IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Karim Maher Abadir

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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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
Phone:
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)
in new window

  1. 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.
  2. Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
  3. 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.
  4. Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper Series 21_12, The Rimini Centre for Economic Analysis.
  5. 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.
  6. Karim M. Abadir, 2010. "Is the Economic Crisis Over (and Out)?," Working Paper Series 23_10, The Rimini Centre for Economic Analysis.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  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. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
  13. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 0525, European Central Bank.
  14. Abadir, K.M. & Magnus, J.R., 2003. "The central limit theorem for student's distribution (problem 03.6.1)," Other publications TiSEM db2f431c-4bcc-4b10-8119-a, Tilburg University, School of Economics and Management.
  15. Abadir, K.M. & Magnus, J.R., 2003. "Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1)," Other publications TiSEM fcb946a3-e8de-48b3-9487-9, Tilburg University, School of Economics and Management.
  16. 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.
  17. 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.
  18. Abadir, Karim, 1995. "Testing for Cointegration," Discussion Papers 9507, Exeter University, Department of Economics.
  19. Abadir, Karim, 1995. "On Efficient Simulations in Dynamic Models," Discussion Papers 9521, Exeter University, Department of Economics.
  20. Abadir, Karim, 1995. "An Introduction to Hypergeometric Functions for Economists," Discussion Papers 9510, Exeter University, Department of Economics.
  21. Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, Exeter University, Department of Economics.
  22. Abadir, Karim, 1994. "The Joint Density of Two Functionals of a Brownian Motion," Discussion Papers 9403, 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 & Larsson, R., 1994. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Discussion Papers 9407, Exeter University, Department of Economics.
  25. 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.
  26. Abadir, K.M., 1992. "The Limiting Distribution of Functional of a Viener Process," Papers 1992-3, American Cairo - Economics and Political Sciences.
  27. Abadir, K.M., 1992. "Some Expansions for the Parabolic Cylinder Function," Papers 1992-1, American Cairo - Economics and Political Sciences.
  28. Abadir, K.M., 1992. "The Limiting Distribution of the T Ratio Under a Unit Root," Papers 1992-2, American Cairo - Economics and Political Sciences.
  29. Karim Abadir & Kaddour Hadri & Elias Tzavalis, . "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.
  30. 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.
  31. K Abadir & R Larsson, . "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.
  32. 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.
  33. Karim Abadir & Gabriel Talmain, . "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York.
  34. Karim Abadir & Kaddour Hadri, . "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 96/15, Department of Economics, University of York.
  35. K Abadir & W Distaso & L Giraitis, . "Local Whittle estimation, fully extended for nonstationarity," Discussion Papers 05/16, Department of Economics, University of York.
  36. Karim Abadir & Steve Lawford, . "Asymmetric Kernels for Density Estimation," Discussion Papers 98/21, Department of Economics, University of York.
  37. Karim Abadir & Gabriel Talmain, . "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.
  38. Karim M. Abadir & A. M. Robert Taylor, . "On the Definitions of (Co-)Integration," Discussion Papers 97/19, Department of Economics, University of York.
  39. Karim Abadir & Michael Rockinger, . "Density-Embedding Functions," Discussion Papers 97/16, Department of Economics, University of York.
  40. 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.
  41. K Abadir & W Distaso & L Giraitis, . "Two estimators of the long-run variance," Discussion Papers 05/19, Department of Economics, University of York.
  42. 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.
  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. Karim M. Abadir & Esfandiar Maasoumi, 2014. "Overview," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 429-430, August.
  3. Abadir, Karim M. & Distaso, Walter & Žikeš, Filip, 2014. "Design-free estimation of variance matrices," Journal of Econometrics, Elsevier, vol. 181(2), pages 165-180.
  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. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
  6. 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.
  7. Abadir Karim M., 2012. "The Square Root of a Matrix," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
  8. 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.
  9. 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.
  10. 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.
  11. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
  12. 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.
  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. Abadir, Karim M., 2005. "The Mean-Median-Mode Inequality: Counterexamples," Econometric Theory, Cambridge University Press, vol. 21(02), pages 477-482, April.
  15. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.
  16. 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.
  17. Karim Maher Abadir, 2004. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Manchester School, University of Manchester, vol. 72(1), pages 60-71, 01.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
  25. 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.
  26. 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.
  27. 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.
  28. Abadir, Karim & Talmain, Gabriel, 2001. "Depreciation Rates and Capital Stocks," Manchester School, University of Manchester, vol. 69(1), pages 42-51, January.
  29. 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.
  30. 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.
  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 & Kaddour Hadri & Elias Tzavalis, 1999. "The Influence of VAR Dimensions on Estimator Biases," Econometrica, Econometric Society, vol. 67(1), pages 163-182, January.
  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. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
  35. 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.
  36. 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.
  37. 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.
  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., 1993. "On the Asymptotic Power of Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 9(02), pages 189-221, April.
  40. 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.

    RePEc:cup:cbooks:9780521537469 is not listed on IDEAS
    RePEc:cup:cbooks:9780521822893 is not listed on IDEAS
  1. Econometrics Journal, Royal Economic Society.
21 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 (7) 2005-10-22 2008-07-30 2010-06-26 2010-06-26 2010-06-26 2012-06-25 2012-06-25. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 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
For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Karim Abadir should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.