Narrow search
Showing 1 - 8 of 8
Cover Image
Limit theory for moderate deviations from a unit root
Phillips, Peter C.B.; Magdalinos, Tassos - In: Journal of econometrics 136 (2007) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10007391036
Cover Image
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
Cover Image
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
Cover Image
Smoothing local-to-moderate unit root theory
Phillips, Peter C.B.; Magdalinos, Tassos; Giraitis, Liudas - In: Journal of econometrics 158 (2010) 2, pp. 274-280
Persistent link: https://www.econbiz.de/10008455145
Cover Image
On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos - In: The econometrics journal 10 (2007) 2, pp. 245-262
Persistent link: https://www.econbiz.de/10007743557
Cover Image
Mildly explosive autoregression under weak and strong dependence
Magdalinos, Tassos - In: Journal of econometrics 169 (2012) 2, pp. 179-188
Persistent link: https://www.econbiz.de/10009987056
Cover Image
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
Cover Image
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