Browsing All of EconStor by Author Giraitis, Liudas
Showing results 1 to 13 of 13
| Year of Publication | Title | Author(s) |
| 1999 | Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity | Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles |
| 2012 | Adaptive forecasting in the presence of recent and ongoing structural change | Giraitis, Liudas; Kapetanios, George; Price, Simon |
| 2015 | A Bayesian local likelihood method for modelling parameter time variation in DSGE models | Galvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina |
| 2015 | Spectral approach to parameter-free unit root testing | Bailey, Natalia; Giraitis, Liudas |
| 2015 | A time varying DSGE model with financial frictions | Galvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina |
| 2015 | Integrated ARCH, FIGARCH and AR models: Origins of long memory | Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius |
| 2015 | Inference on multivariate heteroscedastic time varying random coefficient models | Giraitis, Liudas; Kapetanios, George; Yates, Tony |
| 2015 | Testing mean stability of heteroskedastic time series | Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C.B. |
| 2015 | Estimating time-varying DSGE models using minimum distance methods | Giraitis, Liudas; Kapetanios, George; Theodoridis, Konstantinos; Yates, Tony |
| 2020 | Estimation of time-varying covariance matrices for large datasets | Dendramis, Yiannis; Giraitis, Liudas; Kapetanios, George |
| 2020 | Time-varying instrumental variable estimation | Giraitis, Liudas; Kapetanios, George; Marcellino, Massimiliano |
| 2020 | Robust tests for white noise and cross-correlation | Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. |
| 2024 | Regression modelling under general heterogeneity | Giraitis, Liudas; Kapetaniosi, George; Li, Yufei |
