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Hybrid stochastic local unit roots
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 215 (2020) 1, pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 196 (2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca; Lieberman, Offer - In: Journal of econometrics 235 (2023) 2, pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427