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person:"Giles, David E. A."
subject:"Estimation theory"
~subject:"Sojabohne"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Estimation theory
Sojabohne
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Theorie
36
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19
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6
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5
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Giles, David E. A.
Phillips, Peter C. B.
75
Franses, Philip Hans
57
Gil-Alaña, Luis A.
42
Perron, Pierre
38
McAleer, Michael
34
Andrews, Donald W. K.
32
Granger, C. W. J.
31
Pesaran, M. Hashem
31
Lütkepohl, Helmut
30
Leybourne, Stephen James
28
Li, Qi
28
Newey, Whitney K.
28
Taylor, Robert
28
Koop, Gary
27
Ghysels, Eric
26
Caporale, Guglielmo Maria
25
Gouriéroux, Christian
25
Koopman, Siem Jan
25
Robinson, Peter M.
25
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24
Harvey, Andrew C.
24
Hendry, David F.
24
Hassler, Uwe
22
Hecq, Alain W. J.
22
Krämer, Walter
22
Saikkonen, Pentti
22
Swanson, Norman R.
22
Hong, Yongmiao
21
Lee, Lung-fei
21
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21
Ohtani, Kazuhiro
21
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21
Teräsvirta, Timo
21
Haldrup, Niels
20
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20
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19
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19
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19
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19
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Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
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2
Oxford bulletin of economics and statistics
2
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1
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1
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ECONIS (ZBW)
23
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1
Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 480-484
Persistent link: https://www.econbiz.de/10009709365
Saved in:
2
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
Saved in:
3
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
4
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/10001362834
Saved in:
5
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
6
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
7
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
8
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
9
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
10
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
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