More on monotone instrumental variables
- 作者Charles F. Manski; John V. Pepper
- 卷第12卷
- 印刷ISSN1368-4221
- 电子ISSN1368-423X
- 文件大小187.47KB
- 发表时间2009
- DOI10.1111/j.1368-423x.2008.00262.x
Nonlinearity Induced Weak InstrumentationKasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos · Econometric Reviews · 2014
LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMSPhillips, Peter C.B.; Magdalinos, Tassos · Econometric Theory · 2008
Limit Theory for Explosively Cointegrated SystemsPeter C. B. Phillips and Tassos Magdalinos · Econometric Theory · 2008
INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTSPhillips, Peter C.B.; Magdalinos, Tassos · Econometric Theory · 2013
Mildly explosive autoregression under weak and strong dependenceTassos Magdalinos · 2012
Mildly Explosive Autoregression Under Stationary Conditional HeteroskedasticityArvanitis, Stelios; Magdalinos, Tassos · Journal of Time Series Analysis · 2018
Robust Econometric Inference for Stock Return PredictabilityKostakis, Alexandros; Magdalinos, Tassos; Stamatogiannis, Michalis P. · SSRN Electronic Journal · 2014
Smoothing local-to-moderate unit root theoryPeter C.B. Phillips; Tassos Magdalinos; Liudas Giraitis · 2010