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Supporter of LMS Good Practice Award

Publications

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Filters: Author is Magdalinos, Anastassios  [Clear All Filters]
2007
Magdalinos A.  2007.  On the inconsistency of the unrestricted estimator of the information matrix near a unit root. Econometrics Journal. 10(2):245-262.
Magdalinos A, Phillips PCB.  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.
2005
Magdalinos A, Phillips PCB.  2005.  Limit Theory for Moderate Deviations from a Unit Root. Journal of Econometrics. 136(1):115-130.
2002
Abadir K, Magdalinos A.  2002.  The Characteristic Function from a Family of Truncated Normal Distributions. Econometric Theory. 18:1276-1287.

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