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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
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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/10010155202
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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/10008325213
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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/10008069006
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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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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
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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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Models, Methods, and Applications of Econometrics: Essays in Honor of A. R. Bergstrom
Phillips, Peter C.B.; Caudill, Steven B. - In: Southern economic journal 61 (1994) 2, pp. 539
Persistent link: https://www.econbiz.de/10006685998
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GMM with Many Moment Conditions
Han, Chirok; Phillips, Peter C.B. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 1, pp. 147-192
Persistent link: https://www.econbiz.de/10006747714
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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