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Improved Estimation Procedures for Nonlinear Panel Data Models.
Lieberman, O.; Matyas, L. - Department of Econometrics and Business Statistics, … - 1994
Persistent link: https://www.econbiz.de/10005149056
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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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The effect of nonnormality
Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000910559
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Generalized autoregressive conditional correlation
School of Economics and Finance
This paper develops a generalized autoregressive conditional correlation (GARCC) model when the standardized residuals follow a random coefficient vector autoregressive process. As a multivariate generalization of the Tsay (1987, Journal of the American Statistical Association 82, 590-604)...
Persistent link: https://www.econbiz.de/10009434862
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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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Rule-based and case-based reasoning in housing prices
Gayer, Gabrielle (contributor); Gilboa, Itzhak (contributor) - In: The B.E. journal of theoretical economics 7 (2007) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10003738136
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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