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Lucas, André
35
Abadir, Karim M.
29
Koopman, Siem Jan
8
Distaso, Walter
6
Klaassen, Pieter
5
Franses, Philip Hans
4
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Journal of econometrics
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of banking & finance
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Journal of empirical finance
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Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
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Insurance / Mathematics & economics
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Journal of applied econometrics
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Journal of time series econometrics
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The econometrics journal
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Bulletin of economic research
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Maandblad voor accountancy en bedrijfseconomie : MAB
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Operations research : the journal of the Operations Research Society of America
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim M.
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-72
Persistent link: https://www.econbiz.de/10006758252
Saved in:
2
The square root of a matrix
Abadir, Karim M.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10010097498
Saved in:
3
ARTICLES - Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
Abadir, Karim M.
;
Hadri, Kaddour
- In:
Bulletin of economic research
52
(
2000
)
2
,
pp. 91-100
Persistent link: https://www.econbiz.de/10006663493
Saved in:
4
Autocovariance functions of series and of their transforms
Abadir, Karim M.
;
Talmain, Gabriel
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10006749139
Saved in:
5
Optimal asymmetric kernels
Abadir, Karim M.
;
Lawford, Steve
- In:
Economics letters
83
(
2004
)
1
,
pp. 61-68
Persistent link: https://www.econbiz.de/10006757901
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6
NOTES AND COMMENTS: - The Influence of VAR Dimensions on Estimator Biases
Abadir, Karim M.
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 163-182
Persistent link: https://www.econbiz.de/10006786512
Saved in:
7
The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions
Abadir, Karim M.
;
Rockinger, Michael
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1221-1226
Persistent link: https://www.econbiz.de/10006791683
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8
Two Mixed Normal Densities from Cointegration-Analysis
Abadir, Karim M.
;
Paruolo, Paolo
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 671-680
Persistent link: https://www.econbiz.de/10006792797
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9
Nelson–Plosser revisited: The ACF approach
Abadir, Karim M.
;
Caggiano, Giovanni
;
Talmain, Gabriel
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 22-34
Persistent link: https://www.econbiz.de/10010109199
Saved in:
10
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim M.
;
Distaso, Walter
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 695-718
Persistent link: https://www.econbiz.de/10007761417
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