Karim Abadir

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5637-9513

Business School, Imperial College London

Publications

• Explicit solutions for the asymptotically optimal bandwidth in cross-validation — Biometrika 2024
• Rejoinder to Comment by Doornik, Nielsen, and Rothenberg — Econometrica 2003
• Simple Robust Testing of Regression Hypotheses: A Comment — Econometrica 2002
• Aggregation, Persistence and Volatility in a Macro Model — The Review of Economic Studies 2002
• The Influence of VAR Dimensions on Estimator Biases — Econometrica 1999
• The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root — The Annals of Statistics 1993