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~isPartOf:"Econometric theory"
~person:"Lieberman, Offer"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
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Lieberman, Offer
Phillips, Peter C. B.
12
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
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Econometric theory
Cowles Foundation discussion paper
6
Journal of econometrics
3
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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ECONIS (ZBW)
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Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.
;
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
4
,
pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
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2
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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3
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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