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Publications

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Abraham DB, Mustonen V, Wood AJ.  2003.  Exact Results for Wetting and Filling on a Triangular Lattice.. International Journal of Thermophysics. 25:1051.
Abraham DB, Mustonen V, Wood AJ.  2004.  Wetting at a grain boundary. Physical Review Letters. 93:076101.
Ablikim M, Corrigan E.  2001.  On the perturbative expansion of boundary reflection factors of the supersymmetric sinh-Gordon model. Int.J.Mod.Phys. A. 16:625-640.
Abadir K, Magdalinos A.  2002.  The Characteristic Function from a Family of Truncated Normal Distributions. Econometric Theory. 18:1276-1287.
Abadir K, Lucas A.  2004.  A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model. Journal of Econometrics. 119(1):45-71.
Abadir K, Hadri K.  1996.  Roots of an orthogonal matrix. Econometric Theory (Problems & Solutions section). 12:868.
Abadir K, Distaso W, Giraitis L.  2007.  Nonstationarity-extended local Whittle estimation. Journal of Econometrics. 141(2):1353-1384.
Abadir K.  2002.  Simple robust testing of regression hypotheses: a comment. Econometrica. 70:2097-2099.
Abadir K, Talmain G.  2001.  Depreciation rates and capital stocks. The Manchester School. 69(1):42-51.
Abadir K, Larsson R.  2001.  The joint moment generating function of quadratic forms in multivariate autoregressive series -- The case with deterministic components. Econometric Theory. 17:222-246.
Abadir K.  2004.  Cointegration theory, equilibrium and disequilibrium economics. Manch. Sch.. 72:60-71.
Abadir K, Rockinger M.  1997.  The ""Devil's Horns"" Problem of Inverting Confluent Characterist. Econometrica. 65:1221-1225.
Abadir K, Larsson R.  2001.  The joint moment generating function of quadratic forms in multivariate autoregressive series: the case with deterministic components. Econometric Theory. 17(1):222-246.
Abadir K.  1999.  An Introduction to Hypergoemetric Functions for Economists. Econometric Reviews. 18:287-330.
Abadir K, Talmain G.  2005.  Autocovariance functions of series and of their transforms. Journal of Econometrics. 124(2):227-252.
Abadir K, Paruolo P.  1997.  Two Mixed Normal Densities from Cointegration Analysis. Econometrica. 65:671-680.
Abadir K, Distaso W, Giraitis L.  2007.  Semiparametric estimation and inference for trending I(d) and related processes. submitted to the Annals of Statistics.
Abadir K, Rockinger M.  2003.  Density functionals, with an option-pricing application. Econometric Theory. 19:778-811.
Abadir K, Hadri K, Tzavalis E.  2003.  The influence of var dimensions on estimator biases: Comment -- rejoinder to comment by Doornik, Nielsen and Rothenberg. Econometrica. 71:385-386.
Abadir K, Magnus JR.  2002.  Notation in econometrics: a proposal for a standard. Econometrics Journal. 5:76-90.
Abadir K, Lucas A.  2000.  Quantiles for t-Statistics based on M-estimators of unit roots. Economics Letters. 67:131-137.
Abadir K, Lawford SDC.  2004.  Optimal asymmetric kernels. Economics Letters. 83(1):61-68.
Abadir K.  2002.  Box-Cox transformations in linear models: large sample theory and tests of normality -- Discussion -- Comment 1. Can J Stat. 30:210-210.
Abadir K, Hadri K, Tzavalis E.  1999.  The Influence of VAR Dimensions on Estimator Biases. Econometrica. 67:163-181.
Abadir K.  2001.  Depreciation rates and capital stocks. Manch. Sch.. 69:42-51.

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