Filters: Author is Magdalinos, Anastassios [Clear All Filters]
On the inconsistency of the unrestricted estimator of the information matrix near a unit root. Econometrics Journal. 10(2):245-262.. 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.. 2007.
Limit Theory for Moderate Deviations from a Unit Root. Journal of Econometrics. 136(1):115-130.. 2005.
The Characteristic Function from a Family of Truncated Normal Distributions. Econometric Theory. 18:1276-1287.. 2002.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD