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ECONIS (ZBW)
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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
The effect of nonnormality
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000910559
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3
A laplace approximation to the moments of a ratio of quadratic forms in normal variables
Lieberman, Offer
-
1992
Persistent link: https://www.econbiz.de/10000850501
Saved in:
4
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
Saved in:
5
The optimal size of a preliminary test for linear restsrictions when estimating the regression scale parameter
Giles, Judith A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812972
Saved in:
6
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
7
Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812975
Saved in:
8
The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.
;
Lieberman, Offer
;
Giles, Judith A.
-
1990
Persistent link: https://www.econbiz.de/10000805028
Saved in:
9
A characterization of the price behavior of international dual stocks : an error correction approach
Lieberman, Offer
;
Ben-Zion, Uri
;
Hauser, Shmuel
- In:
Journal of international money and finance
18
(
1999
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10001381607
Saved in:
10
Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001391152
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