The following pages link to Karim M. Abadir (Q261896):
Displayed 33 items.
- Autocovariance functions of series and of their transforms (Q261897) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- The limiting distribution of the autocorrelation coefficient under a unit root (Q688405) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- The joint density of two functionals of Brownian motion (Q1909017) (← links)
- Optimal asymmetric kernels (Q1927459) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES (Q2716440) (← links)
- A New Test for Nonstationarity Against the Stable Alternative (Q3365346) (← links)
- Expansions for some confluent hypergeometric functions (Q4290738) (← links)
- Two Mixed Normal Densities from Cointegration Analysis (Q4340693) (← links)
- The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions (Q4359772) (← links)
- Aggregation, Persistence and Volatility in a Macro Model (Q4419343) (← links)
- The Influence of VAR Dimensions on Estimator Biases (Q4530936) (← links)
- Notation in econometrics: a proposal for a standard (Q4551771) (← links)
- DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981) (← links)
- (Q4593685) (← links)
- THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES (Q4680635) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- Biases of Correlograms and of AR Representations of Stationary Series (Q4928549) (← links)
- On the Definitions of (Co-)integration (Q4956021) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- (Q5374438) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- Simple Robust Testing of Regression Hypotheses: A Comment (Q5477766) (← links)
- (Q5708419) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)