Explicit minimal representation of variance matrices, and its implication for dynamic volatility models von Abadir, Karim M

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Design-free estimation of variance matrices von Abadir, Karim M., Distaso, Walter, Žikeš, Filip

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Nonstationarity-extended local Whittle estimation von Abadir, Karim M., Distaso, Walter, Giraitis, Liudas

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LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS von Abadir, Karim M., Cornea-Madeira, Adriana

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Nelson–Plosser revisited: The ACF approach von Abadir, Karim M., Caggiano, Giovanni, Talmain, Gabriel

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Cointegration Theory, Equilibrium and Disequilibrium Economics von Abadir, Karim Maher

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ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES von Abadir, Karim M., Distaso, Walter, Giraitis, Liudas, Koul, Hira L.

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An I( d ) model with trend and cycles von Abadir, Karim M., Distaso, Walter, Giraitis, Liudas

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Testing joint hypotheses when one of the alternatives is one-sided von Abadir, Karim M., Distaso, Walter

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Two estimators of the long-run variance: Beyond short memory von Abadir, Karim M., Distaso, Walter, Giraitis, Liudas

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The Square Root of a Matrix von Abadir, Karim M.

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Aggregation, Persistence and Volatility in a Macro Model von Abadir, Karim, Talmain, Gabriel

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Is the economic crisis over (and out)? von Abadir, Karim Maher

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Biases of Correlograms and of AR Representations of Stationary Series von Abadir, Karim M., Larsson, Rolf

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THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES von Abadir, Karim M.

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DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION von Abadir, Karim M., Rockinger, Michael

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Autocovariance functions of series and of their transforms von Abadir, Karim M., Talmain, Gabriel

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Optimal asymmetric kernels von Abadir, Karim M, Lawford, Steve

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The Influence of VAR Dimensions on Estimator Biases von Abadir, Karim M., Hadri, Kaddour, Tzavalis, Elias

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Link of moments before and after transformations, with an application to resampling from fat-tailed distributions von Abadir, Karim Maher, Cornea-Madeira, Adriana

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