Tassos Magdalinos

Available identifiers

Publication	Date of Publication	Type
Taking stock of long-horizon predictability tests: are factor returns predictable?	2023-11-17	Paper
LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS	2022-11-23	Paper
Nonlinearity Induced Weak Instrumentation	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	2018-11-16	Paper
Mildly explosive autoregression under weak and strong dependence	2017-05-12	Paper
Smoothing local-to-moderate unit root theory	2016-08-04	Paper
Limit theory for moderate deviations from a unit root	2016-05-02	Paper
INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS	2014-03-25	Paper
UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST	2009-12-15	Paper
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS	2009-06-11	Paper
LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS	2009-06-11	Paper
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS	2009-04-01	Paper
On the inconsistency of the unrestricted estimator of the information matrix near a unit root	2007-11-21	Paper

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