E-LIB Suche - Ergebnisse für: Giraitis, Liudas

1

Partially one-sided semiparametric inference for trending p..:

Abadir, Karim M. ; Distaso, Walter ; Giraitis, Liudas
Econometrics and Statistics. 30 (2024) - p. 1-14 , 2024

Link: https://doi.org/10.1016/..

2

Robust inference on correlation under general heterogeneity:

Giraitis, Liudas ; Li, Yufei ; Phillips, Peter C.B.
Journal of Econometrics. 240 (2024) 1 - p. 105691 , 2024

Link: https://doi.org/10.1016/..

3

Reprint of: Robust inference on correlation under general h..:

Giraitis, Liudas ; Li, Yufei ; Phillips, Peter C.B.
Journal of Econometrics. , 2024

Link: https://doi.org/10.1016/..

4

Parameter Estimation of Standard AR(1) and MA(1) Models Dri..:

, In: Research Papers in Statistical Inference for Time Series and Related Models,

Dalla, Violetta ; Giraitis, Liudas ; Taqqu, Murad S. - p. 155-172 , 2023

Link: https://doi.org/10.1007/..

5

Estimation on unevenly spaced time series:

Giraitis, Liudas ; Marotta, Fulvia
Journal of Time Series Analysis. 44 (2023) 5-6 - p. 556-577 , 2023

Link: https://doi.org/10.1111/..

6

ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DA..:

Dendramis, Yiannis ; Giraitis, Liudas ; Kapetanios, George
Econometric Theory. 37 (2021) 6 - p. 1100-1134 , 2021

Link: https://doi.org/10.1017/..

7

Time-varying instrumental variable estimation:

Giraitis, Liudas ; Kapetanios, George ; Marcellino, Massimiliano
Journal of Econometrics. 224 (2021) 2 - p. 394-415 , 2021

Link: https://doi.org/10.1016/..

8

ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION:

Dalla, Violetta ; Giraitis, Liudas ; Phillips, Peter C. B.
Econometric Theory. 38 (2020) 5 - p. 913-941 , 2020

Link: https://doi.org/10.1017/..

9

Asymptotic theory for time series with changing mean and va..:

Dalla, Violetta ; Giraitis, Liudas ; Robinson, Peter M.
Journal of Econometrics. 219 (2020) 2 - p. 281-313 , 2020

Link: https://doi.org/10.1016/..

10

STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINI..:

Giraitis, Liudas ; Surgailis, Donatas ; Škarnulis, Andrius
Econometric Theory. 34 (2018) 6 - p. 1159-1179 , 2018

Link: https://www.jstor.org/st..

11

Estimation pitfalls when the noise is not i.i.d:

Giraitis, Liudas ; Taniguchi, Masanobu ; Taqqu, Murad S.
Japanese Journal of Statistics and Data Science. 1 (2018) 1 - p. 59-80 , 2018

Link: https://doi.org/10.1007/..

12

STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINI..:

Giraitis, Liudas ; Surgailis, Donatas ; Škarnulis, Andrius
Econometric Theory. 34 (2017) 6 - p. 1159-1179 , 2017

Link: https://doi.org/10.1017/..

13

Inference on Multivariate Heteroscedastic Time Varying Rand..:

Giraitis, Liudas ; Kapetanios, George ; Yates, Tony
Journal of Time Series Analysis. 39 (2017) 2 - p. 129-149 , 2017

Link: https://doi.org/10.1111/..

14

Spectral approach to parameter-free unit root testing:

Bailey, Natalia ; Giraitis, Liudas
Computational Statistics & Data Analysis. 100 (2016) - p. 4-16 , 2016

Link: https://doi.org/10.1016/..

15

A time varying DSGE model with financial frictions:

Galvão, Ana Beatriz ; Giraitis, Liudas ; Kapetanios, George.
Journal of Empirical Finance. 38 (2016) - p. 690-716 , 2016

Link: https://doi.org/10.1016/..