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Estimating time-varying DSGE m...
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Inference on stochastic time-varying coefficient models
Giraitis, Liudas
;
Kapetanios, George
;
Yates, Anthony
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
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2
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
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3
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
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4
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
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5
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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6
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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7
An I() model with trend and cycles
Abadir, Karim M.
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-200
Persistent link: https://www.econbiz.de/10009163369
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8
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. 56-71
Persistent link: https://www.econbiz.de/10008896996
Saved in:
9
Smoothing local-to-moderate unit root theory
Phillips, Peter C.B.
;
Magdalinos, Tassos
;
Giraitis, Liudas
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 274-280
Persistent link: https://www.econbiz.de/10008455145
Saved in:
10
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
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