dimension on Estimator Biases," Discussion Papers 9406, Exeter University, Department of Economics.
- Abadir, Karim & Larson, Rolf, 1994.
"The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series,"
Discussion Papers
9404, Exeter University, Department of Economics.
- Abadir, Karim M. & Larsson, Rolf, 2001. "The Joint Moment Generating Function Of Quadratic Forms In Multivariate Autoregressive Series," Econometric Theory, Cambridge University Press, vol. 17(01), pages 222-246, February.
- Abadir, Karim M. & Larsson, Rolf, 1996. "The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series," Econometric Theory, Cambridge University Press, vol. 12(04), pages 682-704, October.
- Abadir, Karim, 1994. "The Joint Density of Two Functionals of a Brownian Motion," Discussion Papers 9403, Exeter University, Department of Economics.
- Abadir, Karim & Larsson, R., 1994.
"Cointegration Theory, Equilibrium and Disequilibrium Economics,"
Discussion Papers
9407, Exeter University, Department of Economics.
- Karim Maher Abadir, 2004. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Manchester School, University of Manchester, vol. 72(1), pages 60-71, 01.
- Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, Exeter University, Department of Economics.
- Abadir, K.M., 1992. "Some Expansions for the Parabolic Cylinder Function," Papers 1992-1, American Cairo - Economics and Political Sciences.
- Abadir, K.M., 1992. "The Limiting Distribution of Functional of a Viener Process," Papers 1992-3, American Cairo - Economics and Political Sciences.
- Abadir, K.M., 1992.
"The Limiting Distribution of the T Ratio Under a Unit Root,"
Papers
1992-2, American Cairo - Economics and Political Sciences.
- Abadir, Karim M., 1995. "The Limiting Distribution of the t Ratio Under a Unit Root," Econometric Theory, Cambridge University Press, vol. 11(04), pages 775-793, August.
- Karim Abadir & Gabriel Talmain, .
"Aggregation, Persistence and Volatility in a Macromodel,"
Discussion Papers
01/03, Department of Economics, University of York.
- Karim Abadir & Gabriel Talmain, 2002. "Aggregation, Persistence and Volatility in a Macro Model," Review of Economic Studies, Oxford University Press, vol. 69(4), pages 749-779.
- Abadir, Karim & Talmain, Gabriel, 2002. "Aggregation, Persistence and Volatility in a Macro Model," Review of Economic Studies, Wiley Blackwell, vol. 69(4), pages 749-79, October.
- Karim Abadir & Gabriel Talmain, 2001. "Aggregation, Persistence and Volatility in a Macromodel," Working Papers w200106, Banco de Portugal, Economics and Research Department.
- Karim Abadir & Kaddour Hadri, .
"Bias Nonmonotonicity in Stochastic Difference Equations,"
Discussion Papers
96/15, Department of Economics, University of York.
- Abadir, Karim & Hadri, K., 1995. "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 9512, Exeter University, Department of Economics.
- Karim Abadir & Gabriel Talmain, .
"Depreciation Rates and Capital Stocks,"
Discussion Papers
98/3, Department of Economics, University of York.
- Abadir, Karim & Talmain, Gabriel, 2001. "Depreciation Rates and Capital Stocks," Manchester School, University of Manchester, vol. 69(1), pages 42-51, January.
- K Abadir & W Distaso & L Giraitis, . "Two estimators of the long-run variance," Discussion Papers 05/19, Department of Economics, University of York.
- K Abadir & W Distaso & L Giraitis, . "Semiparametric estimation and inference for trending I(d) and related processes," Discussion Papers 05/15, Department of Economics, University of York.
- Karim Abadir & Michael Rockinger, . "Density-Embedding Functions," Discussion Papers 97/16, Department of Economics, University of York.
- Karim Abadir & Kaddour Hadri & Elias Tzavalis, .
"The Influence of VAR Dimensions on Estimator Biases,"
Discussion Papers
96/14, Department of Economics, University of York.
- Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 1999. "The Influence of VAR Dimensions on Estimator Biases," Econometrica, Econometric Society, vol. 67(1), pages 163-182, January.
- Karim M Abadir & Rolf Larsson, . "The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components," Discussion Papers 98/23, Department of Economics, University of York.
- K Abadir & W Distaso, .
"Testing joint hypotheses when one of the alternatives is one-sided,"
Discussion Papers
05/13, Department of Economics, University of York.
- Abadir, Karim M. & Distaso, Walter, 2007. "Testing joint hypotheses when one of the alternatives is one-sided," Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
- K Abadir & W Distaso & L Giraitis, . "Local Whittle estimation, fully extended for nonstationarity," Discussion Papers 05/16, Department of Economics, University of York.
- Karim M. Abadir & A. M. Robert Taylor, . "On the Definitions of (Co-)Integration," Discussion Papers 97/19, Department of Economics, University of York.
- Karim Abadir & Steve Lawford, . "Asymmetric Kernels for Density Estimation," Discussion Papers 98/21, Department of Economics, University of York.
- K Abadir & R Larsson, .
"Biases of correlograms and of AR representations of stationary series,"
Discussion Papers
05/21, Department of Economics, University of York.
- Abadir Karim M. & Larsson Rolf, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-11, May.
- Karim M. Abadir & Rolf Larsson, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Working Paper Series 24_12, The Rimini Centre for Economic Analysis.
Articles
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas & Koul, Hira L., 2014.
"Asymptotic Normality For Weighted Sums Of Linear Processes,"
Econometric Theory,
Cambridge University Press, vol. 30(01), pages 252-284, February.
- K.M. Abadir & W. Distaso & L. Giraitis & H.L. Koul, 2012. "Asymptotic Normality for Weighted Sums of Linear Processes," Working Paper Series 23_12, The Rimini Centre for Economic Analysis.
- Abadir, Karim M. & Distaso, Walter & Žikeš, Filip, 2014. "Design-free estimation of variance matrices," Journal of Econometrics, Elsevier, vol. 181(2), pages 165-180.
- Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013.
"Nelson–Plosser revisited: The ACF approach,"
Journal of Econometrics,
Elsevier, vol. 175(1), pages 22-34.
- Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
- Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper Series 18-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
- Karim M. Abadir, 2013. "Lies, Damned Lies, and Statistics? Examples From Finance and Economics," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(4), pages 231-248, December.
- Abadir Karim M. & Larsson Rolf, 2012.
"Biases of Correlograms and of AR Representations of Stationary Series,"
Journal of Time Series Econometrics,
De Gruyter, vol. 4(1), pages 1-11, May.
- Karim M. Abadir & Rolf Larsson, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Working Paper Series 24_12, The Rimini Centre for Economic Analysis.
- K Abadir & R Larsson, . "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.
- Abadir Karim M., 2012.
"The Square Root of a Matrix,"
Journal of Time Series Econometrics,
De Gruyter, vol. 4(2), pages 1-7, November.
- Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper Series 21_12, The Rimini Centre for Economic Analysis.
- Karim M. Abadir, 2011.
"Is the economic crisis over (and out)?,"
Review of Economic Analysis,
Rimini Centre for Economic Analysis, vol. 3(2), pages 102-108, October.
- Karim M. Abadir, 2010. "Is the Economic Crisis Over (and Out)?," Professional Reports 02_10, The Rimini Centre for Economic Analysis.
- Karim M. Abadir, 2010. "Is the Economic Crisis Over (and Out)?," Working Paper Series 23_10, The Rimini Centre for Economic Analysis.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2011.
"An I(d) model with trend and cycles,"
Journal of Econometrics,
Elsevier, vol. 163(2), pages 186-199, August.
- Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2011. "An I() model with trend and cycles," Post-Print peer-00834425, HAL.
- Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2010. "An I(d) Model with Trend and Cycles," Working Paper Series 18_10, The Rimini Centre for Economic Analysis.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2009. "Two estimators of the long-run variance: Beyond short memory," Journal of Econometrics, Elsevier, vol. 150(1), pages 56-70, May.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
- Abadir, Karim M. & Distaso, Walter, 2007.
