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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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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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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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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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Empirical similiarity
Gilboa, Itzhak (contributor); Lieberman, Offer (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002108797
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461413
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Empirical similarity
Gilboa, Izthak; Lieberman, Offer; Schmeidler, David - In: The review of economics and statistics 88 (2006) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10003384393