Tassos Magdalinos

CFDPs

CFPs

CFP 1404 Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, (January 2014), 33(5-6): 676-712 [See CFDP 1872]
CFP 1383 Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," Econometric Theory, (August 2013), 29(4): 808-837 [See CFDP 1777]
CFP 1309 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," Journal of Econometrics, (October 2010), 158(2): 274-279 [See CFDP 1659]
CFP 1266 Tassos Magdalinos, Peter C. B. Phillips, "Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors," Econometric Theory, (April 2009), 25(2): 482-526
CFP 1244 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Explosively Cointegrated Systems," Econometric Theory, (August 2008), 24(4): 865-887 [See CFDP 1614]
CFP 1202 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from Unity under Weak Dependence," (in G. D. A. Phillips and E. Tzavalis, eds., The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis. Cambridge University, 2007, pp.123-162) [See CFDP 1517]
CFP 1172 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root," Journal of Econometrics, (January 2007), 136(1): 115-130