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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/10003559951
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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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Robust econometric inference for stock return predictability
Kostakis, Alexandros; Magdalinos, Tassos; … - In: The review of financial studies 28 (2015) 5, pp. 1506-1553
Persistent link: https://www.econbiz.de/10011338192
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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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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.; Magdalinos, Tassos; Giraitis, Liudas - In: Journal of econometrics 158 (2010) 2, pp. 274-279
Persistent link: https://www.econbiz.de/10008839955
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
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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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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 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/10003401647
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Taking stock of long-horizon predictability tests : are factor returns predictable?
Kostakis, Alexandros; Magdalinos, Tassos; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25
Persistent link: https://www.econbiz.de/10014471823