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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2014
Persistent link: https://www.econbiz.de/10010411466
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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.; Magdalinos, Tassos; Giraitis, Liudas - In: Journal of econometrics 158 (2010) 2, pp. 274-279
Persistent link: https://www.econbiz.de/10008839955
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Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas; Kapetanios, George; Price, Simon - 2012
Persistent link: https://www.econbiz.de/10009561176
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An I(d) model with trend and cycles
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
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Forecasting under structural change
Giraitis, Liudas; Kapetanios, George; Mansur, Mohaimen; … - In: Empirical economic and financial research : theory, …, (pp. 401-419). 2015
Persistent link: https://www.econbiz.de/10010490087
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Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta (contributor); Giraitis, Liudas (contributor) - 2006
Persistent link: https://www.econbiz.de/10003281588
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Recent advances in ARCH modelling
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Long memory in economics : with 50 tables, (pp. 3-38). 2006
Persistent link: https://www.econbiz.de/10003375585
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Mean and autocovariance function estimation near the boundary of stationarity
Giraitis, Liudas; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795697
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ARCH (∞) models and long memory properties
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Handbook of financial time series, (pp. 71-84). 2009
Persistent link: https://www.econbiz.de/10003833780
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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767425