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Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
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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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Refined inference on long memory in realized volatility
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468435
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A similarity-based approach to prediction
Gilboa, Itzhak (contributor); Lieberman, Offer (contributor) - 2007
Persistent link: https://www.econbiz.de/10003515463
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On the definition of objective propabilities by empirical similarity
Gilboa, Itzhak (contributor); Lieberman, Offer (contributor) - 2007
Persistent link: https://www.econbiz.de/10003515472
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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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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
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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
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim - In: Journal of econometrics 133 (2006) 2, pp. 673-702
Persistent link: https://www.econbiz.de/10003359623