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Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10003847512
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Nonstationarity-extended local Whittle estimation
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10003571465
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Design-free estimation of variance matrices
Abadir, Karim Maher; Distaso, Walter; Žikeš, Filip - In: Journal of econometrics 181 (2014) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10010473319
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Estimation of random cycles in persistent time series
Abadir, Karim Maher; Bailey, Natalia; Distaso, Walter; … - 2023
Persistent link: https://www.econbiz.de/10014533456
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Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
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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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A distribution generating equation for unit-root statistics
Abadir, Karim Maher - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 305-323
Persistent link: https://www.econbiz.de/10001330272
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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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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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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297