# Karim Maher Abadir

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## Personal Details

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)

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)

- 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 & Adriana Cornea, 2012.
"
**Approximating Moments by Nonlinear Transformations**," Working Paper Series 22_12, The Rimini Centre for Economic Analysis. - 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.

- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas & Koul, Hira L., 2014.
"
- 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.

- Abadir Karim M., 2012.
"
- 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, 2011.
"
- 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 & Liudas Giraitis, 2011.
"
**An I() model with trend and cycles**," Post-Print hal-00834425, HAL.

- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2011.
"
- 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 Abadir & Michel Lubrano, 2010.
"
- 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. - 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. - 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. - 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, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013.
"
- Abadir, Karim & Talmain, Gabriel, 2005.
"
**Distilling co-movements from persistent macro and financial series**," Working Paper Series 0525, European Central Bank. - 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. - 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. - 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 & Jan R. Magnus, 2002.
"
- 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.
"
**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 M. & Paruolo Paolo, 2008.
"
- 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.

- Karim Abadir, 1999.
"
- Abadir, Karim & Paruolo, P., 1994.
"
**The Marginal Density of Bivariate Cointegration Estimators**," Discussion Papers 9405, Exeter University, Department of Economics. - Abadir, Karim, 1994.
"
**The Joint Density of Two Functionals of a Brownian Motion**," Discussion Papers 9403, Exeter University, Department of Economics. - 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 & 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.

- Karim Maher Abadir, 2004.
"
- 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, 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 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.
"
- 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.
"
**Some Expansions for the Parabolic Cylinder Function**," Papers 1992-1, 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.

- Abadir, Karim M., 1995.
"
- 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 & Kaddour Hadri & Elias Tzavalis, 1999.
"
- 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 & 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.

- Abadir Karim M. & Larsson Rolf, 2012.
"
- 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.

- Abadir, Karim M. & Distaso, Walter, 2007.
"
- 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.

- Abadir, Karim & Talmain, Gabriel, 2001.
"
- 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.

- Abadir, Karim & Hadri, K., 1995.
"
- K Abadir & W Distaso & L Giraitis, .
"
**Local Whittle estimation, fully extended for nonstationarity**," Discussion Papers 05/16, 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. - Karim Abadir & Gabriel Talmain, .
"
**Aggregation, Persistence and Volatility in a Macromodel**," Discussion Papers 01/03, Department of Economics, University of York.- 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, 2001.
"
**Aggregation, Persistence and Volatility in a Macromodel**," Working Papers w200106, Banco de Portugal, Economics and Research Department.

- Abadir, Karim & Talmain, Gabriel, 2002.
"
- 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 & Michael Rockinger, .
"
**Density-Embedding Functions**," Discussion Papers 97/16, 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. - K Abadir & W Distaso & L Giraitis, .
"
**Two estimators of the long-run variance**," Discussion Papers 05/19, Department of Economics, University of York. - 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.- 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 & 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.
"

- 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.

- K.M. Abadir & W. Distaso & L. Giraitis & H.L. Koul, 2012.
"
- Karim M. Abadir & Esfandiar Maasoumi, 2014.
"
**Overview**," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 429-430, August. - Abadir, Karim M. & Distaso, Walter & Žikeš, Filip, 2014.
"
**Design-free estimation of variance matrices**," Journal of Econometrics, Elsevier, vol. 181(2), pages 165-180. - 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. & 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 Abadir & Giovanni Caggiano & Gabriel Talmain, 2005.
"
- 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.- K Abadir & R Larsson, .
"
**Biases of correlograms and of AR representations of stationary series**," Discussion Papers 05/21, Department of Economics, University of York. - 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, .
"
- 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, 2012.
"
- 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)?**," Working Paper Series 23_10, The Rimini Centre for Economic Analysis. - 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.
"
- 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, 2010.
"
**An I(d) Model with Trend and Cycles**," Working Paper Series 18_10, The Rimini Centre for Economic Analysis. - 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, 2011.
"
**An I() model with trend and cycles**," Post-Print peer-00834425, HAL.

- Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2010.
"
- 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.

- K Abadir & W Distaso, .
"
- 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. - 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. & Lawford, Steve, 2004.
"
**Optimal asymmetric kernels**," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April. - 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.

- Karim M. Abadir & André Lucas, .
"
- 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 & Larsson, R., 1994.
"
- 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 & 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 & 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. - 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. - 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 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 & Paolo Paruolo, 2002.
"
**Simple Robust Testing of Regression Hypotheses: A Comment**," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September. - 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, 2001.
"
**Aggregation, Persistence and Volatility in a Macromodel**," Working Papers w200106, Banco de Portugal, Economics and Research Department. - 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.
"
- 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, K.M. & Magnus, J.R., 2001.
"
- 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 M. & Larsson, Rolf, 1996.
"
- 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.

- Karim Abadir & Gabriel Talmain, .
"
- 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 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.

- Abadir, Karim, 1995.
"
- 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 & Kaddour Hadri & Elias Tzavalis, .
"
- 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. - Karim M. Abadir & Paolo Paruolo, 1997.
"
**Two Mixed Normal Densities from Cointegration Analysis**," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May. - 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, K.M., 1992.
"
- 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.
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**Ols Bias in a Nonstationary Autoregression**," Econometric Theory, Cambridge University Press, vol. 9(01), pages 81-93, January. - Abadir, Karim M., 1993.
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**On the Asymptotic Power of Unit Root Tests**," Econometric Theory, Cambridge University Press, vol. 9(02), pages 189-221, April. - Abadir, Karim M, 1992.
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**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

- Econometrics Journal, Royal Economic Society.

21 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 (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
- 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
- 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

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

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- 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

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