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subject:"Theory"
subject:"World"
~person:"Giles, David E. A."
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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World
Zeitreihenanalyse
Estimation theory
62
Schätztheorie
62
Theorie
35
Time series analysis
9
Gini coefficient
4
Gini-Koeffizient
4
Maßzahl
3
Regressionsanalyse
3
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3
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2
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2
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2
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English
41
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Giles, David E. A.
Phillips, Peter C. B.
132
Gao, Jiti
76
Pesaran, M. Hashem
76
Härdle, Wolfgang
74
Gouriéroux, Christian
65
Franses, Philip Hans
61
Koopman, Siem Jan
55
Lütkepohl, Helmut
54
Johansen, Søren
50
Linton, Oliver
50
McAleer, Michael
49
Andrews, Donald W. K.
48
Swanson, Norman R.
47
Newey, Whitney K.
46
Robinson, Peter M.
44
Teräsvirta, Timo
44
Nielsen, Morten Ørregaard
39
Baltagi, Badi H.
38
Diebold, Francis X.
38
Kapetanios, George
38
Lucas, André
38
Koop, Gary
37
Granger, C. W. J.
35
Imbens, Guido
35
Stock, James H.
35
Engle, Robert F.
34
Perron, Pierre
34
Bera, Anil K.
32
Brännäs, Kurt
32
Haldrup, Niels
32
Krämer, Walter
32
Li, Qi
32
Zakoïan, Jean-Michel
32
Harvey, Andrew C.
31
Ullah, Aman
31
Heckman, James J.
30
Hendry, David F.
29
Horowitz, Joel
29
Monfort, Alain
29
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Discussion paper / Department of Economics, University of Canterbury
13
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Discussion paper
6
Oxford bulletin of economics and statistics
2
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1
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1
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1
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ECONIS (ZBW)
41
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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 semiannual data
Feltham, Sandra G.
;
Giles, David E. A.
- In:
Computer-aided econometrics
,
(pp. 175-208)
.
2003
Persistent link: https://www.econbiz.de/10002594910
Saved in:
3
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:
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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