Karim M. Abadir

Available identifiers

zbMath Open abadir.karim-mMaRDI QIDQ261896

List of research outcomes

Publication	Date of Publication	Type
Explicit solutions for the asymptotically optimal bandwidth in cross-validation	2024-11-13	Paper
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	2024-06-11	Paper
GARCH density and functional forecasts	2023-06-29	Paper
LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS	2019-06-26	Paper
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION	2018-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q5374438	2018-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4593685	2017-11-22	Paper
An I(\(d\)) model with trend and cycles	2016-08-12	Paper
Two estimators of the long-run variance: beyond short memory	2016-07-04	Paper
Nonstationarity-extended local Whittle estimation	2016-05-27	Paper
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model	2016-04-18	Paper
Autocovariance functions of series and of their transforms	2016-03-24	Paper
ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES	2014-06-20	Paper
Design-free estimation of variance matrices	2014-06-04	Paper
Nelson-Plosser revisited: the ACF approach	2014-03-18	Paper
Biases of correlograms and of AR representations of stationary series	2013-06-14	Paper
Optimal asymmetric kernels	2013-01-01	Paper
Testing joint hypotheses when one of the alternatives is one-sided	2012-09-23	Paper
Simple Robust Testing of Regression Hypotheses: A Comment	2006-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q5708419	2005-11-18	Paper
THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES	2005-06-07	Paper
Aggregation, Persistence and Volatility in a Macro Model	2003-08-13	Paper
The Influence of VAR Dimensions on Estimator Biases	2002-05-28	Paper
The joint moment generating function of quadratic forms in multivariate autoregressive series	2002-01-08	Paper
Notation in econometrics: a proposal for a standard	2002-01-01	Paper
Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots	2000-06-04	Paper
On the Definitions of (Co-)integration	2000-05-24	Paper
An introduction to hypergeometric functions for economists	1999-01-01	Paper
The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions	1997-10-20	Paper
Unbiased estimation as a solution to testing for random walks	1997-02-27	Paper
Two Mixed Normal Densities from Cointegration Analysis	1997-01-01	Paper
The joint density of two functionals of Brownian motion	1996-08-01	Paper
A New Test for Nonstationarity Against the Stable Alternative	1995-01-01	Paper
Expansions for some confluent hypergeometric functions	1994-05-05	Paper
The limiting distribution of the autocorrelation coefficient under a unit root	1993-12-02	Paper

Research outcomes over time

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