Narrow search
Showing 1 - 6 of 6
Cover Image
Stationary integrated Arch(∞) and Ar(∞) processes with finite variance
Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius - In: Econometric theory 34 (2018) 6, pp. 1159-1179
Persistent link: https://www.econbiz.de/10012038038
Cover Image
LARCH, leverage, and long memory
Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; … - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
Cover Image
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
Cover Image
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
Cover Image
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/10003396931
Cover Image
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta; Giraitis, Liudas; Robinson, Peter M. - In: Journal of econometrics 219 (2020) 2, pp. 281-313
Persistent link: https://www.econbiz.de/10012483387