Offer Lieberman

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

Haifa 32000

Israel

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 15,035

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7

CROSSREF CITATIONS

70

Scholarly Papers (17)

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 223 (168,656)

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

2.

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 112 (298,509)
Citation 1

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Edgeworth Expansions, Long Memory Process, ARFIMA Models

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 109 (304,185)

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Similarity, estimation

4.

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 100 (322,463)

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ARAFIMA, Edgeworth Expansion, Long Memory, Whittle Estimator

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 Yale University - Cowles Foundation
Downloads 99 (324,492)

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Arfima, Edgeworth Expansion, Fractional Differencing, Pivotal Statistic

6.

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 Yale University - Cowles Foundation
Downloads 96 (330,922)

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

7.

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 96 (330,922)

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

8.

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 Yale University - Cowles Foundation
Downloads 69 (402,124)

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

9.

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 Yale University - Cowles Foundation
Downloads 69 (402,124)

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

10.

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 Yale University - Cowles Foundation
Downloads 63 (421,682)
Citation 2

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

11.

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 Yale University - Cowles Foundation
Downloads 48 (477,336)

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

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 Yale University - Cowles Foundation
Downloads 27 (582,186)

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

13.

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 Yale University - Cowles Foundation
Downloads 26 (588,633)
Citation 4

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

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 Yale University - Cowles Foundation
Downloads 25 (612,651)

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

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

Journal of Time Series Analysis, Vol. 35, Issue 6, pp. 592-623, 2014
Number of pages: 32 Posted: 24 Oct 2014
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Yale University - Cowles Foundation
Downloads 1 (814,463)
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Autoregression, consistency, nonlinear diffusion, non‐stationarity, similarity, small‐sigma approximation, stochastic unit root, time‐varying coefficients.JEL. C22

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 Yale University - Cowles Foundation
Downloads 19 (635,889)
Citation 3

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

16.

A Similarity‐Based Approach to Time‐Varying Coefficient Non‐Stationary Autoregression

Journal of Time Series Analysis, Vol. 33, Issue 3, pp. 484-502, 2012
Number of pages: 19 Posted: 21 Apr 2012
Offer Lieberman
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 1 (778,463)
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Autoregression, consistency, dual stocks, non‐stationarity, similarity, time‐varying

17.

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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