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person:"Lieberman, Offer"
~person:"Mayoral, Laura"
~type_genre:"Aufsatz in Zeitschrift"
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Lieberman, Offer
Mayoral, Laura
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Uncertainty, model selection, and the PPP puzzle
Gadea, María Dolores
;
Mayoral, Laura
- In:
Oxford economic papers
67
(
2015
)
3
,
pp. 614-633
Persistent link: https://www.econbiz.de/10011346114
Saved in:
2
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
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3
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
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4
On plug-in estimation of long memory models
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
2
,
pp. 431-454
Persistent link: https://www.econbiz.de/10002740760
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5
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
6
Long-range dependence in Spanish political opinion poll series
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 137-155
Persistent link: https://www.econbiz.de/10001754932
Saved in:
7
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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