Publications
67 results found
Abadir KM, Lucas A, 2004, A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model, Journal of Econometrics, Vol: 119, Pages: 45-71, ISSN: 0304-4076
Abadir KM, 2004, Cointegration theory, equilibrium and disequilibrium economics, The Manchester School, Vol: 72, Pages: 60-71, ISSN: 1463-6786
Abadir KM, Lawford S, 2004, Optimal asymmetric kernels, Economics Letters, Vol: 83, Pages: 61-68, ISSN: 0165-1765
Abadir KM, Magnus JR, 2003, The central limit theorem for student's distribution, Econometric Theory, Vol: 19, Pages: 1195-1195, ISSN: 0266-4666
Abadir KM, Magnus JR, 2003, 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance, Econometric Theory, Vol: 19, ISSN: 0266-4666
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- Citations: 1
Abadir K, Magnus J, 2003, 03.6.1. The Central Limit Theorem for Student's Distribution, Econometric Theory, Vol: 19, ISSN: 0266-4666
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- Citations: 1
Abadir KM, Hadri K, Tzavalis E, 2003, The influence of var dimensions on estimator biases: Comment - Rejoinder to comment by Doornik, Nielsen, and Rothenberg, ECONOMETRICA, Vol: 71, Pages: 385-386, ISSN: 0012-9682
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- Citations: 1
Abadir KM, Rockinger M, 2003, Density functionals, with an option-pricing application, Econometric Theory, Vol: 19, Pages: 778-811, ISSN: 0266-4666
Abadir KM, Magdalinos T, 2002, The characteristic function from a family of truncated normal distributions, ECONOMETRIC THEORY, Vol: 18, Pages: 1276-1287, ISSN: 0266-4666
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- Citations: 2
Abadir KM, 2002, Box-Cox transformations in linear models: large sample theory and tests of normality - Discussion - Comment 1, CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, Vol: 30, Pages: 210-210, ISSN: 0319-5724
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- Citations: 1
Abadir K, Talmain G, 2002, Aggregation, persistence and volatility in a macro model, Review of Economic Studies, Vol: 69, Pages: 749-779, ISSN: 0034-6527
Abadir KM, Paruolo P, 2002, Simple robust testing of regression hypotheses: a comment, Econometrica, Vol: 70, Pages: 2097-2098, ISSN: 0012-9682
Abadir KM, Magnus JR, 2002, Notation in econometrics: a proposal for a standard, Econometrics Journal, Vol: 5, Pages: 76-90, ISSN: 1368-4221
Abadir KM, Larsson R, 2001, The joint moment generating function of quadratic forms in multivariate autoregressive series -: <i>The case with deterministic components</i>, ECONOMETRIC THEORY, Vol: 17, Pages: 222-246, ISSN: 0266-4666
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- Citations: 4
Abadir K, Talmain G, 2001, Depreciation rates and capital stocks, The Manchester School, Vol: 69, Pages: 42-51, ISSN: 1463-6786
Abadir KM, Hadri K, 2000, Is more information a good thing? Bias nonmonotonicity in stochastic difference equations, Bulletin of Economic Research, Vol: 52, Pages: 91-100
Abadir KM, Lucas A, 2000, Quantiles for t-statistics based on M-Estimators of unit roots, Economics Letters, Vol: 67, Pages: 131-137
Abadir KM, Taylor AMR, 1999, On the definitions of (co-)integration, Journal of Time Series Analysis, Vol: 20, Pages: 129-137
Abadir KM, Hadri K, Tzavalis E, 1999, The influence of VAR dimensions on estimator biases, Econometrica, Vol: 67, Pages: 163-181
Abadir KM, 1999, An introduction to hypergeometric functions for economists, Econometric Reviews, Vol: 18, Pages: 287-330
Abadir KM, Distaso W, Dastoor NK, 1998, Order invariability of idempotent matrix, ECONOMETRIC THEORY, Vol: 14, Pages: 385-386, ISSN: 0266-4666
Abadir KM, Rockinger M, 1997, The "devil's horns" problem of inverting confluent characteristic functions, Econometrica, Vol: 65, Pages: 1221-1225
Abadir KM, Paruolo P, 1997, Two mixed normal densities from cointegration analysis, Econometrica, Vol: 65, Pages: 671-680
Abadir KM, Hadri K, 1996, Roots of an Orthogonal Matrix, Econometric Theory, Vol: 12, ISSN: 0266-4666
Abadir KM, Larsson R, 1996, The joint moment generating function of quadratic forms in multivariate autoregressive series, Econometric Theory, Vol: 12, Pages: 682-704
ABADIR KM, 1995, THE LIMITING DISTRIBUTION OF THE T RATIO UNDER A UNIT-ROOT, ECONOMETRIC THEORY, Vol: 11, Pages: 775-793, ISSN: 0266-4666
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- Citations: 23
Abadir KM, 1995, The joint density of two functionals of a Brownian motion, Mathematical Methods of Statistics, Vol: 4, Pages: 449-462
Abadir KM, 1995, A new test for nonstationarity against the stable alternative, Econometric Theory, Vol: 11, Pages: 81-104
Abadir KM, 1995, Unbiased estimation as a solution to testing for random walks, Economics Letters, Vol: 47, Pages: 263-268
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