Offer Lieberman

Available identifiers

zbMath Open lieberman.offerMaRDI QIDQ275257

List of research outcomes

Publication	Date of Publication	Type
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices	2022-06-22	Paper
Understanding temporal aggregation effects on kurtosis in financial indices	2022-03-16	Paper
Similarity-based model for ordered categorical data	2022-03-04	Paper
Hybrid stochastic local unit roots	2020-02-17	Paper
Robustness of binary choice models to conditional heteroscedasticity	2018-09-11	Paper
IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS	2018-09-06	Paper
A multivariate stochastic unit root model with an application to derivative pricing	2016-11-17	Paper
A similarity-based approach to prediction	2016-08-12	Paper
A complete asymptotic series for the autocovariance function of a long memory process	2016-06-22	Paper
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes	2016-04-25	Paper
NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS	2015-03-04	Paper
A similarity-based approach to time-varying coefficient non-stationary autoregression	2014-11-26	Paper
ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES	2012-04-24	Paper
ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS	2010-08-13	Paper
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION	2010-04-08	Paper
Refined Inference on Long Memory in Realized Volatility	2008-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q3498017	2008-05-28	Paper
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES	2006-03-22	Paper
Expansions for approximate maximum likelihood estimators of the fractional difference parameter	2006-01-24	Paper
ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS	2005-06-07	Paper
Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra	2005-05-20	Paper
EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER	2005-03-07	Paper
THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR	2004-06-18	Paper
Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process	2004-05-18	Paper
Asymptotic theory for multivariate GARCH processes.	2003-04-02	Paper
Penalised maximum likelihood estimation for fractional Gaussian processes	2003-03-10	Paper
Second-Order Noncausality in Multivariate GARCH Processes	2001-09-23	Paper
Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood	2001-08-17	Paper
VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE	2001-05-16	Paper
SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL	2001-03-29	Paper
Approximate estimation in nonlinear panel data models	1998-05-13	Paper
Miscellanea. From unbiased linear estimating equations to unbiased estimators	1998-01-01	Paper
A Laplace approximation to the moments of a ratio of quadratic forms	1995-02-22	Paper
Saddlepoint approximation for the least squares estimator in first-order autoregression	1995-02-22	Paper
Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables	1995-01-08	Paper
Bounds on the effect of heteroscedasticity on the chow test for structural change	1994-01-20	Paper
The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter	1992-06-28	Paper

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