Browsing All of EconStor by Author Giraitis, Liudas


Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
1999Semiparametric estimation of the intensity of long memory in conditional heteroskedasticityGiraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
2012Adaptive forecasting in the presence of recent and ongoing structural changeGiraitis, Liudas; Kapetanios, George; Price, Simon
2015A Bayesian local likelihood method for modelling parameter time variation in DSGE modelsGalvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina
2015Spectral approach to parameter-free unit root testingBailey, Natalia; Giraitis, Liudas
2015A time varying DSGE model with financial frictionsGalvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina
2015Integrated ARCH, FIGARCH and AR models: Origins of long memoryGiraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius
2015Inference on multivariate heteroscedastic time varying random coefficient modelsGiraitis, Liudas; Kapetanios, George; Yates, Tony
2015Testing mean stability of heteroskedastic time seriesDalla, Violetta; Giraitis, Liudas; Phillips, Peter C.B.
2015Estimating time-varying DSGE models using minimum distance methodsGiraitis, Liudas; Kapetanios, George; Theodoridis, Konstantinos; Yates, Tony
2020Estimation of time-varying covariance matrices for large datasetsDendramis, Yiannis; Giraitis, Liudas; Kapetanios, George
2020Time-varying instrumental variable estimationGiraitis, Liudas; Kapetanios, George; Marcellino, Massimiliano
2020Robust tests for white noise and cross-correlationDalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B.