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Tassos Magdalinos
Tassos Magdalinos
Professor of Econometrics, University of Southampton
Verified email at soton.ac.uk - Homepage
Title
Cited by
Cited by
Year
Limit theory for moderate deviations from a unit root
PCB Phillips, T Magdalinos
Journal of Econometrics 136 (1), 115-130, 2007
4612007
Robust econometric inference for stock return predictability
A Kostakis, T Magdalinos, MP Stamatogiannis
The Review of Financial Studies 28 (5), 1506-1553, 2015
2832015
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
1162009
Limit theory for moderate deviations from a unit root under weak dependence
PCB Phillips, T Magdalinos
Available at SSRN 740544, 2005
1072005
Unit root and cointegrating limit theory when initialization is in the infinite past
PCB Phillips, T Magdalinos
Econometric Theory 25 (6), 1682-1715, 2009
642009
Mildly explosive autoregression under weak and strong dependence
T Magdalinos
Journal of Econometrics 169 (2), 179-187, 2012
592012
Limit theory for explosively cointegrated systems
PCB Phillips, T Magdalinos
Econometric Theory 24 (4), 865-887, 2008
362008
Smoothing local-to-moderate unit root theory
PCB Phillips, T Magdalinos, L Giraitis
Journal of Econometrics 158 (2), 274-279, 2010
352010
Inconsistent VAR regression with common explosive roots
PCB Phillips, T Magdalinos
Econometric Theory 29 (4), 808-837, 2013
292013
Mildly explosive autoregression under stationary conditional heteroskedasticity
S Arvanitis, T Magdalinos
Journal of Time Series Analysis 39 (6), 892-908, 2018
162018
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
152007
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
T Magdalinos
Econometric Theory 38 (5), 875-912, 2022
132022
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
82014
Uniform and distribution-free inference with general autoregressive processes
T Magdalinos, K Petrova
Universitat Pompeu Fabra, Department of Economics and Business, 2022
72022
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
62007
Econometric inference in matrix vicinities of unity and stationarity
T Magdalinos, PCB Phillips
Working Paper, 2020
52020
The characteristic function from a family of truncated normal distributions
K Abadir, T Magdalinos
Econometric Theory 18 (5), 1276-1287, 2002
52002
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
22021
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