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subject:"Estimation theory"
~person:"Giles, David E. A."
~subject:"Economic growth"
~subject:"Portfolio-Management"
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Estimation theory
Economic growth
Portfolio-Management
Theorie
64
Theory
64
Schätztheorie
35
Time series analysis
9
Zeitreihenanalyse
9
Neuseeland
7
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7
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4
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English
36
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Giles, David E. A.
Fabozzi, Frank J.
124
Härdle, Wolfgang
90
Pesaran, M. Hashem
85
Maurer, Raimond
73
Gouriéroux, Christian
71
Phillips, Peter C. B.
59
Gollier, Christian
56
Platen, Eckhard
54
Aghion, Philippe
50
Uppal, Raman
47
Korn, Ralf
45
Levine, Ross
45
Lucas, André
45
McAleer, Michael
45
Satchell, Stephen
45
Andrews, Donald W. K.
44
Franses, Philip Hans
44
Galor, Oded
43
Ang, Andrew
42
Mitchell, Olivia S.
42
Newey, Whitney K.
42
Engle, Robert F.
41
Campbell, John Y.
40
Shleifer, Andrei
40
Turnovsky, Stephen J.
40
Acemoglu, Daron
39
Diebold, Francis X.
39
Guidolin, Massimo
39
Weil, David N.
39
Li, Duan
38
Markowitz, Harry
38
Post, Thierry
38
Prettner, Klaus
38
Strulik, Holger
38
Bretschger, Lucas
37
Lo, Andrew W.
37
Swanson, Norman R.
36
Batabyal, Amitrajeet A.
35
Imbens, Guido
35
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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
The journal of international trade & economic development
2
Econometric reviews
1
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ECONIS (ZBW)
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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
Income distribution in the United States : Kuznets' inverted-U hypothesis and data non-stationarity
Jacobsen, Peter W. F.
- In:
The journal of international trade & economic development
7
(
1998
)
4
,
pp. 405-423
Persistent link: https://www.econbiz.de/10001254568
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
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:
8
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:
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
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:
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