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Asymptotic Theory for Multivar...
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141
An Approximation to GARCH
Lieberman, Offer
- In:
Econometric theory
12
(
1996
)
2
,
pp. 396-400
Persistent link: https://www.econbiz.de/10007000173
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142
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/10007429837
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143
ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
Lieberman, Offer
;
Rosemarin, Roy
;
Rousseau, Judith
- In:
Econometric theory
28
(
2011
)
2
,
pp. 457-471
Persistent link: https://www.econbiz.de/10009847395
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144
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C.B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10008143201
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145
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
Mcaleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10008110451
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146
Refined Inference on Long Memory in Realized Volatility
Lieberman, Offer
;
Phillips, Peter
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10007993913
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147
Empirical Similarity
Gilboa, Itzhak
;
Lieberman, Offer
;
Schmeidler, David
- In:
The review of economics and statistics
88
(
2006
)
3
,
pp. 433-444
Persistent link: https://www.econbiz.de/10007296384
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148
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W.K.
;
Lieberman, Offer
;
Marmer, Vadim
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 673-702
Persistent link: https://www.econbiz.de/10007287905
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149
Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples
Ghysels, Eric
;
Lieberman, Offer
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10007003679
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150
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/10007014637
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