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LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
Magdalinos, Tassos; Phillips, Peter C.B. - In: Econometric theory 25 (2009) 2, pp. 482-526
Persistent link: https://www.econbiz.de/10008211990
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UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10008325213
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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric theory 29 (2013) 4, pp. 808-837
Persistent link: https://www.econbiz.de/10010155202
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LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric theory 24 (2008) 4, pp. 865-887
Persistent link: https://www.econbiz.de/10008069006
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Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos - In: Econometric theory 38 (2022) 5, pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
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Limit theory for explosively cointegrated systems
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 24 (2008) 4, pp. 865-887
Persistent link: https://www.econbiz.de/10003736837
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Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors
Magdalinos, Tassos; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 2, pp. 482-526
Persistent link: https://www.econbiz.de/10003818345
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
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Inconsistent VAR regression with common explosive roots
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 29 (2013) 4, pp. 808-837
Persistent link: https://www.econbiz.de/10010210160
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THE 2003-2005 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
Phillips, Peter C.B. - In: Econometric theory 22 (2006) 4, pp. 763
Persistent link: https://www.econbiz.de/10007268461