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K

Karim M. Abadir

egyptian knowledge bank (ekb)

19H指数
165论文数
1.5K被引数
收录论文 17
发表时间
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THE FINITE-SAMPLE DENSITY OF THE SUFFICIENT STATISTIC AND RELATED TESTS IN A GAUSSIAN AUTOREGRESSION高斯自回归中充分统计量的有限样本密度及相关检验
errEconometric Theory
IF1
err2026-01-01
err0
errOAAI
errAbadir, Karim Maher
err分享
err收藏
GARCH density and functional forecasts
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errAbadir, Karim M.; Luati, Alessandra; Paruolo, Paolo
err分享
err收藏
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
errECONOMETRICS JOURNAL
IF7
err2022-08-25
err1
PREAI
errAbadir, Karim M.
err分享
err收藏
Design-free estimation of variance matrices
errJOURNAL OF ECONOMETRICS
IF4
err2014-08-01
err22
errOAAI
errAbadir, Karim M.; Distaso, Walter; Zikes, Filip
err分享
err收藏
Nelson-Plosser revisited: The ACF approach
errJOURNAL OF ECONOMETRICS
IF4
err2013-07-01
err11
errOAAI
errAbadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel
err分享
err收藏
An I(d) model with trend and cycles
errJOURNAL OF ECONOMETRICS
IF4
err2011-08-01
err16
errOAAI
errAbadir, Karim M.; Distaso, Walter; Giraitis, Liudas
err分享
err收藏
Two estimators of the long-run variance: Beyond short memory
errJOURNAL OF ECONOMETRICS
IF4
err2009-05-01
err27
errOAAI
errAbadir, Karim M.; Distaso, Walter; Giraitis, Liudas
err分享
err收藏
Nonstationarity-extended local Whittle estimation非平稳性扩展的局部Whittle估计
errJOURNAL OF ECONOMETRICS
IF4
err2007-12-01
err157
PREAI
errAbadir, Karim M.; Distaso, Walter; Giraltis, Liudas
err分享
err收藏
Testing joint hypotheses when one of the alternatives is one-sided当其中一个备选方案是单方面的时，检验联合假设
errJOURNAL OF ECONOMETRICS
IF4
err2007-10-01
err37
PREAI
errAbadir, Karim M.; Distaso, Walter
err分享
err收藏
Autocovariance functions of series and of their transforms
errJOURNAL OF ECONOMETRICS
IF4
err2005-02-01
err6
PREAI
errAbadir, KM; Talmain, G
err分享
err收藏
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
errJOURNAL OF ECONOMETRICS
IF4
err2004-03-01
err5
errOAAI
errAbadir, KM; Lucas, A
err分享
err收藏
The influence of var dimensions on estimator biases: Comment - Rejoinder to comment by Doornik, Nielsen, and Rothenberg
errECONOMETRICA
IF7.1
err2003-01-01
err1
PREAI
errAbadir, KM; Hadri, K; Tzavalis, E
err分享
err收藏
Aggregation, persistence and volatility in a macro model
errREVIEW OF ECONOMIC STUDIES
IF6.4
err2002-10-01
err57
errOAAI
errAbadir, K; Talmain, G
err分享
err收藏
Simple robust testing of regression hypotheses: A comment
errECONOMETRICA
IF7.1
err2002-09-01
err7
PREAI
errAbadir, KM; Paruolo, P
err分享
err收藏
The influence of VAR dimensions on estimator biases
errECONOMETRICA
IF7.1
err1999-01-01
err52
PREAI
errAbadir, KM; Hadri, K; Tzavalis, E
err分享
err收藏
The ''devil's horns'' problem of inverting confluent characteristic functions
errECONOMETRICA
IF7.1
err1997-09-01
err2
PREAI
errAbadir, KM; Rockinger, M
err分享
err收藏
Two mixed normal densities from cointegration analysis
errECONOMETRICA
IF7.1
err1997-05-01
err23
PREAI
errAbadir, KM; Paruolo, P
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
A
André Lucas
H 指数: 43 · 论文数: 416
L
Liudas Giraitis
H 指数: 33 · 论文数: 140
M
Michael Rockinger
H 指数: 30 · 论文数: 134
G
Giovanni Caggiano
H 指数: 24 · 论文数: 93
E
Elias Tzavalis
H 指数: 21 · 论文数: 172
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