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Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
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Unbiased estimation as a solution to testing for random walks
Abadir, Karim Maher - In: Economics letters 47 (1995) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001178227
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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Autocovariance functions of series and of their transforms
Abadir, Karim Maher; Talmain, Gabriel - 1998
Persistent link: https://www.econbiz.de/10001397921
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Aggregation and persistence in a macromodel
Abadir, Karim Maher; Talmain, Gabriel - 1999
Persistent link: https://www.econbiz.de/10001462894
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Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher; Hadri, Kaddour - 1995
Persistent link: https://www.econbiz.de/10000939685
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The influence of VAR dimensions on estimator biases
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 1, pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
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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 - 1998
Persistent link: https://www.econbiz.de/10001591530
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Aggregation, persistence and volatility in a macromodel
Abadir, Karim Maher; Talmain, Gabriel - 2001
Persistent link: https://www.econbiz.de/10001600200