Karim Maher Abadir

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Jan MagnusProfessor of Econometrics, Vrije Universiteit AmsterdamVerified email at vu.nl
Walter DistasoImperial College Business SchoolVerified email at imperial.ac.uk
Gabriel TalmainUniversity of GlasgowVerified email at glasgow.ac.uk
Liudas GiraitisQueen Mary University of LondonVerified email at qmul.ac.uk
Kaddour HadriEmeritus Professor of Economics, Queen's University BelfastVerified email at qub.ac.uk
Michael RockingerFaculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
Paolo ParuoloEuropean Commission Joint Research CentreVerified email at ec.europa.eu
Elias TzavalisProfessor of Economics, Athens University of Economics & BusinessVerified email at aueb.gr
Giovanni CaggianoMonash UniversityVerified email at monash.edu
Andre LucasVrije Universiteit Amsterdam and Tinbergen InstituteVerified email at vu.nl
Filip ZikesEconomist, Federal Reserve BoardVerified email at frb.gov
Laura SpierdijkProfessor of Financial Engineering @ University of TwenteVerified email at utwente.nl
Robert TaylorJohn C. Nankervis Chair of Financial Econometrics, University of EssexVerified email at essex.ac.uk
Tassos MagdalinosProfessor of Econometrics, University of SouthamptonVerified email at soton.ac.uk
Lubrano MichelAMSE-GREQAM, AMUVerified email at univmed.fr
Christina AtanasovaSimon Fraser UniversityVerified email at sfu.ca
Natalia BaileyAssociate Professor, Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Rolf LarssonProfessor, applied mathematics and statistics, Uppsala UniversityVerified email at math.uu.se
Steve LawfordENAC

Karim Maher Abadir

Imperial College London

Verified email at imperial.ac.uk - Homepage

time series mathematical statistics econometrics macroeconomics empirical finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Matrix Algebra KM Abadir, JR Magnus Cambridge University Press, Cambridge, 2005	906	2005
The influence of VAR dimensions on estimator biases KM Abadir, K Hadri, E Tzavalis Econometrica 67 (1), 163-181, 1999	306	1999
Nonstationarity-extended local Whittle estimation KM Abadir, W Distaso, L Giraitis Journal of econometrics 141 (2), 1353-1384, 2007	284	2007
Aggregation, persistence and volatility in a macro model K Abadir, G Talmain The Review of Economic Studies 69 (4), 749-779, 2002	129	2002
An introduction to hypergeometric functions for economists KM Abadir Econometric Reviews 18 (3), 287-330, 1999	104	1999
Density functionals, with an option-pricing application KM Abadir, M Rockinger Econometric Theory 19 (5), 778-811, 2003	94*	2003
Testing joint hypotheses when one of the alternatives is one-sided KM Abadir, W Distaso Journal of Econometrics 140 (2), 695-718, 2007	90	2007
Notation in econometrics: a proposal for a standard K Abadir, J Magnus The Econometrics Journal 5 (1), 76-90, 2002	82	2002
Design-free estimation of variance matrices KM Abadir, W Distaso, F Žikeš Journal of Econometrics 181 (2), 165-180, 2014	73	2014
OLS bias in a nonstationary autoregression KM Abadir Econometric Theory 9 (1), 81-93, 1993	70	1993
On the Definitions of (Co‐) integration KM Abadir, AMR Taylor Journal of time series analysis 20 (2), 129-137, 1999	67	1999
Two estimators of the long-run variance: beyond short memory KM Abadir, W Distaso, L Giraitis Journal of Econometrics 150 (1), 56-70, 2009	60	2009
The limiting distribution of the t ratio under a unit root KM Abadir Econometric Theory 11 (4), 775-793, 1995	57	1995
The limiting distribution of the autocorrelation coefficient under a unit root KM Abadir The Annals of Statistics 21 (2), 1058-1070, 1993	55	1993
The mean-median-mode inequality: counterexamples KM Abadir Econometric Theory 21 (2), 477-482, 2005	48	2005
Two mixed normal densities from cointegration analysis KM Abadir, P Paruolo Econometrica: Journal of the Econometric Society, 671-680, 1997	46	1997
Nelson–Plosser revisited: the ACF approach KM Abadir, G Caggiano, G Talmain Journal of Econometrics 175 (1), 22-34, 2013	42*	2013
Optimal asymmetric kernels KM Abadir, S Lawford Economics Letters 83 (1), 61-68, 2004	40	2004
On the asymptotic power of unit root tests KM Abadir Econometric Theory 9 (2), 189-221, 1993	37	1993
Asymptotic normality for weighted sums of linear processes KM Abadir, W Distaso, L Giraitis, HL Koul Econometric Theory 30 (1), 252-284, 2014	33	2014

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