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1
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
Saved in:
2
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/10001175052
Saved in:
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
Saved in:
4
Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
20
(
2004
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10002068210
Saved in:
5
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
Saved in:
6
Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
17
(
2001
)
1
,
pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
Saved in:
7
On plug-in estimation of long memory models
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
2
,
pp. 431-454
Persistent link: https://www.econbiz.de/10002740760
Saved in:
8
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/10003771789
Saved in:
9
Asymptotic theory for empirical similarity models
Lieberman, Offer
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1032-1059
Persistent link: https://www.econbiz.de/10003993823
Saved in:
10
Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer
;
Rosemarin, Roy
;
Rousseau, Judith
- In:
Econometric theory
28
(
2012
)
2
,
pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
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