Tassos Magdalinos

Economics and Econometrics · 2005–2012

A researcher in the Science corpus: 6 papers; trusts 10 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 26 citations into it; #3,184 of 23,481 by trust here, #5,722 by citations
• Finance — 25 citations into it; #1,787 of 10,518 by trust here, #2,330 by citations
• Statistics and Probability — 10 citations into it; #4,518 of 12,932 by trust here, #3,893 by citations
• Management Science and Operations Research — 6 citations into it; #8,604 of 11,946 by trust here, #8,906 by citations

Whom Tassos Magdalinos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter C. B. Phillips
2. Peter Hall
3. Liudas Giraitis
4. John Y. Campbell
5. Y. Amihud
6. Wei Biao Wu
7. A. Jessen
8. Chris C. Heyde
9. Gennady Samorodnitsky
10. Thomas Mikosch

Who trusts Tassos Magdalinos overall

1. Peter C. B. Phillips
2. Weilin Xiao
3. Jun Yu
4. Ji Hyung Lee
5. Eiji Kurozumi
6. Xiaoli L. Etienne
7. J. Breitung
8. Efthymios Pavlidis
9. Shuping Shi
10. Kazuhiko Hayakawa

Papers from Tassos Magdalinos's perspective

Ordered by how strongly the researchers Tassos Magdalinos trusts endorse each paper. Same corpus, a different order for every researcher.

1. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
2. REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS (Econometric Theory)
3. Generalized autoregressive conditional heteroskedasticity
4. Bad Beta, Good Beta
5. Regularly varying functions
6. Regression Shrinkage and Selection via the Lasso
7. Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
8. On linear processes with dependent innovations
9. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
10. The Adaptive Lasso and Its Oracle Properties

Their papers

• Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence (2005) — 392 citations
• UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (2008) — 66 citations
• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (2009) — 91 citations
• Robust econometric inference for stock return predictability (2011) — 243 citations
• Mildly explosive autoregression under weak and strong dependence (2012) — 61 citations
• Limit Theory for Moderate Deviations from a Unit Root (2007) — 73 citations