Concepedia
Statistics
Publications
12
Citations
618
H-Index
10
Active since
2002
Affiliations
University of Southampton(Current)
Singapore Management University
University of Nottingham
University of York
University of Manchester
Tassos Magdalinos is an author at University of Southampton specializing in econometrics, economics, and financial economics.
Publications per year
2002–2018
Robust Econometric Inference for Stock Return Predictability
Alexandros Kostakis, Tassos Magdalinos, Michalis P. Stamatogiannis · Review of Financial Studies · 2014 · 276 citations · Full text
Business, Economics, Finance +17
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
Tassos Magdalinos, Peter C.B. Phillips · Econometric Theory · 2009 · 97 citations
Social Sciences, Economics, Econometrics +9
Mildly explosive autoregression under weak and strong dependence
Tassos Magdalinos · Journal of Econometrics · 2012 · 58 citations
Natural Sciences, Mathematics, Stochastic Processes +3
The Characteristic Function from a Family of Truncated Normal Distributions
Karim M. Abadir, Tassos Magdalinos · 2002 · 31 citations
Natural Sciences, Mathematics, Probability Theory +11
Smoothing local-to-moderate unit root theory
Peter C.B. Phillips, Tassos Magdalinos, Liudas Giraitis · Journal of Econometrics · 2010 · 29 citations
Natural Sciences, Mathematics, Macroeconomics +3
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