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A TEST FOR STATIONARITY VERSUS...
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A test for stationarity versus trends and unit roots for a wide class of dependent errors
Giraitis, Liudas
;
Leipus, Remigijus
;
Philippe, Anne
- In:
Econometric theory
22
(
2006
)
6
,
pp. 989-1029
Persistent link: https://www.econbiz.de/10003396931
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2
Detection of nonconstant long memory parameter
Lavancier, Frédéric
;
Leipus, Remigijus
;
Philippe, Anne
; …
- In:
Econometric theory
29
(
2013
)
5
,
pp. 1009-1056
Persistent link: https://www.econbiz.de/10010248314
Saved in:
3
Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
Saved in:
4
ARTICLES - Stationary ARCH Models: Dependence Structure and Central Limit Theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10006984546
Saved in:
5
SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Econometric theory
26
(
2010
)
2
,
pp. 383-406
Persistent link: https://www.econbiz.de/10008388025
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6
Aggregation of the random coefficient GLARCH (1,1) process
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Econometric theory
26
(
2010
)
2
,
pp. 406-425
Persistent link: https://www.econbiz.de/10003968598
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7
ARTICLES - On Stationarity in the ARCH((infinity)) Model
Kazakevicius, Vytautas
;
Leipus, Remigijus
- In:
Econometric theory
18
(
2002
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10006975242
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8
On stationarity in the ARCH(∞) model
Kazakevičius, Vytautas
;
Leipus, Remigijus
- In:
Econometric theory
18
(
2002
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001652580
Saved in:
9
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
10
ARTICLES - Whittle Estimation of ARCH Models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-632
Persistent link: https://www.econbiz.de/10006978676
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