"Testing joint hypotheses when one of the alternatives is one-sided,"
Journal of Econometrics,
Elsevier, vol. 140(2), pages 695-718, October.
- K Abadir & W Distaso, . "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
- Abadir, Karim M., 2005. "The Mean-Median-Mode Inequality: Counterexamples," Econometric Theory, Cambridge University Press, vol. 21(02), pages 477-482, April.
- Abadir, Karim M. & Talmain, Gabriel, 2005. "Autocovariance functions of series and of their transforms," Journal of Econometrics, Elsevier, vol. 124(2), pages 227-252, February.
- Karim Maher Abadir, 2004.
"Cointegration Theory, Equilibrium and Disequilibrium Economics,"
Manchester School,
University of Manchester, vol. 72(1), pages 60-71, 01.
- Abadir, Karim & Larsson, R., 1994. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Discussion Papers 9407, Exeter University, Department of Economics.
- Abadir, Karim M. & Lucas, Andre, 2004.
"A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model,"
Journal of Econometrics,
Elsevier, vol. 119(1), pages 45-71, March.
- Karim M. Abadir & André Lucas, . "A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model," Discussion Papers 00/21, Department of Economics, University of York.
- Karim M. Abadir & Andre Lucas, 2000. "A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model," Tinbergen Institute Discussion Papers 00-033/4, Tinbergen Institute.
- Abadir, Karim M. & Magnus, Jan R., 2004. "03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Solution," Econometric Theory, Cambridge University Press, vol. 20(04), pages 805-807, August.
- Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.
- Abadir, Karim & Magnus, Jan, 2004. "03.6.1 The Central Limit Theorem for Student's Distribution Solution," Econometric Theory, Cambridge University Press, vol. 20(06), pages 1261-1263, December.
- Abadir, Karim M. & Rockinger, Michael, 2003. "Density Functionals, With An Option-Pricing Application," Econometric Theory, Cambridge University Press, vol. 19(05), pages 778-811, October.
- Abadir, Karim M. & Magnus, Jan R., 2003. "03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance," Econometric Theory, Cambridge University Press, vol. 19(04), pages 691-691, August.
- Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 2003. "Rejoinder to Comment by Doornik, Nielsen, and Rothenberg," Econometrica, Econometric Society, vol. 71(1), pages 385-386, January.
- Abadir, Karim & Magnus, Jan, 2003. "03.6.1. The Central Limit Theorem for Student's Distribution," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1195-1195, December.
- Karim M. Abadir & Jan R. Magnus, 2002.
"Notation in econometrics: a proposal for a standard,"
Econometrics Journal,
Royal Economic Society, vol. 5(1), pages 76-90, June.
- Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics: A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
- Abadir, Karim & Talmain, Gabriel, 2002.
"Aggregation, Persistence and Volatility in a Macro Model,"
Review of Economic Studies,
Wiley Blackwell, vol. 69(4), pages 749-79, October.
- Karim Abadir & Gabriel Talmain, 2002. "Aggregation, Persistence and Volatility in a Macro Model," Review of Economic Studies, Oxford University Press, vol. 69(4), pages 749-779.
- Karim Abadir & Gabriel Talmain, . "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.
- Karim Abadir & Gabriel Talmain, 2001. "Aggregation, Persistence and Volatility in a Macromodel," Working Papers w200106, Banco de Portugal, Economics and Research Department.
- Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
- Abadir, Karim M. & Larsson, Rolf, 2001.
"The Joint Moment Generating Function Of Quadratic Forms In Multivariate Autoregressive Series,"
Econometric Theory,
Cambridge University Press, vol. 17(01), pages 222-246, February.
- Abadir, Karim M. & Larsson, Rolf, 1996. "The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series," Econometric Theory, Cambridge University Press, vol. 12(04), pages 682-704, October.
- Abadir, Karim & Larson, Rolf, 1994. "The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series," Discussion Papers 9404, Exeter University, Department of Economics.
