Limit theory for moderate deviations from a unit root PCB Phillips, T Magdalinos Journal of Econometrics 136 (1), 115-130, 2007 | 461 | 2007 |

Robust econometric inference for stock return predictability A Kostakis, T Magdalinos, MP Stamatogiannis The Review of Financial Studies 28 (5), 1506-1553, 2015 | 283 | 2015 |

Econometric inference in the vicinity of unity PCB Phillips, T Magdalinos Singapore Management University, CoFie Working Paper 7, 2009 | 141* | 2009 |

Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors T Magdalinos, PCB Phillips Econometric Theory 25 (2), 482-526, 2009 | 116 | 2009 |

Limit theory for moderate deviations from a unit root under weak dependence PCB Phillips, T Magdalinos Available at SSRN 740544, 2005 | 107 | 2005 |

Unit root and cointegrating limit theory when initialization is in the infinite past PCB Phillips, T Magdalinos Econometric Theory 25 (6), 1682-1715, 2009 | 64 | 2009 |

Mildly explosive autoregression under weak and strong dependence T Magdalinos Journal of Econometrics 169 (2), 179-187, 2012 | 59 | 2012 |

Limit theory for explosively cointegrated systems PCB Phillips, T Magdalinos Econometric Theory 24 (4), 865-887, 2008 | 36 | 2008 |

Smoothing local-to-moderate unit root theory PCB Phillips, T Magdalinos, L Giraitis Journal of Econometrics 158 (2), 274-279, 2010 | 35 | 2010 |

Inconsistent VAR regression with common explosive roots PCB Phillips, T Magdalinos Econometric Theory 29 (4), 808-837, 2013 | 29 | 2013 |

Mildly explosive autoregression under stationary conditional heteroskedasticity S Arvanitis, T Magdalinos Journal of Time Series Analysis 39 (6), 892-908, 2018 | 16 | 2018 |

Limit Theory for Moderate Deviations from Unity under Weak Dependence” in GDA Phillips and E. Tzavalis (Eds.) The Refinement of Econometric Estimation and Test Procedures … PCB Phillips, T Magdalinos Cambridge: Cambridge University Press, 2007 | 15 | 2007 |

Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations T Magdalinos Econometric Theory 38 (5), 875-912, 2022 | 13 | 2022 |

Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable? A Kostakis, T Magdalinos, MP Stamatogiannis Journal of Econometrics (accepted), 2018 | 11* | 2018 |

Nonlinearity induced weak instrumentation I Kasparis, PCB Phillips, T Magdalinos Econometric Reviews 33 (5-6), 676-712, 2014 | 8 | 2014 |

Uniform and distribution-free inference with general autoregressive processes T Magdalinos, K Petrova Universitat Pompeu Fabra, Department of Economics and Business, 2022 | 7 | 2022 |

On the inconsistency of the unrestricted estimator of the information matrix near a unit root T Magdalinos The Econometrics Journal 10 (2), 245-262, 2007 | 6 | 2007 |

Econometric inference in matrix vicinities of unity and stationarity T Magdalinos, PCB Phillips Working Paper, 2020 | 5 | 2020 |

The characteristic function from a family of truncated normal distributions K Abadir, T Magdalinos Econometric Theory 18 (5), 1276-1287, 2002 | 5 | 2002 |

A unified theory for ARMA models with varying coefficients: One solution fits all M Karanasos, A Paraskevopoulos, T Magdalinos, A Canepa arXiv preprint arXiv:2110.06168, 2021 | 2 | 2021 |