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Information about:
Karim Maher Abadir

Personal Details | Affiliation | Works
This is information that was supplied by Karim Abadir in registering through RePEc. If you are Karim Maher Abadir , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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

(in no particular order)

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. Karim Abadir & Gabriel Talmain, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank. [Downloadable!]

  3. Abadir, K.M. & Magnus, J.R., 2001. "Notation in econometrics : a proposal for a standard," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  4. 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. [Downloadable!]
    Other versions:
    Published as:

  5. Karim Abadir & Gabriel Talmain, 1999. "Aggregation and persistence in a macromodel," Working Papers 1999/01, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..

  6. Abadir, K.M., 1995. "An Introduction to Hypergeometric Functions for Economists," Discussion Papers 95/10, University of Exeter, School of Business and Economics.
    Published as:

  7. Abadir, K.M., 1995. "Testing for Cointegration," Discussion Papers 95/07, University of Exeter, School of Business and Economics.

  8. Abadir, K.M., 1995. "On Efficient Simulations in Dynamic Models," Discussion Papers 95/21, University of Exeter, School of Business and Economics.

  9. Abadir, K.M. & Hadri, K., 1995. "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 95/12, University of Exeter, School of Business and Economics.
    Other versions:

  10. Abadir, K.M. & Hadri, K. & Tzavalis, E., 1994. "The Asymptotic Influence of VAR Dimension on Estimator Biases," Discussion Papers 94-06, University of Exeter, School of Business and Economics.

  11. Abadir, K.M. & Larsson, R., 1994. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Discussion Papers 94-07, University of Exeter, School of Business and Economics.
    Published as:

  12. Abadir, K.M. & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 94-05, University of Exeter, School of Business and Economics.

  13. Abadir, K.M., 1992. "The Limiting Distribution of the T Ratio Under a Unit Root," Papers 1992-2, American Cairo - Economics and Political Sciences.

  14. Abadir, K.M., 1992. "The Limiting Distribution of Functional of a Viener Process," Papers 1992-3, American Cairo - Economics and Political Sciences.

  15. Abadir, K.M., 1992. "Some Expansions for the Parabolic Cylinder Function," Papers 1992-1, American Cairo - Economics and Political Sciences.

  16. Karim Abadir and & Steve Lawford, . "Asymmetric Kernels for Density Estimation," Discussion Papers 98/21, Department of Economics, University of York.

  17. 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.

  18. K Abadir & W Distaso & L Giraitis, . "Local Whittle estimation, fully extended for nonstationarity," Discussion Papers 05/16, Department of Economics, University of York.

  19. Karim Abadir & Michael Rockinger, . "Density-Embedding Functions," Discussion Papers 97/16, Department of Economics, University of York.

  20. K Abadir & W Distaso & L Giraitis, . "Two estimators of the long-run variance," Discussion Papers 05/19, Department of Economics, University of York.

  21. Karim M Abadir and & 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.

  22. Karim Abadir & Gabriel Talmain, . "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.
    Published as:

  23. 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.
    Published as:

  24. Karim Abadir & Gabriel Talmain, . "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York. [Downloadable!]
    Published as:

  25. Karim M. Abadir & A. M. Robert Taylor, . "On the Definitions of (Co-)Integration," Discussion Papers 97/19, Department of Economics, University of York.

  26. Karim Abadir & Kaddour Hadri & Elias Tzavalis, . "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.
    Published as:

  27. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, . "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Department of Economics, University of Glasgow. [Downloadable!]

  28. 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, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 127(2), pages 1353-1384, December. [Downloadable!] (restricted)

  2. Abadir, Karim M. & Distaso, Walter, 2007. "Testing joint hypotheses when one of the alternatives is one-sided," Journal of Econometrics, Elsevier, vol. 127(2), pages 695-718, October. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)

  4. Abadir, Karim M., 2005. "The Mean-Median-Mode Inequality: Counterexamples," Econometric Theory, Cambridge University Press, vol. 21(02), pages 477-482, March. [Downloadable!]

  5. 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. [Downloadable!]

  6. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!]

  9. Karim Maher Abadir, 2004. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Manchester School, University of Manchester, vol. 72(1), pages 60-71, 01. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!]

  11. 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. [Downloadable!] (restricted)

  12. Abadir, Karim M. & Rockinger, Michael, 2003. "Density Functionals, With An Option-Pricing Application," Econometric Theory, Cambridge University Press, vol. 19(05), pages 778-811, August. [Downloadable!]

  13. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September. [Downloadable!] (restricted)

  14. Abadir, Karim & Talmain, Gabriel, 2002. "Aggregation, Persistence and Volatility in a Macro Model," Review of Economic Studies, Blackwell Publishing, vol. 69(4), pages 749-79, October.
    Other versions:

  15. 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. [Downloadable!] (restricted)
    Other versions:

  16. Abadir, Karim & Talmain, Gabriel, 2001. "Depreciation Rates and Capital Stocks," Manchester School, University of Manchester, vol. 69(1), pages 42-51, January. [Downloadable!] (restricted)
    Other versions:

  17. 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. [Downloadable!]

  18. Abadir, Karim M & Hadri, Kaddour, 2000. "Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations," Bulletin of Economic Research, Blackwell Publishing, vol. 52(2), pages 91-100, April.

  19. 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. [Downloadable!] (restricted)

  20. Karim Abadir, 1999. "An introduction to hypergeometric functions for economists," Econometric Reviews, Taylor and Francis Journals, vol. 18(3), pages 287-330. [Downloadable!] (restricted)
    Other versions:

  21. 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.
    Other versions:

  22. 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.

  23. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.

  24. 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. [Downloadable!] (restricted)

  25. 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.

  26. RePEc:cup:etheor:v:11:y:1995:i:1:p:81-104 is not listed on IDEAS

  27. RePEc:cup:etheor:v:11:y:1995:i:4:p:775-93 is not listed on IDEAS

  28. RePEc:cup:etheor:v:9:y:1993:i:2:p:189-221 is not listed on IDEAS

  29. RePEc:cup:etheor:v:12:y:1996:i:4:p:682-704 is not listed on IDEAS

  30. RePEc:cup:etheor:v:9:y:1993:i:1:p:81-93 is not listed on IDEAS

Editor

  1. Econometrics Journal, Royal Economic Society.

NEP Fields

9 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 (3) 2000-06-29 2001-02-14 2005-10-22 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2000-06-29 2005-10-22
  4. NEP-FMK: Financial Markets (1) 2005-11-12
  5. NEP-MAC: Macroeconomics (2) 2005-10-22 2005-11-12
  6. NEP-MIC: Microeconomics (1) 1998-12-09
  7. NEP-PUB: Public Finance (1) 1999-02-22
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This page was last updated on 2008-5-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.