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subject:"Allgemeines Gleichgewicht"
subject:"Internationale Wirtschaft"
~person:"Giles, David E. A."
~subject:"Rational expectations"
~subject:"Schätztheorie"
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Allgemeines Gleichgewicht
Internationale Wirtschaft
Rational expectations
Schätztheorie
Theorie
64
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64
Estimation theory
35
Time series analysis
9
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9
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39
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Giles, David E. A.
Evans, George W.
98
Pesaran, M. Hashem
95
Honkapohja, Seppo
88
Böhringer, Christoph
68
Härdle, Wolfgang
68
McCallum, Bennett T.
67
Whalley, John
57
Phillips, Peter C. B.
55
Rutherford, Thomas F.
54
Helpman, Elhanan
53
Gouriéroux, Christian
52
Goulder, Lawrence H.
51
Fullerton, Don
50
Gersbach, Hans
50
Grossman, Gene M.
50
Fehr, Hans
48
Heckman, James J.
47
Franses, Philip Hans
46
Hommes, Cars H.
46
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45
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44
Robinson, Sherman
44
Egger, Peter
42
Newey, Whitney K.
42
Farmer, Roger E. A.
41
Guesnerie, Roger
41
McAleer, Michael
39
Herings, Peter Jean-Jacques
38
Bullard, James Brian
37
Polemarchakis, Heraklis M.
36
Williams, John C.
36
Conrad, Klaus
35
Geanakoplos, John
35
Imbens, Guido
35
Swanson, Norman R.
35
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34
Marjit, Sugata
34
Mitra, Kaushik
34
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
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4
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2
The journal of international trade & economic development
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ECONIS (ZBW)
39
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1
Special issue: Trade, openness and economic convergence
Giles, David E. A.
(
contributor
);
Mosk, Carl
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002528892
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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