Liudas Giraitis

CFDPs

CFDP 2194R Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Robust Tests for White Noise and Cross-Correlation," (April 2019, revised March 2020) [35pp, Abstract] [Supplemental material, 54 pp], (See: CFDP 2194)
CFDP 2194 Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Robust Tests for White Noise and Cross-Correlation," (April 2019) [32pp, Abstract] [Supplemental material, 51 pp], (See: CFDP 2194R)
CFDP 2006 Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Testing Mean Stability of Heteroskedastic Time Series," (June 2015) [48pp, Abstract]
CFDP 1690 Liudas Giraitis, Peter C. B. Phillips, "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," (January 2009) [34pp, Abstract] (See: 1363)
CFDP 1659 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," (May 2008) [17pp, Abstract] (See: 1309)
CFDP 1475 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," (July 2004) [9pp, Abstract] (See: 1166)

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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)