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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~person:"Giles, David E. A."
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
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Estimation theory
Statistische Methodenlehre
Theorie
19
Theory
19
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16
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2
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2
1968-1994
1
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Giles, David E. A.
Härdle, Wolfgang
64
Pesaran, M. Hashem
37
Franses, Philip Hans
32
Gouriéroux, Christian
27
Robert, Christian P.
25
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Imbens, Guido
22
McAleer, Michael
22
Heckman, James J.
20
Kleibergen, Frank
19
Kohn, Robert
19
Diebold, Francis X.
18
Stahlecker, Peter
18
Guégan, Dominique
17
Huschens, Stefan
16
Spokojnyj, Vladimir G.
16
Angrist, Joshua D.
15
Sheather, Simon J.
15
Magnus, Jan R.
14
Newey, Whitney K.
14
Zakoïan, Jean-Michel
14
Arnold, Bernhard
13
Dijk, Herman K. van
13
Giles, Judith A.
13
Vella, Francis
13
Andrews, Donald W. K.
12
Breitung, Jörg
12
Francq, Christian
12
Mammen, Enno
12
Monfort, Alain
12
Mouchart, Michel
12
Scaillet, Olivier
12
Schmid, Wolfgang
12
Steel, Mark F. J.
12
Teräsvirta, Timo
12
Abberger, Klaus
11
Bera, Anil K.
11
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
Statistics : textbooks and monographs
1
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
5
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:
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
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
7
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:
8
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:
9
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:
10
Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812975
Saved in:
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