Access Statistics for Karim Abadir

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model 0 0 0 0 1 1 5 479
A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model 0 0 0 46 2 5 14 425
Aggregation and persistence in a macromodel 0 0 0 3 1 2 12 360
Aggregation, Persistence and Volatility in a Macromodel 0 0 0 13 3 9 25 771
An Introduction to Hypergeometric Functions for Economists 0 0 0 0 4 22 62 854
Asymmetric Kernels for Density Estimation 0 0 0 0 0 2 19 264
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 0 0 11 362
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 2 3 12 207
Biases of correlograms and of AR representations of stationary series 0 0 0 0 3 4 15 137
Cointegration Theory, Equilibrium and Disequilibrium Economics 0 0 0 0 5 30 72 1,116
Density-Embedding Functions 0 0 0 0 4 10 29 342
Depreciation Rates and Capital Stocks 3 8 24 339 14 29 85 2,328
Distilling co-movements from persistent macro and financial series 0 2 9 97 1 5 36 266
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 0 6 11 109
MACRO AND FINANCIAL MARKETS: The memory of an elephant? 1 10 40 40 3 18 73 73
Nelson-Plosser Revisited: the ACF Approach 3 10 33 172 9 36 109 375
Nelson-Plosser revisited: the ACF approach 0 2 44 44 2 12 68 68
Notation in econometrics: a proposal for a standard 4 16 26 240 6 37 85 735
On Efficient Simulations in Dynamic Models 0 0 0 0 0 2 13 279
On efficient simulation in dynamic models 1 5 22 35 1 5 49 67
On some definitions in matrix algebra 0 5 19 54 1 9 57 146
On the Definitions of (Co-)Integration 0 0 0 0 2 6 22 407
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 0 1 10 117
Some Expansions for the Parabolic Cylinder Function 0 0 0 2 6 25 128 1,768
Testing for Cointegration 0 0 0 0 0 2 8 570
Testing joint hypotheses when one of the alternatives is one-sided 0 0 0 0 3 7 25 182
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 0 1 5 315
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 1 1 12 292
The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components 0 0 0 10 7 20 107 831
The Limiting Distribution of Functional of a Viener Process 0 0 0 0 0 1 8 512
The Limiting Distribution of the T Ratio Under a Unit Root 0 0 0 0 6 6 32 1,417
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 3 12 38 703
Two estimators of the long-run variance 0 0 0 0 4 15 58 281
Total Working Papers 12 58 217 1,095 94 344 1,315 17,158

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Solution 2 2 3 6 2 3 6 7
03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance 0 1 1 1 2 5 10 10
03.6.1 The Central Limit Theorem for Student's Distribution Solution 0 1 3 3 0 2 7 7
03.6.1. The Central Limit Theorem for Student's Distribution 0 0 1 1 0 1 6 6
A Distribution Generating Equation for Unit-Root Statistics 0 0 0 0 1 14 80 369
A New Test for Nonstationarity Against the Stable Alternative 0 1 1 1 0 1 1 1
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 11 0 1 3 136
Aggregation, Persistence and Volatility in a Macro Model 0 0 0 0 2 8 33 333
An introduction to hypergeometric functions for economists 3 12 51 93 7 32 127 226
Autocovariance functions of series and of their transforms 1 2 8 44 2 3 20 155
Cointegration Theory, Equilibrium and Disequilibrium Economics 4 10 23 118 8 26 93 480
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION 0 2 3 3 0 4 7 7
Depreciation Rates and Capital Stocks 0 0 2 46 1 2 15 295
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 4 17 198
Nonstationarity-extended local Whittle estimation 0 4 10 12 0 5 17 25
Notation in econometrics: a proposal for a standard 6 22 61 179 14 51 196 842
Ols Bias in a Nonstationary Autoregression 2 6 6 6 3 11 12 12
On the Asymptotic Power of Unit Root Tests 0 0 0 0 0 1 1 1
Optimal asymmetric kernels 0 0 3 34 0 0 8 112
Quantiles for t-statistics based on M-estimators of unit roots 0 0 3 17 1 2 19 219
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 1 1 21 0 4 10 263
Simple Robust Testing of Regression Hypotheses: A Comment 0 1 4 47 0 2 16 303
THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES 1 2 8 8 1 13 35 35
THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES 3 7 16 26 4 9 26 73
Testing joint hypotheses when one of the alternatives is one-sided 1 2 10 20 2 5 33 73
The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions 0 0 0 1 0 2 35 816
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 4 17 345
The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series 1 3 3 3 2 6 6 6
The Limiting Distribution of the t Ratio Under a Unit Root 0 0 0 0 0 2 2 2
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 0 1 9 310
Unbiased estimation as a solution to testing for random walks 0 0 0 16 0 2 7 86
Total Journal Articles 24 79 221 718 54 226 874 5,753

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Statistics updated 2009-07-03