CFP 1669 |
Offer Lieberman, Peter C. B. Phillips, "Hybrid Stochastic Local Unit Roots," Journal of Econometrics, (February 2020), 215(1): 257-285 (See CFDP 2113) |
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CFP 1610 |
Offer Lieberman, Peter C. B. Phillips, "IV and GMM Inference in Endogenous Stochastic Unit Root Models," Econometric Theory, (October 2018), 34(5): 1065-1100 (See CFDP 2061) |
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CFP 1552 |
Offer Lieberman, Peter C. B. Phillips, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, (January 2017), 196(1): 99-110 |
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CFP 1454 |
Offer Lieberman, Peter C. B. Phillips, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, (November 2014), 35(6): 592-623 (See CFDP 1916) |
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CFP 1248 |
Offer Lieberman, Peter C. B. Phillips, "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, (January 2008), 27(1-3): 254-267 (See CFDP 1549) |
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CFP 1247 |
Offer Lieberman, Peter C. B. Phillips, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Journal of Econometrics, (November 2008), 147(1): 99-103 (See CFDP 1586) |
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CFP 1162 |
Offer Lieberman, Donald W. K. Andrews, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Econometric Theory, (August 2005), 21(4): 710-734 (See CFDP 1361) |
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CFP 1157 |
Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Econometrics Journal, (November 2005), 8(3): 367-379 (See CFDP 1474) |
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CFP 1141 |
Offer Lieberman, Peter C. B. Phillips, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Journal of Time Series Analysis, (September 2004), 25(5): 733-753 (See CFDP 1374) |
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