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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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Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.; Magdalinos, Tassos - In: The refinement of econometric estimation and test …, (pp. 123-162). 2007
Persistent link: https://www.econbiz.de/10003461842
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Limit theory for explosively cointegrated systems
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723140
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269
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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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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767425
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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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Mildly explosive autoregression under weak and strong dependence
Magdalinos, Tassos - In: Journal of econometrics 169 (2012) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10009671324
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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