//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Giles, David E. A."
~person:"Dufour, Jean-Marie"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
52
Schätztheorie
52
Theorie
29
Theory
29
Statistical test
8
Statistischer Test
8
Statistical theory
6
Statistische Methodenlehre
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Induktive Statistik
4
Regression analysis
4
Regressionsanalyse
4
Statistical inference
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Gini coefficient
3
Gini-Koeffizient
3
Monte Carlo test
3
Monte Carlo tests
3
Schätzung
3
Simulation
3
ARCH model
2
ARCH-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Dummy variables
2
Econometrics
2
Erwartungsbildung
2
Expectation formation
2
GARCH
2
Instrumental variables
2
Kapitaleinkommen
2
Lag model
2
Lag-Modell
2
Markov chain
2
Markov-Kette
2
Maßzahl
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
51
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
52
Arbeitspapier
37
Working Paper
37
Graue Literatur
35
Non-commercial literature
35
Aufsatz im Buch
8
Book section
8
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Rezension
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
51
French
1
Author
All
Giles, David E. A.
Dufour, Jean-Marie
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
49
Newey, Whitney K.
48
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Perron, Pierre
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
more ...
less ...
Published in...
All
Economics letters
10
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of quantitative economics
4
Oxford bulletin of economics and statistics
4
Journal of econometrics
3
International economic review
2
L' Actualité économique : revue trimest.
2
The econometrics journal
2
The review of economics and statistics
2
Applied financial economics
1
Econometric theory
1
Journal of economic surveys
1
Journal of empirical finance
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
The journal of international trade & economic development
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
50
of
52
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
2
Some consequences of including impulse-indicator dummy variables in econometric models
Giles, David E. A.
- In:
Journal of quantitative economics
20
(
2022
)
2
,
pp. 329-336
Persistent link: https://www.econbiz.de/10013441650
Saved in:
3
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling
Giles, David E. A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 59-77
Persistent link: https://www.econbiz.de/10013441707
Saved in:
6
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
7
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
8
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
Saved in:
9
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
10
On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables
Giles, David E. A.
- In:
Journal of quantitative economics
15
(
2017
)
1
,
pp. 15-26
Persistent link: https://www.econbiz.de/10012418247
Saved in:
11
Editors' introduction: identification, simulation and finite-sample inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
L' Actualité économique : revue trimest.
91
(
2015
)
1/2
,
pp. 5-10
Persistent link: https://www.econbiz.de/10011776059
Saved in:
12
Identification, simulation and finite-sample inference
Beaulieu, Marie-Claude
(
ed.
);
Dufour, Jean-Marie
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011776069
Saved in:
13
Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 165-187
Persistent link: https://www.econbiz.de/10010498748
Saved in:
14
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
15
Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 180-194
Persistent link: https://www.econbiz.de/10009271855
Saved in:
16
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
17
A cautionary note on estimating the standard error of the Gini index of inequality : comment
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 395-396
Persistent link: https://www.econbiz.de/10003327370
Saved in:
18
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:
19
Calculating a standard error for the Gini coefficient : some further results ; reply
Ogwang, Tomson
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 435-437
Persistent link: https://www.econbiz.de/10002139198
Saved in:
20
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
21
Some impossibility theorems in econometrics with applications to structural and dynamic models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10001230428
Saved in:
22
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan
- In:
International economic review
38
(
1997
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
Saved in:
23
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:
24
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:
25
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
26
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
Saved in:
27
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:
28
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
29
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:
30
Pitfalls of rescaling regression models with Box-Cox transformations
Dagenais, Marcel G.
- In:
The review of economics and statistics
76
(
1994
)
3
,
pp. 571-575
Persistent link: https://www.econbiz.de/10001176026
Saved in:
31
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:
32
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
33
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
34
The Goldfeld-Quandt test : a re-consideration of the "one third" rule of thumb
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10001147603
Saved in:
35
Causality, unit roots and export-led growth : the New Zealand experience
Giles, David E. A.
- In:
The journal of international trade & economic development
1
(
1992
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10001140875
Saved in:
36
Provisional data and the rational prediction of economic time series
Browning, Karen
- In:
Journal of quantitative economics : official journal of …
8
(
1992
)
2
,
pp. 359-367
Persistent link: https://www.econbiz.de/10001144146
Saved in:
37
Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
38
(
1992
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
Saved in:
38
On the lack of invariance of some asymptotic tests to rescaling
Dagenais, Marcel G.
- In:
Economics letters
38
(
1992
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001123561
Saved in:
39
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
Saved in:
40
Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie
- In:
Econometric theory
7
(
1991
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
Saved in:
41
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
- In:
Economics letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
Saved in:
42
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
43
Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10001064309
Saved in:
44
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A.
- In:
Economics letters
30
(
1989
)
3
,
pp. 201-205
Persistent link: https://www.econbiz.de/10001075039
Saved in:
45
Coefficient sign changes when restricting regression models under instrumental variables estimation
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
51
(
1989
)
4
,
pp. 465-467
Persistent link: https://www.econbiz.de/10001077245
Saved in:
46
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
47
The estimation of allocation models with autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
2
(
1988
),
pp. 147-150
Persistent link: https://www.econbiz.de/10001054616
Saved in:
48
Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
Clarke, Judith A.
- In:
Journal of econometrics
34
(
1987
)
3
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001023258
Saved in:
49
Preliminary-test estimation in mis-specified regressions
Giles, David E. A.
- In:
Economics letters
21
(
1986
)
4
,
pp. 325-328
Persistent link: https://www.econbiz.de/10001016328
Saved in:
50
Missing measurements and estimator inefficiency in linear regression : a generalization
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
1
,
pp. 87-91
Persistent link: https://www.econbiz.de/10001056716
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->