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person:"Giles, David E. A."
subject:"Estimation theory"
~source:"econis"
~subject:"Regressionsanalyse"
~type:"book"
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Giles, David E. A.
Härdle, Wolfgang
79
Phillips, Peter C. B.
50
Dette, Holger
47
Chernozhukov, Victor
45
Pesaran, M. Hashem
37
Franses, Philip Hans
34
Gouriéroux, Christian
25
Imbens, Guido
25
Swanson, Norman R.
25
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24
Heckman, James J.
23
Maravall Herrero, Agustín
23
Marcellino, Massimiliano
22
Diebold, Francis X.
20
Kohn, Robert
20
Scaillet, Olivier
20
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20
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19
Spokojnyj, Vladimir G.
19
Winkelmann, Rainer
19
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18
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18
Koop, Gary
18
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18
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18
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18
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17
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17
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17
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17
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16
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16
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16
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16
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16
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16
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15
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Discussion paper / Department of Economics, University of Canterbury
11
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4
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2
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ECONIS (ZBW)
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1
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
2
Handbook of applied economic statistics
Ullah, Aman
(
ed.
);
Giles, David E. A.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013282228
Saved in:
3
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
4
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
5
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
6
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
7
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
8
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
9
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
10
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
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