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~person:"Andreou, Elena"
~person:"Durlauf, Steven N."
~person:"Giraitis, Liudas"
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Andreou, Elena
Durlauf, Steven N.
Giraitis, Liudas
Phillips, Peter C. B.
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Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
- In:
Econometric theory
38
(
2022
)
5
,
pp. 913-941
Persistent link: https://www.econbiz.de/10013469683
Saved in:
2
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
3
Mean and autocovariance function estimation near the boundary of stationarity
Giraitis, Liudas
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 166-178
Persistent link: https://www.econbiz.de/10009671325
Saved in:
4
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
Saved in:
5
Trends versus random walks in time series analysis
Durlauf, Steven N.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10001059825
Saved in:
6
Multiple time series regression with integrated processes
Phillips, Peter C. B.
- In:
The review of economic studies
53
(
1986
)
4
,
pp. 473-495
Persistent link: https://www.econbiz.de/10001037141
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