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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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Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 1999
Persistent link: https://www.econbiz.de/10001396408
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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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The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.; Lieberman, Offer; Giles, Judith A. - 1990
Persistent link: https://www.econbiz.de/10000805028
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The optimal size of a preliminary test for linear restsrictions when estimating the regression scale parameter
Giles, Judith A.; Lieberman, Offer - 1991
Persistent link: https://www.econbiz.de/10000812972
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Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.; Lieberman, Offer - 1991
Persistent link: https://www.econbiz.de/10000812974
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Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.; Lieberman, Offer - 1991
Persistent link: https://www.econbiz.de/10000812975
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Strike data with a crisis point
Lieberman, Offer - 1997
Persistent link: https://www.econbiz.de/10000978713
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 1999
Persistent link: https://www.econbiz.de/10001355613
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An [alpha]-level adaptive test for regression models via regressogram selection
Guerre, Emmanuel; Lieberman, Offer - 1999
Persistent link: https://www.econbiz.de/10001391211