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13
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1
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
Kasparis, Ioannis
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1373-1403
Persistent link: https://www.econbiz.de/10008088970
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2
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C.B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-285
Persistent link: https://www.econbiz.de/10009969400
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3
The Bierens test for certain nonstationary models
Kasparis, Ioannis
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10008455149
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4
FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
Kasparis, Ioannis
- In:
Econometric theory
27
(
2010
)
2
,
pp. 285-312
Persistent link: https://www.econbiz.de/10008881754
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5
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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6
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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7
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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8
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
Saved in:
9
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
Saved in:
10
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/10007391036
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