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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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The effect of nonnormality
Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000910559
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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
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Strike data with a crisis point
Lieberman, Offer - 1997
Persistent link: https://www.econbiz.de/10000978713
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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
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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
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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
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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
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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
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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