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L

Liudas Giraitis

university of london

33H指数
140论文数
4.0K被引数
收录论文 14
发表时间
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Reprint of: Robust inference on correlation under general heterogeneity再版：在一般异质性条件下关于相关性的稳健推断
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
errOAAI
errGiraitis, Liudas; Li, Yufei; Phillips, Peter C. B.
err分享
err收藏
Robust inference on correlation under general heterogeneity
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err2
errOAAI
errGiraitis, Liudas; Li, Yufei; Phillips, Peter C. B.
err分享
err收藏
CHOOSING BETWEEN PERSISTENT AND STATIONARY VOLATILITY
errANNALS OF STATISTICS
IF3.7
err2022-12-01
err0
errOAAI
errChronopoulos, Ilias; Giraitis, Liudas; Kapetanios, George
err分享
err收藏
Time-varying instrumental variable estimation时变工具变量估计
errJOURNAL OF ECONOMETRICS
IF4
err2021-10-01
err5
errOAAI
errGiraitis, Liudas; Kapetanios, George; Marcellino, Massimiliano
err分享
err收藏
Asymptotic theory for time series with changing mean and variance
errJOURNAL OF ECONOMETRICS
IF4
err2020-12-01
err3
errOAAI
errDalla, Violetta; Giraitis, Liudas; Robinson, Peter M.
err分享
err收藏
Inference on stochastic time-varying coefficient models
errJOURNAL OF ECONOMETRICS
IF4
err2014-03-01
err82
PREAI
errGiraitis, L.; Kapetanios, G.; Yates, T.
err分享
err收藏
Adaptive forecasting in the presence of recent and ongoing structural change
errJOURNAL OF ECONOMETRICS
IF4
err2013-12-01
err44
errOAAI
errGiraitis, Liudas; Kapetanios, George; Price, Simon
err分享
err收藏
Mean and autocovariance function estimation near the boundary of stationarity
errJOURNAL OF ECONOMETRICS
IF4
err2012-08-01
err4
errOAAI
errGiraitis, Liudas; Phillips, Peter C. B.
err分享
err收藏
An I(d) model with trend and cycles
errJOURNAL OF ECONOMETRICS
IF4
err2011-08-01
err16
errOAAI
errAbadir, Karim M.; Distaso, Walter; Giraitis, Liudas
err分享
err收藏
Smoothing local-to-moderate unit root theory
errJOURNAL OF ECONOMETRICS
IF4
err2010-10-01
err20
errOAAI
errPhillips, Peter C. B.; Magdalinos, Tassos; Giraitis, Liudas
err分享
err收藏
Two estimators of the long-run variance: Beyond short memory
errJOURNAL OF ECONOMETRICS
IF4
err2009-05-01
err27
errOAAI
errAbadir, Karim M.; Distaso, Walter; Giraitis, Liudas
err分享
err收藏
Nonstationarity-extended local Whittle estimation非平稳性扩展的局部Whittle估计
errJOURNAL OF ECONOMETRICS
IF4
err2007-12-01
err157
PREAI
errAbadir, Karim M.; Distaso, Walter; Giraltis, Liudas
err分享
err收藏
Rescaled variance and related tests for long memory in volatility and levels (vol 112, pg 265, 2003)
errJOURNAL OF ECONOMETRICS
IF4
err2005-06-01
err2
PREAI
errGiraitis, L; Kokoszka, P; Leipus, R; Teyssière, G
err分享
err收藏
Rescaled variance and related tests for long memory in volatility and levels
errJOURNAL OF ECONOMETRICS
IF4
err2003-02-01
err219
PREAI
errGiraitis, L; Kokoszka, P; Leipus, R; Teyssière, G
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
P
Peter C.B. Phillips
H 指数: 88 · 论文数: 953
P
Peter M. Robinson
H 指数: 59 · 论文数: 444
M
Massimiliano Marcellino
H 指数: 52 · 论文数: 462
P
Piotr Kokoszka
H 指数: 45 · 论文数: 260
G
George Kapetanios
H 指数: 44 · 论文数: 421
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