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1
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
Saved in:
2
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
Saved in:
3
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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4
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:
5
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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6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Albert Rex Bergstrom 1925 - 2005
Phillips, Peter C. B.
- In:
New Zealand economic papers
39
(
2005
)
2
,
pp. 129-152
Persistent link: https://www.econbiz.de/10009938808
Saved in:
10
Two New Zealand pioneer econometricians
Phillips, Peter C. B.
- In:
New Zealand economic papers
44
(
2010
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009938873
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