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person:"Giles, David E. A."
subject:"Estimation theory"
~subject:"Sojabohne"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Estimation theory
Sojabohne
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Theorie
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Theory
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2
1968-1994
1
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confidence bands
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Giles, David E. A.
Härdle, Wolfgang
87
Franses, Philip Hans
69
Phillips, Peter C. B.
62
Gil-Alaña, Luis A.
61
Pesaran, M. Hashem
61
Koopman, Siem Jan
59
Caporale, Guglielmo Maria
52
McAleer, Michael
44
Maravall Herrero, Agustín
41
Sibbertsen, Philipp
41
Swanson, Norman R.
40
Feng, Yuanhua
38
Lucas, André
38
Lütkepohl, Helmut
38
Koop, Gary
36
Kunst, Robert M.
36
Dijk, Herman K. van
35
Teräsvirta, Timo
33
Beran, Jan
31
Marcellino, Massimiliano
31
Hyndman, Rob J.
30
Gouriéroux, Christian
29
Schmid, Wolfgang
29
Bauwens, Luc
27
Robinson, Peter M.
27
Lux, Thomas
25
Breitung, Jörg
24
Timmermann, Allan
24
Dijk, Dick van
23
Imbens, Guido
23
Johansen, Søren
22
Kohn, Robert
21
Brännäs, Kurt
20
Hassler, Uwe
20
Saikkonen, Pentti
20
Fiorentini, Gabriele
19
Guégan, Dominique
19
Haldrup, Niels
19
Hallin, Marc
19
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
Econometrics working paper : EWP
1
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ECONIS (ZBW)
16
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1
Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
-
2012
Persistent link: https://www.econbiz.de/10009612920
Saved in:
2
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:
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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