| Asymptotic theory for multivariate GARCH processes F Comte, O Lieberman Journal of Multivariate Analysis 84 (1), 61-84, 2003 | 386 | 2003 |
| Generalized autoregressive conditional correlation M McAleer, F Chan, S Hoti, O Lieberman Econometric Theory 24 (6), 1554-1583, 2008 | 219 | 2008 |
| Empirical similarity I Gilboa, O Lieberman, D Schmeidler The Review of Economics and Statistics 88 (3), 433-444, 2006 | 129 | 2006 |
| A characterization of the price behavior of international dual stocks: an error correction approach O Lieberman, U Ben-Zion, S Hauser Journal of International Money and Finance 18 (2), 289-304, 1999 | 124 | 1999 |
| Second‐order noncausality in multivariate GARCH processes F Comte, O Lieberman Journal of Time Series Analysis 21 (5), 535-557, 2000 | 88 | 2000 |
| Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading A Levy, O Lieberman Journal of Banking & Finance 37 (5), 1412-1421, 2013 | 77 | 2013 |
| Rule-based and case-based reasoning in housing prices G Gayer, I Gilboa, O Lieberman The BE Journal of Theoretical Economics 7 (1), 0000102202193517041284, 2007 | 76 | 2007 |
| A Laplace approximation to the moments of a ratio of quadratic forms O Lieberman Biometrika 81 (4), 681-690, 1994 | 75 | 1994 |
| Saddlepoint approximation for the distribution of a ratio of quadratic forms in normal variables O Lieberman Journal of the American Statistical Association 89 (427), 924-928, 1994 | 67 | 1994 |
| Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes DWK Andrews, O Lieberman, V Marmer Journal of Econometrics 133 (2), 673-702, 2006 | 66 | 2006 |
| A similarity-based approach to prediction I Gilboa, O Lieberman, D Schmeidler Journal of Econometrics 162 (1), 124-131, 2011 | 55 | 2011 |
| Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood DM Zucker, O Lieberman, O Manor Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2000 | 55 | 2000 |
| Refined inference on long memory in realized volatility O Lieberman, PCB Phillips Econometric reviews 27 (1-3), 254-267, 2008 | 52 | 2008 |
| Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process O Lieberman, J Rousseau, DM Zucker The Annals of Statistics 31 (2), 586-612, 2003 | 47 | 2003 |
| Asymptotic theory for empirical similarity models O Lieberman Econometric Theory 26 (4), 1032-1059, 2010 | 38 | 2010 |
| Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes O Lieberman, R Rosemarin, J Rousseau Econometric Theory 28 (2), 457-470, 2012 | 33 | 2012 |
| Norming rates and limit theory for some time‐varying coefficient autoregressions O Lieberman, PCB Phillips Journal of Time Series Analysis 35 (6), 592-623, 2014 | 32 | 2014 |
| A multivariate stochastic unit root model with an application to derivative pricing O Lieberman, PCB Phillips Journal of Econometrics 196 (1), 99-110, 2017 | 31 | 2017 |
| A similarity‐based approach to time‐varying coefficient non‐stationary autoregression O Lieberman Journal of Time Series Analysis 33 (3), 484-502, 2012 | 31 | 2012 |
| Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series DWK Andrews, O Lieberman Econometric Theory 21 (4), 710-734, 2005 | 28 | 2005 |
