ProfessorsProfessors of Imperial College LondonKarim Maher Abadir

Karim Maher Abadir

Imperial College London

H-index: 25

Europe-United Kingdom

About Karim Maher Abadir

Karim Maher Abadir, With an exceptional h-index of 25 and a recent h-index of 13 (since 2020), a distinguished researcher at Imperial College London, specializes in the field of time series, mathematical statistics, econometrics, macroeconomics, empirical finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Explicit solutions for the asymptotically-optimal bandwidth in cross-validation

Beyond Co-integration: New Tools for Inference on Co-movements

Explicit minimal representation of variance matrices, and its implication for dynamic volatility models

Estimation of random cycles in persistent time series

GARCH density and functional forecasts

Where (and by how much) does a theory break down? With an application to the expectation hypothesis

Partially one-sided semiparametric inference for trending persistent and antipersistent processes

Karim Maher Abadir Information

University	Imperial College London
Position	___
Citations(all)	2927
Citations(since 2020)	796
Cited By	2391
hIndex(all)	25
hIndex(since 2020)	13
i10Index(all)	37
i10Index(since 2020)	14
Email	Access Email
University Profile Page	Imperial College London
Google Scholar	View Google Scholar Profile

Karim Maher Abadir Skills & Research Interests

time series

mathematical statistics

econometrics

macroeconomics

empirical finance

Top articles of Karim Maher Abadir

Title	Journal	Author(s)	Publication Date
Explicit solutions for the asymptotically-optimal bandwidth in cross-validation	Biometrika	Karim M Abadir Michel Lubrano	2024
Beyond Co-integration: New Tools for Inference on Co-movements	Journal of Financial Econometrics	Karim M Abadir Gabriel Talmain	2023/5/11
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	The Econometrics Journal	Karim M Abadir	2023/1
Estimation of random cycles in persistent time series		Karim M Abadir Natalia Bailey Walter Distaso Liudas Giraitis	2023/11/11
GARCH density and functional forecasts	Journal of Econometrics	Karim M Abadir Alessandra Luati Paolo Paruolo	2023/8/1
Where (and by how much) does a theory break down? With an application to the expectation hypothesis		Karim M Abadir Christina Atanasova	2022/1/18
Partially one-sided semiparametric inference for trending persistent and antipersistent processes	Econometrics and Statistics	Karim M Abadir Walter Distaso Liudas Giraitis	2021/12/25