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 0 4 15 474
A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model 0 0 3 46 6 9 28 411
Aggregation and persistence in a macromodel 0 0 3 3 0 2 21 348
Aggregation, Persistence and Volatility in a Macromodel 0 0 1 13 3 11 36 746
An Introduction to Hypergeometric Functions for Economists 0 0 0 0 8 20 82 792
Asymmetric Kernels for Density Estimation 0 0 0 0 1 5 23 245
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 4 17 351
Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 1 3 18 195
Biases of correlograms and of AR representations of stationary series 0 0 0 0 0 2 24 122
Cointegration Theory, Equilibrium and Disequilibrium Economics 0 0 0 0 3 20 75 1,044
Density-Embedding Functions 0 0 0 0 0 4 44 313
Depreciation Rates and Capital Stocks 4 7 16 315 9 20 83 2,243
Distilling co-movements from persistent macro and financial series 3 7 18 88 4 14 55 230
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 2 5 23 98
Nelson-Plosser Revisited: the ACF Approach 3 9 40 139 9 25 109 266
Notation in econometrics: a proposal for a standard 1 9 32 214 10 30 88 650
On Efficient Simulations in Dynamic Models 0 0 0 0 1 5 19 266
On some definitions in matrix algebra 1 6 31 35 12 26 78 89
On the Definitions of (Co-)Integration 0 0 0 0 0 4 22 385
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 3 6 24 107
Some Expansions for the Parabolic Cylinder Function 0 0 2 2 12 35 146 1,640
Testing for Cointegration 0 0 0 0 0 3 9 562
Testing joint hypotheses when one of the alternatives is one-sided 0 0 0 0 0 4 26 157
The Asymptotic Influence of VAR Dimension on Estimator Biases 0 0 0 0 1 3 16 310
The Influence of VAR Dimensions on Estimator Biases 0 0 0 0 0 2 16 280
The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components 0 0 0 10 18 36 128 724
The Limiting Distribution of Functional of a Viener Process 0 0 0 0 0 4 20 504
The Limiting Distribution of the T Ratio Under a Unit Root 0 0 0 0 3 32 185 1,385
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 4 20 50 665
Two estimators of the long-run variance 0 0 0 0 9 18 71 223
Total Working Papers 12 38 146 865 120 376 1,551 15,825

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 0 1 14 21 1 7 48 80
03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance 0 2 6 7 0 7 25 36
03.6.1 The Central Limit Theorem for Student's Distribution Solution 0 6 18 29 2 16 74 108
A Distribution Generating Equation for Unit-Root Statistics 0 0 0 0 7 17 58 289
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 11 3 4 16 133
Aggregation, Persistence and Volatility in a Macro Model 0 0 0 0 1 14 39 300
An introduction to hypergeometric functions for economists 4 16 42 42 17 42 99 99
Autocovariance functions of series and of their transforms 1 1 6 36 2 6 29 135
Cointegration Theory, Equilibrium and Disequilibrium Economics 1 5 18 95 7 27 97 387
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION 1 5 11 18 1 12 34 51
Depreciation Rates and Capital Stocks 0 1 5 44 3 5 16 280
Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations 0 0 0 0 2 9 17 181
Nonstationarity-extended local Whittle estimation 1 2 2 2 2 7 8 8
Notation in econometrics: a proposal for a standard 2 13 25 118 12 46 107 646
Optimal asymmetric kernels 0 0 2 31 0 3 10 104
Quantiles for t-statistics based on M-estimators of unit roots 0 1 2 14 2 13 31 200
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg 0 1 3 20 1 7 20 253
Simple Robust Testing of Regression Hypotheses: A Comment 1 1 6 43 1 5 24 287
THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES 3 11 25 38 12 52 170 254
THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES 2 8 32 43 12 40 160 227
Testing joint hypotheses when one of the alternatives is one-sided 0 2 10 10 2 11 40 40
The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions 0 0 1 1 6 15 48 781
The Influence of VAR Dimensions on Estimator Biases 0 0 1 1 0 4 24 328
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 1 6 27 301
Unbiased estimation as a solution to testing for random walks 0 0 2 16 0 3 9 79
Total Journal Articles 16 76 231 640 97 378 1,230 5,587
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Statistics updated 2008-07-03