1. IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS. (14th August 2017) Authors: Lieberman, Offer; Phillips, Peter C.B. Journal: Econometric theory Issue: Volume 34:Number 5(2018) Page Start: 1065 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices. Issue 1 (26th May 2020) Authors: Ginker, Tim; Lieberman, Offer Journal: Econometrics journal Issue: Volume 24:Issue 1(2021) Page Start: 58 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS. (16th September 2014) Authors: Lieberman, Offer; Phillips, Peter C. B. Journal: Journal of time series analysis Issue: Volume 35:Number 6(2014:Nov.) Page Start: 592 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Similarity-based model for ordered categorical data. (16th March 2019) Authors: Gayer, Gabi; Lieberman, Offer; Yaffe, Omer Journal: Econometric reviews Issue: Volume 38:Number 3(2019) Page Start: 263 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