Uniform Limit Theory for Stationary Autoregression

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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (2009, background): “This type of local-to-unity system is also considered by Phillips and Magdalinos (2007a, b) and Giraitis and Phillips (2006).”
Estimating deterministic trends with an integrated or stationary noise component (2009, methodology): “Part (b) is from Theorem 2 of Giraitis and Phillips (2006) .”
Generic results for establishing the asymptotic size of confidence sets and tests (2020, background): “The rescaling of Xt is necessary because Varn(Yt−1) diverges 17 when ρ1,n → 1, see Giraitis and Phillips (2006).”
Mildly explosive autoregression under weak and strong dependence (2012, background): “Phillips and Magdalinos (2007a, hereafter PMa) and Giraitis and Phillips (2006) considered autoregressive processes with root n = 1 + c=n , 2 (0; 1).”
Limit Theory for Moderate Deviations from a Unit Root (2007, unknown): “Some subsequent work on the model (1) considered here has been done by Giraitis and Phillips (2004) .”
Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence (2005, unknown): “Giraitis and Phillips (2004) derived related limit results for the case of martingale difference errors.”