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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~person:"Giles, David E. A."
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Estimation theory
Statistische Methodenlehre
Theorie
53
Theory
53
Schätztheorie
34
Neuseeland
7
New Zealand
7
Time series analysis
7
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4
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34
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Giles, David E. A.
Härdle, Wolfgang
67
Pesaran, M. Hashem
62
Phillips, Peter C. B.
57
Gouriéroux, Christian
47
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Newey, Whitney K.
43
McAleer, Michael
39
Imbens, Guido
35
Swanson, Norman R.
34
Heckman, James J.
32
Granger, C. W. J.
31
Li, Qi
31
Robert, Christian P.
30
King, Maxwell L.
29
Robinson, Peter M.
29
Baltagi, Badi H.
28
Diebold, Francis X.
28
Steel, Mark F. J.
27
Bera, Anil K.
26
Horowitz, Joel
25
Kohn, Robert
25
Ohtani, Kazuhiro
25
Koop, Gary
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Zakoïan, Jean-Michel
23
Brännäs, Kurt
22
Dufour, Jean-Marie
22
Guégan, Dominique
22
Kleibergen, Frank
22
Magnus, Jan R.
22
White, Halbert
22
Angrist, Joshua D.
21
Ghysels, Eric
21
Hahn, Jinyong
21
Lütkepohl, Helmut
21
Monfort, Alain
21
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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
Discussion paper
4
Oxford bulletin of economics and statistics
2
Econometric reviews
1
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1
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ECONIS (ZBW)
34
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1
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:
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
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:
4
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:
5
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:
6
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:
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
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:
9
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:
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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