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subject:"Risiko"
subject:"Schätztheorie"
~person:"Giles, David E. A."
~subject:"Regressionsanalyse"
~subject:"Soybean"
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Risiko
Schätztheorie
Regressionsanalyse
Soybean
Theorie
64
Theory
64
Estimation theory
35
Time series analysis
9
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9
Neuseeland
7
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4
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41
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Giles, David E. A.
Härdle, Wolfgang
100
Phillips, Peter C. B.
98
Pesaran, M. Hashem
64
Gollier, Christian
61
Chernozhukov, Victor
60
Gouriéroux, Christian
55
Andrews, Donald W. K.
50
Dette, Holger
49
Franses, Philip Hans
49
Newey, Whitney K.
44
Eeckhoudt, Louis R.
42
McAleer, Michael
41
Viscusi, W. Kip
41
Ludwig, Alexander
40
Wang, Ruodu
40
Imbens, Guido
39
Linton, Oliver
39
Swanson, Norman R.
39
Broll, Udo
38
Baltagi, Badi H.
37
Marcellino, Massimiliano
37
Castelnuovo, Efrem
36
Epstein, Larry G.
36
Heckman, James J.
36
Diebold, Francis X.
35
Robinson, Peter M.
35
Chichilnisky, Graciela
32
Horowitz, Joel
32
Li, Qi
32
Ohtani, Kazuhiro
32
Dufour, Jean-Marie
31
Koop, Gary
31
Scaillet, Olivier
31
Stahlecker, Peter
31
Angrist, Joshua D.
30
Bekaert, Geert
30
Ghysels, Eric
30
Hansen, Lars Peter
30
Ullah, Aman
30
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Discussion paper
4
Oxford bulletin of economics and statistics
2
Statistics : textbooks and monographs
2
Working paper / Department of Econometrics and Operations Research, Monash University
2
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1
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ECONIS (ZBW)
41
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1
The bias of elasticity estimators in linear regression : some analytic results
Chen, Qian
;
Giles, David E. A.
- In:
Economics letters
94
(
2007
)
2
,
pp. 185-191
Persistent link: https://www.econbiz.de/10003417249
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
Robust specification testing in regression : the freset test and autocorrelated disturbances
DeBenedictis, Linda F.
;
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
15
(
1999
)
1
,
pp. 67-75
Persistent link: https://www.econbiz.de/10001488723
Saved in:
4
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:
5
Handbook of applied economic statistics
Ullah, Aman
(
ed.
);
Giles, David E. A.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013282228
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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