The following pages link to Tassos Magdalinos (Q278237):
Displaying 13 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- (Q527992) (redirect page) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS (Q3632404) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (Q4556516) (← links)
- LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
- Nonlinearity Induced Weak Instrumentation (Q5080464) (← links)
- INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS (Q5403111) (← links)
- On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668) (← links)
- Taking stock of long-horizon predictability tests: are factor returns predictable? (Q6090589) (← links)
