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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. 274-280
Persistent link: https://www.econbiz.de/10008455145
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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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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
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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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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
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Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C.B. - In: Journal of econometrics 130 (2006) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
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Nonstationary discrete choice
Hu, Ling; Phillips, Peter C.B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10006757760
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C.B. - In: Journal of econometrics 91 (1999) 2, pp. 227-272
Persistent link: https://www.econbiz.de/10006785378
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C.B. - In: Journal of econometrics 83 (1998) 1-2, pp. 21-56
Persistent link: https://www.econbiz.de/10006790182