Browsing Economics and Finance by Author "Giraitis, L"
Now showing items 1-10 of 10
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CHOOSING BETWEEN PERSISTENT AND STATIONARY VOLATILITY
Chronopoulos, I; Giraitis, L; Kapetanios, G (2022) -
Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
Giraitis, L; Kapetanios, G; Wetherilt, A; Zikes, F (2016) -
Estimation of time-varying covariance matrices for large datasets
Giraitis, L (Cambridge University Press, 2021-02-08) -
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
Dendramis, Y; Giraitis, L; Kapetanios, G (2021) -
Estimation on unevenly spaced time series
Giraitis, L; Marotta, F (2023) -
Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
Giraitis, L; Kapetanios, G; Yates, T (2018-03) -
Partially one-sided semiparametric inference for trending persistent and antipersistent processes
Abadir, KM; Distaso, W; Giraitis, L -
Robust Inference on Correlation under General Heterogeneity
Giraitis, L; Li, Y; Phillips, PCBConsiderable evidence in past research shows size distortion in standard tests for zero autocorrelation or zero cross-correlation when time series are not independent identically distributed random variables, pointing to ... -
Robust Tests for White Noise and Cross-Correlation
Giraitis, L -
Time-varying instrumental variable estimation
Giraitis, L; Kapetanios, G; Marcellino, M (2021)