Narrow search
Showing 1 - 6 of 6
Cover Image
On variance noncausality and cointegration
Comte, Fabienne; Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000926250
Cover Image
Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 1999
Persistent link: https://www.econbiz.de/10001355613
Cover Image
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
Cover Image
An [alpha]-level adaptive test for regression models via regressogram selection
Guerre, Emmanuel; Lieberman, Offer - 1999
Persistent link: https://www.econbiz.de/10001391211
Cover Image
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 1999
Persistent link: https://www.econbiz.de/10001396408
Cover Image
The effect of nonnormality
Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000910559