LSE creators

Number of items: 6.
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  • Dalla, Violetta, Giraitis, Liudas, Robinson, Peter M. (2020). Asymptotic theory for time series with changing mean and variance. Journal of Econometrics, 219(2), 281 - 313. https://doi.org/10.1016/j.jeconom.2020.03.005
  • Dalla, Violetta, Giraitis, Liudas, Hidalgo, Javier (2006). Consistent estimation of the memory parameter for nonlinear time series. Journal of Time Series Analysis, 27(2), 211-251. https://doi.org/10.1111/j.1467-9892.2005.00464.x
  • Dalla, Violetta, Hidalgo, Javier (2005). A parametric bootstrap test for cycles. Journal of Econometrics, 129(1-2), 219-261. https://doi.org/10.1016/j.jeconom.2004.09.008
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  • Dalla, Violetta, Giraitis, Liudas, Hidalgo, Javier (2006). Consistent estimation of the memory parameter for nonlinear time series. (EM 497). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dalla, Violetta (2006). Estimation and testing of persistence in nonlinear and cyclical time series. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Dalla, Violetta, Hidalgo, Javier (2005). A parametric bootstrap test for cycles. (Econometrics Paper EM/2005/486). Suntory and Toyota International Centres for Economics and Related Disciplines.