フォロー
Offer Lieberman
Offer Lieberman
確認したメール アドレス: biu.ac.il
タイトル
引用先
引用先
Asymptotic theory for multivariate GARCH processes
F Comte, O Lieberman
Journal of Multivariate Analysis 84 (1), 61-84, 2003
3722003
Generalized autoregressive conditional correlation
M McAleer, F Chan, S Hoti, O Lieberman
Econometric Theory 24 (6), 1554-1583, 2008
2132008
A characterization of the price behavior of international dual stocks: an error correction approach
O Lieberman, U Ben-Zion, S Hauser
Journal of International Money and Finance 18 (2), 289-304, 1999
1271999
Empirical similarity
I Gilboa, O Lieberman, D Schmeidler
The Review of Economics and Statistics 88 (3), 433-444, 2006
1252006
Second‐order noncausality in multivariate GARCH processes
F Comte, O Lieberman
Journal of Time Series Analysis 21 (5), 535-557, 2000
882000
Rule-based and case-based reasoning in housing prices
G Gayer, I Gilboa, O Lieberman
The BE Journal of Theoretical Economics 7 (1), 0000102202193517041284, 2007
762007
A Laplace approximation to the moments of a ratio of quadratic forms
O Lieberman
Biometrika 81 (4), 681-690, 1994
741994
Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
A Levy, O Lieberman
Journal of Banking & Finance 37 (5), 1412-1421, 2013
732013
Saddlepoint approximation for the distribution of a ratio of quadratic forms in normal variables
O Lieberman
Journal of the American Statistical Association 89 (427), 924-928, 1994
671994
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
DWK Andrews, O Lieberman, V Marmer
Journal of Econometrics 133 (2), 673-702, 2006
612006
Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood
DM Zucker, O Lieberman, O Manor
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2000
542000
A similarity-based approach to prediction
I Gilboa, O Lieberman, D Schmeidler
Journal of Econometrics 162 (1), 124-131, 2011
522011
Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
O Lieberman, J Rousseau, DM Zucker
The Annals of Statistics 31 (2), 586-612, 2003
522003
Refined inference on long memory in realized volatility
O Lieberman, PCB Phillips
Econometric reviews 27 (1-3), 254-267, 2008
512008
Asymptotic theory for empirical similarity models
O Lieberman
Econometric Theory 26 (4), 1032-1059, 2010
362010
A multivariate stochastic unit root model with an application to derivative pricing
O Lieberman, PCB Phillips
Journal of Econometrics 196 (1), 99-110, 2017
332017
Norming rates and limit theory for some time‐varying coefficient autoregressions
O Lieberman, PCB Phillips
Journal of Time Series Analysis 35 (6), 592-623, 2014
322014
Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
O Lieberman, R Rosemarin, J Rousseau
Econometric Theory 28 (2), 457-470, 2012
322012
A similarity‐based approach to time‐varying coefficient non‐stationary autoregression
O Lieberman
Journal of Time Series Analysis 33 (3), 484-502, 2012
312012
The optimal size of a preliminary test of linear restrictions in a misspecified regression model
DEA Giles, O Lieberman, JA Giles
Journal of the American Statistical Association 87 (420), 1153-1157, 1992
311992
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