Tassos Magdalinos

University of York

Heslington

York YO10 5DD

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

578

SSRN CITATIONS
Rank 11,007

SSRN RANKINGS

Top 11,007

in Total Papers Citations

6

CROSSREF CITATIONS

78

Scholarly Papers (8)

1.

The Characteristic Function from a Family of Truncated Normal Distributions

Econometric Theory, Vol. 18, p. 1276, 2002
Number of pages: 9 Posted: 15 Jan 2012
Karim M. Abadir and Tassos Magdalinos
Imperial College Business School and University of York
Downloads 212 (144,709)

Abstract:

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2.

Limit Theory for Moderate Deviations from a Unit Root Under Weak Dependence

Cowles Foundation Discussion Paper No. 1517
Number of pages: 47 Posted: 11 Jun 2005
Peter C. B. Phillips and Tassos Magdalinos
Yale University - Cowles Foundation and University of York
Downloads 88 (289,942)
Citation 3

Abstract:

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Central limit theory, Diffusion, Explosive autoregression, Local to unity, Moderate deviations, Unit root distribution, Weak dependence

3.

Limit Theory for Moderate Deviations from a Unit Root

Cowles Foundation Discussion Paper No. 1471
Number of pages: 28 Posted: 27 Jul 2004
Peter C. B. Phillips and Tassos Magdalinos
Yale University - Cowles Foundation and University of York
Downloads 70 (331,738)
Citation 2

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Central limit theory, Diffusion, Explosive autoregression, Local to unity, Moderate deviations, Unit root distribution

4.

Limit Theory for Explosively Cointegrated Systems

Cowles Foundation Discussion Paper No. 1614
Number of pages: 25 Posted: 14 Jun 2007
Peter C. B. Phillips and Tassos Magdalinos
Yale University - Cowles Foundation and University of York
Downloads 67 (339,568)

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Central limit theory, Exposive cointegration, Explosive process, Mixed normality

5.

Inconsistent VAR Regression with Common Explosive Roots

Cowles Foundation Discussion Paper No. 1777
Number of pages: 33 Posted: 12 Jan 2011
Peter C. B. Phillips and Tassos Magdalinos
Yale University - Cowles Foundation and University of York
Downloads 53 (381,208)
Citation 1

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Co-explosive behavior, Common roots, Endogeneity, Forward instrumentation, Geometric multiplicity, Reverse martingale

6.

Smoothing Local-to-Moderate Unit Root Theory

Cowles Foundation Discussion Paper No. 1659
Number of pages: 18 Posted: 21 May 2008
Peter C. B. Phillips, Tassos Magdalinos and Liudas Giraitis
Yale University - Cowles Foundation, University of York and University of York - Department of Mathematics and Economics
Downloads 32 (461,320)
Citation 1

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Edgeworth expansion, Local to unity, Moderate deviations, Unit root distribution

7.

Unit Root and Cointegrating Limit Theory When Initialization is in the Infinite Past

Cowles Foundation Discussion Paper No. 1655
Number of pages: 32 Posted: 21 May 2008
Peter C. B. Phillips and Tassos Magdalinos
Yale University - Cowles Foundation and University of York
Downloads 29 (475,698)

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Cauchy limit distribution, Cointegration, Distant past initialization, Infinite past initialization, Random orthonormalization, Singular limit theory

8.

Non-Linearity Induced Weak Instrumentation

Cowles Foundation Discussion Paper No. 1872
Number of pages: 39 Posted: 07 Sep 2012
Ioannis Kasparis, Peter C. B. Phillips and Tassos Magdalinos
University of Cyprus - Department of Economics, Yale University - Cowles Foundation and University of York
Downloads 27 (486,051)

Abstract:

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Instrumental variables, Integrable function, Integrated process, Invariance principle, Local time, Mixed normality, Stationarity, Nonlinear cointegration, Unit roots, Weak Instruments