7 citations · 7 across the 2 of their papers we have counts for
2 papers
econ.EM2025
Unlocking the Regression Space
Liudas Giraitis, George Kapetanios, Yufei Li +1
This paper introduces and analyzes a framework that accommodates general heterogeneity in regression modeling. It demonstrates that regression models with fixed or time-varying par…
math.ST2013★ 7 cited
On asymptotic distributions of weighted sums of periodograms
Liudas Giraitis, Hira L. Koul
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical…