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subject:"Risiko"
subject:"Schätztheorie"
~person:"Giles, David E. A."
~subject:"Regressionsanalyse"
~subject:"Unit root test"
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Risiko
Schätztheorie
Regressionsanalyse
Unit root test
Theorie
64
Theory
64
Estimation theory
35
Time series analysis
9
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9
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7
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Giles, David E. A.
Phillips, Peter C. B.
153
Härdle, Wolfgang
100
Pesaran, M. Hashem
83
Gollier, Christian
61
Chernozhukov, Victor
60
Gouriéroux, Christian
57
Franses, Philip Hans
56
Andrews, Donald W. K.
53
Dette, Holger
49
Taylor, Robert
49
McAleer, Michael
47
Newey, Whitney K.
44
Swanson, Norman R.
43
Eeckhoudt, Louis R.
42
Gil-Alaña, Luis A.
42
Linton, Oliver
41
Viscusi, W. Kip
41
Baltagi, Badi H.
40
Ludwig, Alexander
40
Lütkepohl, Helmut
40
Wang, Ruodu
40
Breitung, Jörg
39
Diebold, Francis X.
39
Imbens, Guido
39
Broll, Udo
38
Kilian, Lutz
38
Leybourne, Stephen James
38
Marcellino, Massimiliano
37
Saikkonen, Pentti
37
Castelnuovo, Efrem
36
Epstein, Larry G.
36
Haldrup, Niels
36
Heckman, James J.
36
Hassler, Uwe
35
Krämer, Walter
35
Robinson, Peter M.
35
Caporale, Guglielmo Maria
32
Chichilnisky, Graciela
32
Ghysels, Eric
32
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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
5
Oxford bulletin of economics and statistics
2
Statistics : textbooks and monographs
2
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1
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1
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ECONIS (ZBW)
40
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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
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/10001362834
Saved in:
6
Handbook of applied economic statistics
Ullah, Aman
(
ed.
);
Giles, David E. A.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013282228
Saved in:
7
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:
8
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:
9
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:
10
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:
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