Professor Karim Abadir, BA, MA, DPhil
Visiting Professor
Tel: +44(0)141 330 5061
Background
Karim Abadir is Professor of Financial Econometrics and Head of Finance and Accounting at the Tanaka Business School at Imperial College London. He has previously been based at the University of York, where he was Professor of Econometrics and Statistics as well as Head of the Statistics Group. Prior to that he held positions at the University of Exeter, the American University in Cairo and at Lincoln College, University of Oxford.
Research interests
Karim is currently researching mathematical statistics and theoretical econometrics, including distribution theory, time series and nonlinear models (including semi/non-parametrics). He is also researching macroeconomics, financial markets and econometrics where he is focussing on modelling methodologies. In addition he is conducting research in applied mathematics in relation to special functions and applied analysis.
Recent selected publications
Abadir, K.M. and Distaso, W. (2007). ‘Testing joint hypotheses when one of the alternatives is one-sided’, Journal of Econometrics, vol. 140, pp. 695-718.
Abadir, K.M. and Magnus, J.R. (2007). ‘A statistical proof of the transformation theorem’, in (G.D.A. Phillips and E. Tzavalis, eds), The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis, Cambridge: Cambridge University Press.
Abadir, K.M. (2005). ‘The mean-median-mode inequality: counterexamples’, Econometric Theory, vol. 21, pp. 477-482.
Abadir, K.M. and Talmain, G. (2005). ‘Autocovariance functions of series and of their transforms’, Journal of Econometrics, vol. 124, pp. 227-252.
Abadir, K.M. and Magnus, J.R. (2005). Matrix algebra, Cambridge: Cambridge University Press.