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Vilniaus Universitetas, Matematikos ir Informatikos fakultetashttp://mif.vu.lt
Research outputJump to: Articles
- Kvedaras, Virmantas & Zemlys, Vaidotas, 2012. "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, vol. 116(2), pages 250-254.
- Rackauskas, Alfredas & Suquet, Charles & Zemlys, Vaidotas, 2007. "A Hölderian functional central limit theorem for a multi-indexed summation process," Stochastic Processes and their Applications, Elsevier, vol. 117(8), pages 1137-1164, August.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Kvedaras, Virmantas & Zemlys, Vaidotas, 2012.
"Testing the functional constraints on parameters in regressions with variables of different frequency,"
Elsevier, vol. 116(2), pages 250-254.
- Isao Ishida & Virmantas Kvedaras, 2015. "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-53, January.
- Ghysels, Eric & Kvedaras, Virmantas & Zemlys, Vaidotas, 2016. "Mixed Frequency Data Sampling Regression Models: The R Package midasr," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 72(i04).
- J. Isaac Miller, 2014.
"Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series,"
1412, Department of Economics, University of Missouri.
- Miller, J. Isaac, 2018. "Simple robust tests for the specification of high-frequency predictors of a low-frequency series," Econometrics and Statistics, Elsevier, vol. 5(C), pages 45-66.
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