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The exact bias of the log-periodogram regression estimator
Lieberman, Offer - In: Econometric reviews 20 (2001) 3, pp. 369-383
Persistent link: https://www.econbiz.de/10001606196
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Similarity-based model for ordered categorical data
Gayer, Gabi; Lieberman, Offer; Yaffe, Omer - In: Econometric reviews 38 (2019) 3, pp. 263-278
Persistent link: https://www.econbiz.de/10012181274
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Refined inference on long memory in realized volatility
Lieberman, Offer; Phillips, Peter C. B. - In: Econometric reviews 27 (2008) 1/3, pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
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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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Inference in a similarity-based spatial autoregressive model
Lieberman, Offer; Rossi, Francesca - In: Econometric reviews 42 (2023) 5, pp. 471-486
Persistent link: https://www.econbiz.de/10014305560