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Karim Maher Abadir

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Personal Details

First Name: Karim
Middle Name: Maher
Last Name: Abadir
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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

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Working papers

  1. Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
  2. 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.
  3. Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper Series 21_12, The Rimini Centre for Economic Analysis.
  4. 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.
  5. Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2011. "An I() model with trend and cycles," Post-Print hal-00834425, HAL.
  6. 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.
  7. 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.
  8. Karim M. Abadir, 2010. "Is the Economic Crisis Over (and Out)?," Working Paper Series 23_10, The Rimini Centre for Economic Analysis.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 0525, European Central Bank.
  14. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Abadir, Karim, 1995. "An Introduction to Hypergeometric Functions for Economists," Discussion Papers 9510, Exeter University, Department of Economics.
  21. Abadir, Karim, 1995. "Testing for Cointegration," Discussion Papers 9507, Exeter University, Department of Economics.
  22. Abadir, Karim, 1995. "On Efficient Simulations in Dynamic Models," Discussion Papers 9521, Exeter University, Department of Economics.
  23. Abadir, Karim & Hadri, K. & Tzavalis, E., 1994. "The Asymptotic Influence of VAR Dimension on Estimator Biases," Discussion Papers 9406, Exeter University, Department of Economics.
  24. 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.
  25. Abadir, Karim, 1994. "The Joint Density of Two Functionals of a Brownian Motion," Discussion Papers 9403, Exeter University, Department of Economics.
  26. Abadir, Karim & Larsson, R., 1994. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Discussion Papers 9407, Exeter University, Department of Economics.
  27. Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, Exeter University, Department of Economics.
  28. Abadir, K.M., 1992. "Some Expansions for the Parabolic Cylinder Function," Papers 1992-1, American Cairo - Economics and Political Sciences.
  29. Abadir, K.M., 1992. "The Limiting Distribution of Functional of a Viener Process," Papers 1992-3, American Cairo - Economics and Political Sciences.
  30. Abadir, K.M., 1992. "The Limiting Distribution of the T Ratio Under a Unit Root," Papers 1992-2, American Cairo - Economics and Political Sciences.
  31. Karim Abadir & Gabriel Talmain, . "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.
  32. Karim Abadir & Kaddour Hadri, . "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 96/15, Department of Economics, University of York.
  33. Karim Abadir & Gabriel Talmain, . "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York.
  34. K Abadir & W Distaso & L Giraitis, . "Two estimators of the long-run variance," Discussion Papers 05/19, Department of Economics, University of York.
  35. 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.
  36. Karim Abadir & Michael Rockinger, . "Density-Embedding Functions," Discussion Papers 97/16, Department of Economics, University of York.
  37. Karim Abadir & Kaddour Hadri & Elias Tzavalis, . "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.
  38. 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.
  39. 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.
  40. K Abadir & W Distaso & L Giraitis, . "Local Whittle estimation, fully extended for nonstationarity," Discussion Papers 05/16, Department of Economics, University of York.
  41. Karim M. Abadir & A. M. Robert Taylor, . "On the Definitions of (Co-)Integration," Discussion Papers 97/19, Department of Economics, University of York.
  42. Karim Abadir & Steve Lawford, . "Asymmetric Kernels for Density Estimation," Discussion Papers 98/21, Department of Economics, University of York.
  43. K Abadir & R Larsson, . "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.

Articles

  1. 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.
  2. Abadir, Karim M. & Distaso, Walter & Žikeš, Filip, 2014. "Design-free estimation of variance matrices," Journal of Econometrics, Elsevier, vol. 181(2), pages 165-180.
  3. Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
  4. 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.
  5. 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.
  6. Abadir Karim M., 2012. "The Square Root of a Matrix," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
  7. 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.
  8. 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.
  9. 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.
  10. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
  11. 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.
  12. Abadir, Karim M., 2005. "The Mean-Median-Mode Inequality: Counterexamples," Econometric Theory, Cambridge University Press, vol. 21(02), pages 477-482, April.
  13. 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.
  14. Karim Maher Abadir, 2004. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Manchester School, University of Manchester, vol. 72(1), pages 60-71, 01.
  15. 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.
  16. 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.
  17. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
  26. 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.
  27. Abadir, Karim & Talmain, Gabriel, 2001. "Depreciation Rates and Capital Stocks," Manchester School, University of Manchester, vol. 69(1), pages 42-51, January.
  28. 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.
  29. 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.
  30. 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.
  31. Karim Abadir, 1999. "An introduction to hypergeometric functions for economists," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 287-330.
  32. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. Abadir, Karim M., 1993. "On the Asymptotic Power of Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 9(02), pages 189-221, April.
  38. Abadir, Karim M., 1993. "Ols Bias in a Nonstationary Autoregression," Econometric Theory, Cambridge University Press, vol. 9(01), pages 81-93, January.
  39. 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

  1. Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, October.

Editor

  1. 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):
  1. NEP-CFN: Corporate Finance (1) 1998-12-09
  2. 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
  3. 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
  4. NEP-FMK: Financial Markets (1) 2005-11-12
  5. NEP-MAC: Macroeconomics (5) 2005-10-22 2005-11-12 2008-07-30 2008-07-30 2012-06-25. Author is listed
  6. NEP-MIC: Microeconomics (1) 1998-12-09
  7. NEP-ORE: Operations Research (1) 2010-06-26
  8. NEP-PUB: Public Finance (1) 1999-02-22

Statistics

This author is among the top 5% authors according to these criteria:
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