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Giraitis, Liudas [Author] ; Kapetanios, George [Other]; Price, Simon [Other]

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

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[S.l.]: SSRN, [2014]

Published in: Bank of England Working Paper ; No. 490
Giraitis, Liudas [Author] ; Kapetanios, George [Other]; Theodoridis, Konstantinos [Other]; Yates, Tony [Other]

Estimating Time-Varying DSGE Models Using Minimum Distance Methods

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[S.l.]: SSRN, [2014]

Published in: Bank of England Working Paper ; No. 507
Giraitis, Liudas [Author] ; Phillips, Peter C. B. [Other]

Mean and Autocovariance Function Estimation Near the Boundary of Stationarity

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[S.l.]: SSRN, [2009]

Published in: Cowles Foundation Discussion Paper ; No. 1690
Giraitis, Liudas [Author] ; Samarov, Alexander [Other]

Adaptive Semiparametric Estimation of the Memory Parameter - (Now Published with Revised Title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000), Pp.183-207.)

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM379
Giraitis, Liudas [Author]

Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM438
Giraitis, Liudas [Author] ; Hidalgo, Javier S. [Other]

Gaussian Estimation of Parametric Spectral Density with Unknown Pole

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM424
Giraitis, Liudas [Author] ; Surgailis, Donatas [Other]

Larch, Leverage and Long Memory

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM460
Giraitis, Liudas [Author] ; Surgailis, Donatas [Other]

A Model for Long Memory Conditional Heteroscedasticity - (Now Published in Annals of Applied Probability, 10 (2000), Pp.1002-1024.)

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM382
Giraitis, Liudas [Author]

Parametric Estimation Under Long-Range Dependence

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM416
Giraitis, Liudas [Author]

Variance-Type Estimation of Long Memory - (Now Published in Stochastic Processes and Their Applications, 29 (1999), Pp.1-24.)

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM363
Giraitis, Liudas [Author]

Whittle Estimation of Arch Models

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM406
Dendramis, Yiannis [Author] ; Giraitis, Liudas [Other]; Kapetanios, George [Other]

A Regularization Approach for Estimation and Variable Selection in High Dimensional Regression

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[S.l.]: SSRN, [2019]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other]

An I(d) Model with Trend and Cycles

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[S.l.]: SSRN, [2012]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other]

Nonstationarity-Extended Local Whittle Estimation

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[S.l.]: SSRN, [2012]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other]

Two Estimators of the Long-Run Variance : Beyond Short Memory

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[S.l.]: SSRN, [2012]
Dalla, Violetta [Author] ; Giraitis, Liudas [Other]; Hidalgo, Javier S. [Other]

Consistent Estimation of the Memory Parameter for Nonlinear Time Series

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM497
Bailey, Natalia [Author]; Giraitis, Liudas [Author]

Spectral approach to parameter-free unit root testing

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London: Queen Mary University of London, School of Economics and Finance, 2015
Giraitis, Liudas [Author]; Surgailis, Donatas [Author]

A central limit theorem for the empirical process of a long memory linear sequence

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Heidelberg: Universitätsbibliothek Heidelberg, 2016

Published in: Beiträge zur Statistik ; 24
Giraitis, Liudas [Author]; Surgailis, Donatas [Author]

A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence

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Heidelberg University: HeiDok, 1994-12
Giraitis, Liudas [Author]; Leipus, Remigijus [Author]

A generalized fractionally differencing approach in long-memory modelling

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Heidelberg: Universitätsbibliothek Heidelberg, 2016

Published in: Beiträge zur Statistik ; 17

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