Limit Theory for Explosively Cointegrated Systems

由 PHILLIPS, Peter C. B., MAGDALINOS, Tassos
出版 2008

Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors

由 Magdalinos, Tassos, Peter C. B. PHILLIPS
出版 2009

Inconsistent VAR Regression with Common Explosive Roots

由 PHILLIPS, Peter C. B., MAGDALINOS, Tassos
出版 2013

Nonlinearity Induced Weak Instrumentation

由 Kasparis, Ioannis, Peter C. B. PHILLIPS, Magdalinos, Tassos
出版 2014

Smoothing Local-to-Moderate Unit Root Theory

由 Peter C. B. PHILLIPS, Magdalinos, Tassos, Giraitis, Liudas
出版 2010