Research Institute for Econometrics and Economic Theory

PUBLICATIONS

• Igal Milchtaich, Best-Response Equilibrium: An Equilibrium in Finitely Additive Mixed Strategies. RIEDP 2-20, June 2020.
• Igal Milchtaich, Static Stability in Games. RIEDP 1-20, April 2020.
• Offer Lieberman and Peter C. B. Phillips, Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices. RIEDP 1-18, October 2018.
• Offer Lieberman and Peter C. B. Phillips, Hybrid Stochastic Local Unit Roots. RIEDP 3-17, November, 2017.
• Itamar Caspi and Meital Graham, Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.  RIEDP 2-17, April 2017.
• Giuseppe Cavaliere and Iliyan Georgiev, Bootstrap Infererence Under Random Distributional Limits.  RIEDP 1-17, March 2017.
• Tim Ginker and Offer Lieberman, Robustness of Binary Choice Models to Conditional Heteroscedasticity. RIEDP 6-16, November 2016.
• Tassos Magdalinos, Least Squares and IVX Limit Theory in Systems of Predictive Regressions with GARCH innovations. RIEDP 5-16, November 2016.
• Itamar Caspi, RTADF: Testing for Bubbles with EVIEWS. RIEDP 4-16, November 2016.
• Ioannis Kasparis, A Simple Proof for the Invertibility of the Lag Polynomial Operator. RIEDP 3-16, September 2016.
• Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek, On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space. RIEDP 2-16, June 2016.
• Offer Lieberman and Peter C. B. Phillips, IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models. RIEDP 1-16, June 2016.
• Michael Beenstock, How Internally Mobile is Capital?. RIEDP 7-15, November 2015.
• Gal Cohensius and Ella Segev, Sequential Bidding in Asymmetric First Price Auctions. RIEDP 6-15, September 2015.
• Itamar Caspi, Testing for a Housing Bubble at the National and Regional Level: The Case of Israel. RIEDP 5-15, July 2015.
• Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido, Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and Market Level. RIEDP 4-15, May 2015.
• Itamar Caspi, Nico Katzke and Rangan Gupta, Date Stamping Historical Periods of Oil Price Explosivity: 1876 - 2014. RIEDP 3-15, March 2015. 
• Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu, Robust Estimation of Moment Condition Models with Weakly Dependent Data. RIEDP 2-15, January 2015.
• Ruth Ben-Yashar and Leif Danziger, When is Voting Optimal?. RIEDP 1-15, January 2015.
• Antoine Bertille and Otilia Boldea, Efficient Inference with Time-Varying Identification Strength. RIEDP 5-14, June 2014.
• Offer Lieberman and Peter C. B. Phillips, A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing. RIEDP 4-14, February, 2014. Revised, Septmeber 2014, RIEDP 4-14-R.  Revised, November 2015, RIEDP 4-14-R2. Supplement to RIEDP 4-14-R2. Revised, May 2016, RIEDP 4-14-R3. Supplement to RIEDP 4-14-R3.
• Gabi Gayer, Offer Lieberman and Omer Yaffe, A Similarity Based Model for Ordered Categorical Data. RIEDP 3-14, February, 2014. Revised, October 2014, RIEDP 3-14-R. Revised, June 2016, RIEDP 3-14-R2. Revised, January 2017, RIEDP 3-14-R3. Supplement to RIEDP 3-14-R2.
• Offer Lieberman and Peter C. B. Phillips, Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions. RIEDP 2-14, January, 2014. Revised, June 2014, RIEDP 2-14-R.
• Ariel Levy and Offer Lieberman, Active Flows and Passive Returns. RIEDP 1-14, January 2014. Revised, September 2014, RIEDP 1-14-R. Revised, December 2014, RIEDP 1-14-R2.
• Ariel Levy and Offer Lieberman, Overreaction of Country ETFs to US Market Returns: Intraday vs. Daily Horizons and the Role of Synchronized Trading. RIEDP 1-13, May 2013.