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Magdalinos, Tassos
Phillips, Peter C. B.
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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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