|[This author has chosen not to make the email address public]|
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.
- J. Isaac Miller, 2014. "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers 1412, Department of Economics, University of Missouri.
- 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).
- 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.
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Vaidotas Zemlys should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.