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03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance-Solution
Abadir, Karim M.; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807
Persistent link: https://www.econbiz.de/10006962878
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Normal's deconvolution and the independence of sample mean and variance : solution
Abadir, Karim Maher; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807
Persistent link: https://www.econbiz.de/10002163134
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The limiting distribution of the t ratio under a unit root
Abadir, Karim Maher - In: Econometric theory 11 (1995) 4, pp. 775-793
Persistent link: https://www.econbiz.de/10001192725
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On the asymptotic power of unit root tests
Abadir, Karim Maher - In: Econometric theory 9 (1993) 2, pp. 189-221
Persistent link: https://www.econbiz.de/10001143739
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A new test for nonstationarity against the stable alternative
Abadir, Karim Maher - In: Econometric theory 11 (1995) 1, pp. 81-104
Persistent link: https://www.econbiz.de/10001176351
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The mean-median-mode inequality : counterexamples
Abadir, Karim Maher - In: Econometric theory 21 (2005) 2, pp. 477-482
Persistent link: https://www.econbiz.de/10002740805
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The asymptotic variance of the pseudo maximum likelihood estimator
Magnus, Jan R. - In: Econometric theory 23 (2007) 5, pp. 1022-1032
Persistent link: https://www.econbiz.de/10003549719
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher - In: Econometric theory 12 (1996) 4, pp. 682-704
Persistent link: https://www.econbiz.de/10001210204
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The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher; Larsson, Rolf - In: Econometric theory 17 (2001) 1, pp. 221-246
Persistent link: https://www.econbiz.de/10001556101
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Density functionals, with an option-pricing application
Abadir, Karim Maher; Rockinger, Michael - In: Econometric theory 19 (2003) 5, pp. 778-811
Persistent link: https://www.econbiz.de/10001802812