Liudas Giraitis
CFDPs
CFPs
CFP 1363 | Liudas Giraitis, Peter C. B. Phillips, "Mean and Autocovariance Function Estimation near the Boundary of Stationarity," Journal of Econometrics, (August 2012), 169(2): 166-178 (See CFDP 1690) | |
CFP 1309 | Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," Journal of Econometrics, (October 2010), 158(2): 274-279 (See CFDP 1659) | |
CFP 1166 | Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, (January 2006), 27(1): 51-60 (See CFDP 1475) |