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Giraitis, Liudas
12
Leipus, Remigijus
5
Abadir, Karim M.
4
Distaso, Walter
4
Kokoszka, Piotr
3
Phillips, Peter C.B.
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Teyssière, Gilles
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Journal of econometrics
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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
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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3
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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4
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/10007393749
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5
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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6
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
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7
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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8
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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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. 56-71
Persistent link: https://www.econbiz.de/10008896996
Saved in:
10
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
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