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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric - In: Econometric theory 12 (1996) 3, pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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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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Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 17 (2001) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
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On the approximation of saddlepoint expansions in statistics
Lieberman, Offer - In: Econometric theory 10 (1994) 5, pp. 900-916
Persistent link: https://www.econbiz.de/10001175052
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
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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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Asymptotic theory for empirical similarity models
Lieberman, Offer - In: Econometric theory 26 (2010) 4, pp. 1032-1059
Persistent link: https://www.econbiz.de/10003993823
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Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934