Offer Lieberman

Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

Haifa 32000

Israel

SCHOLARLY PAPERS

16

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1,686

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15

Scholarly Papers (16)

1.

Rule-Based and Case-Based Reasoning in Housing Prices

Number of pages: 30 Posted: 24 Nov 2004
Gabrielle Gayer, Itzhak Gilboa and Offer Lieberman
Tel Aviv University, Tel Aviv University - Eitan Berglas School of Economics and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 261 (240,617)

Abstract:

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Housing, similarity, regression, case-based reasoning, rule-based reasoning

2.

Refined Inference on Long Memory in Realized Volatility

Cowles Foundation Discussion Paper No. 1549
Number of pages: 16 Posted: 05 Jan 2006
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 172 (356,550)

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ARFIMA, Edgeworth expansion, Fourier integral expansion, fractional differencing, improved inference, long memory, pivotal statistic, realized volatility, singularity

3.

Empirical Similarity

Number of pages: 39 Posted: 26 Oct 2004
Itzhak Gilboa, Offer Lieberman and David Schmeidler
Tel Aviv University - Eitan Berglas School of Economics, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Tel Aviv University - Eitan Berglas School of Economics
Downloads 137 (430,570)
Citation 5

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Similarity, estimation

4.

Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process

Number of pages: 37 Posted: 25 Jan 2002
Offer Lieberman, Judith Rousseau and David M. Zucker
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Université Paris V Rene Descartes and Hebrew University of Jerusalem - Department of Statistics
Downloads 129 (451,525)
Citation 1

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Edgeworth Expansions, Long Memory Process, ARFIMA Models

5.

Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter

Number of pages: 15 Posted: 25 Aug 2001
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 129 (451,525)

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Arfima, Edgeworth Expansion, Fractional Differencing, Pivotal Statistic

6.

Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-Memory Gaussian Time Series

Number of pages: 26 Posted: 01 Jun 2002
Donald W. K. Andrews and Offer Lieberman
Yale University - Cowles Foundation and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 127 (456,991)

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ARAFIMA, Edgeworth Expansion, Long Memory, Whittle Estimator

7.

A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

Cowles Foundation Discussion Paper No. 1964
Number of pages: 57 Posted: 03 Dec 2014
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 121 (474,391)

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Autoregression; Derivative, Diffusion, Options, Similarity, Stochastic unit root, Time-varying coefficients

8.

Higher-Order Improvements of the Parametric Bootstrap for Long-Memory Gaussian Processes

Number of pages: 43 Posted: 29 Aug 2002
Donald W. K. Andrews and Offer Lieberman
Yale University - Cowles Foundation and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 112 (502,871)

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Asymptotics, Confidence Intervals, Delta Method, Edgeworth Expansion, Gaussian Process, Long Memory, Maximum Likelihood Estimator, Parametric Bootstrap, t Statistic, Whittle Likelihood

9.

Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter

Number of pages: 20 Posted: 27 Jul 2004
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 95 (563,994)

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ARFIMA; Bootstrap; Edgeworth expansion; Fractional differencing; Pivotal statistic

10.

Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra

Number of pages: 23 Posted: 13 Jun 2002
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 94 (567,788)

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Asymptotic Expansion, Higher Cumulants, Long Memory, Singularity, Spectral Density, Toeplitz Matrix

11.

A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process

Cowles Foundation Discussion Paper No. 1586
Number of pages: 23 Posted: 17 Oct 2006
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 90 (583,331)
Citation 2

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Autocovariance, Asymptotic expansion, Critical point, Fourier integral, Long memory

12.

Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices

Cowles Foundation Discussion Paper No. 2151
Number of pages: 40 Posted: 11 Dec 2018
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 75 (647,760)

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Autoregression, Diffusion, Kurtosis, Stochastic unit root, Time-varying coefficients

13.

Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions

Cowles Foundation Discussion Paper No. 1916
Number of pages: 49 Posted: 18 Sep 2013
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 54 (761,854)

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Autoregression, Consistency, Nonlinear diffusion, Nonstationarity, Similarity, Small sigma approximation, Stochastic unit root, Time-varying coefficients

14.

Hybrid Stochastic Local Unit Roots

Cowles Foundation Discussion Paper No. 2113
Number of pages: 40 Posted: 12 Dec 2017 Last Revised: 16 Mar 2018
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 49 (794,965)
Citation 4

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Autoregression, Nonlinear diffusion, Stochastic unit roo, Time-varying coefficient

15.

IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models

Cowles Foundation Discussion Paper No. 2061
Number of pages: 46 Posted: 08 Dec 2016
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and University of Auckland Business School
Downloads 41 (854,944)
Citation 3

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Autoregression, Diffusion; Similarity, Stochastic unit root, Time-varying coefficients

16.

A Characterization of the Price Behaviour of International Dual Stocks: An Error Correction Approach

Center for Economic Studies Working Paper at University of Munich, Number 104
Posted: 28 Jun 1998
Uri Ben-Zion, Shmuel Hauser and Offer Lieberman
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Ben-Gurion University of the Negev - School of Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

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