Selected Publications

Lieberman, Offer, "Asymptotic theory for empirical similarity models". Accepted to Econometric Theory.

Gilboa, Itzhak, Lieberman, Offer and Schmeidler, David, "A similarity-based approach to prediction". Accepted to Journal of Econometrics.

Gilboa, Itzhak, Lieberman, Offer and Schmeidler, David, "On the definition of objective probabilities by empirical similarity". Accepted to Synthese.

Lieberman, Offer and Phillips, Peter, "A complete asymptotic series for the autocovariance function of a long memory process". Journal of Econometrics, 147, No. 1, 99--103, 2008.

Lieberman, Offer and Phillips, Peter, "Refined inference on long memory in realized volatility". Econometric Reviews 27, 254--267, 2008.

McAleer, Michael, Chan, Felix, Hoti, Suhejla and Lieberman, Offer, "Generalized autoregressive conditional correlation". Econometric Theory, 24, No. 6, 1554--1583, 2008.

Gilboa, Itzhak, Lieberman, Offer and Schmeidler, David, "Empirical Similarity". The Review of Economics and Statistics, 88, No. 3, 433--444, 2006.

Andrews, Donald, Lieberman, Offer and Marmer, Vadim, "Higher-order improvement of the parametric bootstrap for long-memory Gaussian processes". Journal of Econometrics, 133, No. 2, 673--702, 2006.

Andrews, Donald and Lieberman, Offer, "Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series". Econometric Theory, 21, No. 4, 710--734, 2005.

Lieberman, Offer, "On plug-in estimation of long memory models". Econometric Theory, 21, No. 2, 431--454, 2005.

Lieberman, Offer and Phillips, Peter, "Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra". Journal of Time Series Analysis, 25, No. 5, 733-753, 2004.

Lieberman, Offer and Phillips, Peter, "Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter". Econometric Theory, 20, No. 3, 464--484, 2004.

Lieberman, Offer, Rousseau, Judith and Zucker, David, "Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process". The Annals of Statistics, 31, No. 2, 586--612, 2003.

Comte, Fabienne and Lieberman, Offer, "Asymptotic theory for multivariate GARCH processes". Journal of Multivariate Analysis, 84, 61--84, 2003.

Lieberman, Offer, "Penalised maximum likelihood estimation for fractional Gaussian processes". Biometrika, 88, No. 3, 888--894, 2001.

Lieberman, Offer, "The exact bias of the log-periodogram regression estimator". Econometric Reviews, 20, No. 3, 369--383, 2001.

Lieberman, Offer, Rousseau, Judith and Zucker, David, "Valid Edgeworth expansion for the sample autocorrelation function under long range dependence", Econometric Theory, 17, 257--275, 2001.

Zucker, David, Lieberman, Offer and Manor, Orly, "Improved small-sample inference in the mixed linear model: Bartlett correction and adjusted likelihood". Journal of the Royal Statistical Society Series B, 62, Part 4, 827--838, 2000.

Comte, Fabienne and Lieberman, Offer, "Second-order noncausality in multivariate GARCH processes". Journal of Time Series Analysis, 21, No. 5, 535--557, 2000.

Lieberman, Offer, Rousseau, Judith and Zucker, David, "Small-sample likelihood-based inference in the ARFIMA model", Econometric Theory, 16, No. 2, 231--248, 2000.

Lieberman, Offer, Ben-Zion, Uri and Hauser, Shmuel, "A characterization of the price behavior of international dual stocks: an error correction approach", Journal of International Money and Finance, 18, No. 2, 289--304, 1999.

Lieberman, Offer, "From unbiased linear estimating equations to unbiased estimators", Biometrika, 85, No. 2, 244--250, 1998.

Lieberman, Offer, "The effect of nonnormality", Econometric Theory, 13, No. 1, 52--78, 1997.

Ghysels, Eric and Lieberman, Offer, "Dynamic regression and filtered data series: A Laplace approximation to the effects of filtering in small samples", Econometric Theory, 12, No. 3, 432--457, 1996.

Lieberman, Offer, "Saddlepoint approximation for the least squares estimator in first-order autoregression", Biometrika, 81, No. 4, 807--811, 1994.

Lieberman, Offer, "A Laplace approximation to the moments of a ratio of quadratic forms", Biometrika, 81, No. 4, 681--690, 1994.

Lieberman, Offer, "Saddlepoint approximation for the distribution of a ratio of quadratic forms in normal variables", Journal of the American Statistical Association, 89, No. 427, 924--928, 1994.

Lieberman, Offer, "On the approximation of saddlepoint expansions in statistics", Econometric Theory, 10, No. 5, 900--916, 1994.

Giles, David, Lieberman, Offer and Giles, Judy, "The optimal size of a preliminary test of linear restrictions in a misspecified regression model", Journal of the American Statistical Association, 87, No. 420, 1153--1157, 1992.