Anastassios Magdalinos
BSc (Southampton), MSc (London), PhD (York)
Past staff member
Research interestsEconometrics and mathematical statistics Recent Publications2007
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2007. Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence. The refinement of econometric estimation and test procedures: finite sample and asymptotic analysis. :123-162.
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2007. On the inconsistency of the unrestricted estimator of the information matrix near a unit root. Econometrics Journal. 10(2):245-262.
2005
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2005. Limit Theory for Moderate Deviations from a Unit Root. Journal of Econometrics. 136(1):115-130.
2002
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2002. The Characteristic Function from a Family of Truncated Normal Distributions. Econometric Theory. 18:1276-1287.
Teaching
no courses found
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Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD Legal Statements |
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