- Abadir, Karim & Talmain, Gabriel, 2001.
"Depreciation Rates and Capital Stocks,"
Manchester School,
University of Manchester, vol. 69(1), pages 42-51, January.
- Karim Abadir & Gabriel Talmain, . "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York.
- Abadir, Karim M & Hadri, Kaddour, 2000. "Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations," Bulletin of Economic Research, Wiley Blackwell, vol. 52(2), pages 91-100, April.
- Abadir, Karim M. & Lucas, Andre, 2000. "Quantiles for t-statistics based on M-estimators of unit roots," Economics Letters, Elsevier, vol. 67(2), pages 131-137, May.
- Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 1999.
"The Influence of VAR Dimensions on Estimator Biases,"
Econometrica,
Econometric Society, vol. 67(1), pages 163-182, January.
- Karim Abadir & Kaddour Hadri & Elias Tzavalis, . "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.
- Karim Abadir, 1999.
"An introduction to hypergeometric functions for economists,"
Econometric Reviews,
Taylor & Francis Journals, vol. 18(3), pages 287-330.
- Abadir, Karim, 1995. "An Introduction to Hypergeometric Functions for Economists," Discussion Papers 9510, Exeter University, Department of Economics.
- Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
- Karim M. Abadir & Michael Rockinger, 1997. "The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions," Econometrica, Econometric Society, vol. 65(5), pages 1221-1226, September.
- Abadir, Karim M., 1995. "A New Test for Nonstationarity Against the Stable Alternative," Econometric Theory, Cambridge University Press, vol. 11(01), pages 81-104, February.
- Abadir, Karim M., 1995.
"The Limiting Distribution of the t Ratio Under a Unit Root,"
Econometric Theory,
Cambridge University Press, vol. 11(04), pages 775-793, August.
- Abadir, K.M., 1992. "The Limiting Distribution of the T Ratio Under a Unit Root," Papers 1992-2, American Cairo - Economics and Political Sciences.
- Abadir, Karim M., 1995. "Unbiased estimation as a solution to testing for random walks," Economics Letters, Elsevier, vol. 47(3-4), pages 263-268, March.
- Abadir, Karim M., 1993. "On the Asymptotic Power of Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 9(02), pages 189-221, April.
- Abadir, Karim M., 1993. "Ols Bias in a Nonstationary Autoregression," Econometric Theory, Cambridge University Press, vol. 9(01), pages 81-93, January.
- Abadir, Karim M, 1992. "A Distribution Generating Equation for Unit-Root Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 305-23, August.
Books
- Abadir,Karim M. & Magnus,Jan R., 2005.
"Matrix Algebra,"
Cambridge Books,
Cambridge University Press, number 9780521537469, October.
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521822893, October.
Editor
- Econometrics Journal, Royal Economic Society.
NEP Fields
24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CFN: Corporate Finance (1) 1998-12-09
- NEP-ECM: Econometrics (10) 2000-06-29 2001-02-14 2005-10-22 2008-07-30 2010-04-24 2010-06-26 2010-06-26 2010-06-26 2012-06-25 2012-06-25. Author is listed
- NEP-ETS: Econometric Time Series (7) 2000-06-29 2005-10-22 2008-07-30 2010-06-26 2010-06-26 2012-06-25 2012-06-25. Author is listed
- NEP-FMK: Financial Markets (1) 2005-11-12
- NEP-MAC: Macroeconomics (5) 2005-10-22 2005-11-12 2008-07-30 2008-07-30 2012-06-25. Author is listed
- NEP-MIC: Microeconomics (1) 1998-12-09
- NEP-ORE: Operations Research (1) 2010-06-26
- NEP-PUB: Public Finance (1) 1999-02-22
Statistics
This author is among the top 5% authors according to these criteria:- Number of Works
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- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
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- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Most cited item
- Karim Abadir & Gabriel Talmain, . "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.
Most downloaded item (past 12 months)
- Karim Abadir & Gabriel Talmain, . "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York.
Access and download statistics for all items
Co-authorship network on CollEc
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