Tassos Magdalinos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Taking stock of long-horizon predictability tests: are factor returns predictable? Journal of Econometrics	2023-11-17	Paper
LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS Econometric Theory	2022-11-23	Paper
Nonlinearity induced weak instrumentation Econometric Reviews	2022-05-31	Paper
A unified theory for ARMA models with varying coefficients: One solution fits all	2021-09-24	Paper
Mildly explosive autoregression under stationary conditional heteroskedasticity Journal of Time Series Analysis	2018-11-16	Paper
Mildly explosive autoregression under weak and strong dependence Journal of Econometrics	2017-05-12	Paper
Mildly explosive autoregression under weak and strong dependence Journal of Econometrics	2017-05-12	Paper
Smoothing local-to-moderate unit root theory Journal of Econometrics	2016-08-04	Paper
Limit theory for moderate deviations from a unit root Journal of Econometrics	2016-05-02	Paper
INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS Econometric Theory	2014-03-25	Paper
Unit root and cointegrating limit theory when initialization is in the infinite past Econometric Theory	2009-12-15	Paper
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS Econometric Theory	2009-06-11	Paper
LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS Econometric Theory	2009-06-11	Paper
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS Econometric Theory	2009-04-01	Paper
On the inconsistency of the unrestricted estimator of the information matrix near a unit root Econometrics Journal	2007-11-21	Paper

Research outcomes over time

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