Liudas Giraitis
Queen Mary University of London
H-index: 38
Europe-United Kingdom
Top articles of Liudas Giraitis
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Robust inference on correlation under general heterogeneity | Journal of Econometrics | Liudas Giraitis Yufei Li Peter CB Phillips | 2024/3/1 |
Parameter Estimation of Standard AR (1) and MA (1) Models Driven by a Non-IID Noise | Violetta Dalla Liudas Giraitis Murad S Taqqu | 2023/6/1 | |
Estimation of random cycles in persistent time series | Karim M Abadir Natalia Bailey Walter Distaso Liudas Giraitis | 2023/11/11 | |
Estimation on unevenly spaced time series | Journal of Time Series Analysis | Liudas Giraitis Fulvia Marotta | 2023/9 |
Choosing between persistent and stationary volatility | The Annals of Statistics | Ilias Chronopoulos Liudas Giraitis George Kapetanios | 2022/12 |
Robust tests for white noise and cross-correlation | Econometric Theory | Violetta Dalla Liudas Giraitis Peter CB Phillips | 2022/10 |
Supplement to “Choosing between persistent and stationary volatility.” | ILIAS CHRONOPOULOS LIUDAS GIRAITIS GEORGE KAPETANIOS | 2022 | |
Estimation of time-varying covariance matrices for large datasets | Econometric Theory | Yiannis Dendramis Liudas Giraitis George Kapetanios | 2021/12 |
Time-varying instrumental variable estimation | Journal of econometrics | Liudas Giraitis George Kapetanios Massimiliano Marcellino | 2021/10/1 |
Partially one-sided semiparametric inference for trending persistent and antipersistent processes | Econometrics and Statistics | Karim M Abadir Walter Distaso Liudas Giraitis | 2021/12/25 |
Asymptotic theory for time series with changing mean and variance | Journal of econometrics | Violetta Dalla Liudas Giraitis Peter M Robinson | 2020/12/1 |
Co-Authors
