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3. Moments of the ARMA-EGARCH Model. (2000). Karanasos, Menelaos ; Kim, J..
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   In: Metrika: International Journal for Theoretical and Applied Statistics.
   RePEc:spr:metrik:v:87:y:2024:i:5:d:10.1007_s00184-023-00918-0.

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2. Explicit solutions for the asymptotically optimal bandwidth in cross-validation. (2024). Lubrano, Michel ; Abadir, Karim M.
   In: Post-Print.
   RePEc:hal:journl:hal-04678541.

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3. Partially one-sided semiparametric inference for trending persistent and antipersistent processes. (2024). Distaso, Walter ; Giraitis, Liudas ; Abadir, Karim M.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14.

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4. Estimation and Inference of Average Treatment Effect in Percentage Points under Heterogeneity. (2024). Zeng, Ying.
   In: Papers.
   RePEc:arx:papers:2408.06624.

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5. GARCH density and functional forecasts. (2023). Paruolo, Paolo ; Abadir, Karim M ; Luati, Alessandra.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:2:p:470-483.

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6. Explicit solutions for the asymptotically-optimal bandwidth in cross validation. (2023). Lubrano, Michel ; Abadir, Karim M.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:2336.

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7. Option prices for risk‐neutral density estimation using nonparametric methods through big data and large‐scale problems. (2022). , Antonio ; Monteiro, Ana M.
   In: Journal of Futures Markets.
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   In: Energy Economics.
   RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001864.

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9. Distributions You Can Count On …But What’s the Point?. (2020). Skeels, Christopher ; McCabe, Brendan.
   In: Econometrics.
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10. On Generalized Slash Distributions: Representation by Hypergeometric Functions. (2019). Zornig, Peter.
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    In: Economic Modelling.
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    In: Computational Statistics & Data Analysis.
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    In: CeMMAP working papers.
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14. Finite sample bias corrected IV estimation for weak and many instruments. (2015). Harding, Matthew C ; Hausman, Jerry ; Palmer, Christopher.
    In: CeMMAP working papers.
    RePEc:azt:cemmap:41/15.

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    In: Economics Working Papers.
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    In: 2013 Meeting Papers.
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    In: International Journal of Forecasting.
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    In: Journal of Econometrics.
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19. Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat.
    In: CEPR Discussion Papers.
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20. Approximating Moments by Nonlinear Transformations. (2012). Cornea-Madeira, Adriana ; Abadir, Karim.
    In: Working Paper series.
    RePEc:rim:rimwps:22_12.

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21. Automatic Selection for Non-linear Models. (2010). Hendry, David ; Castle, Jennifer.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:473.

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22. A Low-Dimension Portmanteau Test for Non-linearity. (2010). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A..
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:471.

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    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:2:p:231-245.

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    In: Economics Working Papers.
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25. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00408014.

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    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:44:y:2008:i:1:p:33-54.

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27. Mixtures of t-distributions for finance and forecasting. (2008). Haefke, Christian ; Giacomini, Raffaella ; Gottschling, Andreas .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:1:p:175-192.

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28. Mixtures of t-distributions for Finance and Forecasting. (2007). Haefke, Christian ; Giacomini, Raffaella ; Gottschling, Andreas .
    In: Economics Series.
    RePEc:ihs:ihsesp:216.

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29. Testing joint hypotheses when one of the alternatives is one-sided. (2007). Abadir, Karim ; Distaso, Walter.
    In: Journal of Econometrics.
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30. OPTIMAL REGULATION AND GROWTH IN A NATURAL-RESOURCE-BASED ECONOMY. (2006). Ruiz-Tamarit, José ; Moreno, Manuel Sanchez ; Jose Ramon Ruiz Tamarit, .
    In: Working Papers. Serie AD.
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31. Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options. (2005). Hadri, Kaddour ; Bu, Ruijun.
    In: Research Papers.
    RePEc:liv:livedp:200510.

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32. Autocovariance functions of series and of their transforms. (2005). Talmain, Gabriel ; Abadir, Karim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:2:p:227-252.

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    In: Discussion Papers (ECON - Département des Sciences Economiques).
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34. A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model. (2004). Lucas, Andre ; Abadir, Karim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:119:y:2004:i:1:p:45-71.

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35. Optimal asymmetric kernels. (2004). Lawford, Steve ; Abadir, Karim.
    In: Economics Letters.
    RePEc:eee:ecolet:v:83:y:2004:i:1:p:61-68.

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36. Special functions for the study of economic dynamics : The case of the Lucas-Uzawa model. (2004). Ruiz-Tamarit, José ; Boucekkine, Raouf.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2004026.

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37. Moments of the ARMA--EGARCH model. (2003). Karanasos, Menelaos ; Kim, J..
    In: Econometrics Journal.
    RePEc:ect:emjrnl:v:6:y:2003:i:1:p:146-166.

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38. Hypernormal Densities. (2002). Haefke, Christian ; Giacomini, Raffaella ; White, Halbert ; Gottschling, Andreas .
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt9wr373nt.

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39. Bernstein Approximations to the Copula Function and Portfolio Optimization. (2001). Sancetta, Alessio ; Satchell, S. E..
    In: Cambridge Working Papers in Economics.
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40. Moments of the ARMA-EGARCH Model. (2000). Karanasos, Menelaos ; Kim, J..
    In: Discussion Papers.
    RePEc:yor:yorken:00/29.

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41. Alternative GARCH in Mean Models: An Application to the Korean Stock Market. (2000). Karanasos, Menelaos ; Kim, J..
    In: Discussion Papers.
    RePEc:yor:yorken:00/25.

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42. A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model. (2000). Lucas, Andre ; Abadir, Karim.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20000033.

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