Offer Lieberman

CFDPs

CFDP 2113 Offer Lieberman, Peter C. B. Phillips, "Hybrid Stochastic Local Unit Roots," (December 2017) [39pp, Abstract]
CFDP 2061 Offer Lieberman, Peter C. B. Phillips, "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," (December 2016) [45pp, Abstract]
CFDP 1964 Offer Lieberman, Peter C. B. Phillips, "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," (December 2014) [56pp, Abstract]
CFDP 1916 Offer Lieberman, Peter C. B. Phillips, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," (September 2013) [48pp, Abstract] [See CFP 1454]
CFDP 1586 Offer Lieberman, Peter C. B. Phillips, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," (October 2006) [22pp, Abstract] [See CFP 1247]
CFDP 1549 Offer Lieberman, Peter C. B. Phillips, "Refined Inference on Long Memory in Realized Volatility," (January 2006) [15pp, Abstract]
CFDP 1493 Gabrielle Gayer, Itzhak Gilboa, Offer Lieberman, "Rule-based and Case-based Reasoning in Housing Prices," (November 2004) [34pp, Abstract]
CFDP 1486 Itzhak Gilboa, Offer Lieberman, David Schmeidler, "Empirical Similarity," (October 2004) [38pp, Abstract]
CFDP 1474 Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," (July 2004) [19pp, Abstract] [See CFP 1157]
CFDP 1378 Donald W. K. Andrews, Offer Lieberman, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," (August 2002) [42pp, Abstract]

Pages

CFPs