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~person:"Abadir, Karim Maher"
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Search: subject_exact:"Time series analysis"
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Abadir, Karim Maher
Gil-Alaña, Luis A.
337
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
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127
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122
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113
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111
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103
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100
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93
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91
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88
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87
Härdle, Wolfgang
85
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83
Lucas, André
82
Perron, Pierre
82
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81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
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77
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73
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73
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73
Granger, C. W. J.
71
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Maravall Herrero, Agustín
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67
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ECONIS (ZBW)
20
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1
Estimation of random cycles in persistent time series
Abadir, Karim Maher
;
Bailey, Natalia
;
Distaso, Walter
; …
-
2023
Persistent link: https://www.econbiz.de/10014533456
Saved in:
2
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
Saved in:
3
Biases of correlograms and of AR representations of stationary series
Abadir, Karim Maher
;
Larsson, Rolf
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009623506
Saved in:
4
An I(d) model with trend and cycles
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
Saved in:
5
Aggregation, persistence and volatility in a macromodel
Abadir, Karim Maher
;
Talmain, Gabriel
-
2001
Persistent link: https://www.econbiz.de/10001600200
Saved in:
6
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10002515537
Saved in:
7
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
8
Aggregation, persistence and volatility in a macro model
Abadir, Karim Maher
;
Talmain, Gabriel
- In:
The review of economic studies
69
(
2002
)
4
,
pp. 749-779
Persistent link: https://www.econbiz.de/10001706120
Saved in:
9
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
Saved in:
10
Aggregation and persistence in a macromodel
Abadir, Karim Maher
;
Talmain, Gabriel
-
1999
Persistent link: https://www.econbiz.de/10001462894
Saved in:
1
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