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A TEST FOR STATIONARITY VERSUS...
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Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
Saved in:
2
Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10001731317
Saved in:
3
Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10006764510
Saved in:
4
Renewal regime switching and stable limit laws
Leipus, Remigijus
;
Paulauskas, Vygantas
;
Surgailis, Donatas
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 299-328
Persistent link: https://www.econbiz.de/10006750354
Saved in:
5
Stability of random coefficient ARCH models and aggregation schemes
Kazakevicius, Vytautas
;
Leipus, Remigijus
;
Viano, …
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 139-158
Persistent link: https://www.econbiz.de/10006757759
Saved in:
6
Stability of random coefficient ARCH models and aggregation schemes
Kazakevičius, Vytautas
;
Leipus, Remigijus
;
Viano, …
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 139-158
Persistent link: https://www.econbiz.de/10001998915
Saved in:
7
Renewal regime switching and stable limit laws
Leipus, Remigijus
;
Paulauskas, Vygantas
;
Surgailis, Donatas
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 299-327
Persistent link: https://www.econbiz.de/10003172792
Saved in:
8
Nonstationarity-extended local Whittle estimation
Abadir, Karim M.
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1353-1384
Persistent link: https://www.econbiz.de/10007859750
Saved in:
9
Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 56-70
Persistent link: https://www.econbiz.de/10008250604
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10
Mean and autocovariance function estimation near the boundary of stationarity
Giraitis, Liudas
;
Phillips, Peter C.B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 166-179
Persistent link: https://www.econbiz.de/10009987055
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