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The Effect of Nonnormality
Lieberman, Offer - In: Econometric theory 13 (1997) 1, pp. 52-78
Persistent link: https://www.econbiz.de/10006999295
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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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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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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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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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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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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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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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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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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