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type_genre:"Arbeitspapier"
isPartOf:"Discussion paper / Department of Economics, University of Canterbury"
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Search: subject_exact:"Estimation theory"
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Estimation theory
31
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31
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31
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2
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2
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1
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31
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Giles, Judith A.
12
Giles, David E. A.
11
Small, John P.
5
Lieberman, Offer
4
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3
Chib, Siddhartha
2
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2
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2
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2
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1
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Discussion paper / Department of Economics, University of Canterbury
CEMMAP working papers / Centre for Microdata Methods and Practice
365
Discussion paper / Tinbergen Institute
307
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Discussion paper series / IZA
197
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
197
Discussion paper / Center for Economic Research, Tilburg University
185
Cowles Foundation discussion paper
172
Working paper / Department of Econometrics and Business Statistics, Monash University
167
CREATES research paper
137
Working paper
131
Discussion papers of interdisciplinary research project 373
125
CORE discussion paper : DP
119
CESifo working papers
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Report / Econometric Institute, Erasmus University Rotterdam
105
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97
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94
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90
Technical working paper / National Bureau of Economic Research
90
SFB 649 discussion paper
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
73
Discussion paper / Centre for Economic Policy Research
71
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46
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ECONIS (ZBW)
31
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1
Random effects models for panel count data
Winkelmann, Rainer
-
1998
Persistent link: https://www.econbiz.de/10000995297
Saved in:
2
Bayesian analysis of multivariate count data
Chib, Siddhartha
-
1998
Persistent link: https://www.econbiz.de/10000996540
Saved in:
3
Posterior simulation and model choice in longitudinal generalized linear models
Chib, Siddhartha
-
1996
Persistent link: https://www.econbiz.de/10000943118
Saved in:
4
A drunk, her dog and a boyfriend : an illustration of multiple cointegration and error correction
Smith, Aaron
;
Harrison, Robin
-
1995
Persistent link: https://www.econbiz.de/10000912065
Saved in:
5
Periodic integration and cointegration : with applications to the New Zealand aggregate consumption functions
Harrison, Robin
;
Smith, Aaron
-
1994
Persistent link: https://www.econbiz.de/10000898327
Saved in:
6
Pre-test estimation of the regression scale parameter with multivariate student-t errors and independent sub-samples
Anderson, Juston Z.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000856952
Saved in:
7
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
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
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
9
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
10
Testing for serial independence in error components models : finite sample results
Small, John P.
-
1993
Persistent link: https://www.econbiz.de/10000864658
Saved in:
11
Comparing standard and robust serial correlation tests in the presence of GARCH errors
Small, John P.
-
1993
Persistent link: https://www.econbiz.de/10000864659
Saved in:
12
The power of the Goldfeld-Quandt test when the errors are autocorrelated
Small, John P.
;
Dennis, Richard J.
-
1993
Persistent link: https://www.econbiz.de/10000873590
Saved in:
13
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
14
The sampling performance of inequality restricted and pre-test estimators in a mis-specified linear model
Wan, Alan T. K.
-
1992
Persistent link: https://www.econbiz.de/10000847694
Saved in:
15
The limiting power of point optimal autocorrelation tests
Small, John P.
-
1991
Persistent link: https://www.econbiz.de/10000829674
Saved in:
16
Lp-norm consistencies of nonparametric estimates of regression, heteroskedasticity and variance of regression estimate when distribution of regressor is known
Singh, Radhey S.
-
1991
Persistent link: https://www.econbiz.de/10000829676
Saved in:
17
Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate student-t disturbances
Wong, Jason
-
1991
Persistent link: https://www.econbiz.de/10000830384
Saved in:
18
Pre-test estimation in a regression model with a misspecified covariance matrix
Albertson, K. V.
-
1991
Persistent link: https://www.econbiz.de/10000830386
Saved in:
19
Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
Giles, Judith A.
-
1991
Persistent link: https://www.econbiz.de/10000830387
Saved in:
20
The optimal size of a preliminary test for linear restsrictions when estimating the regression scale parameter
Giles, Judith A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812972
Saved in:
21
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
22
Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812975
Saved in:
23
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Giles, Judith A.
-
1991
Persistent link: https://www.econbiz.de/10000816267
Saved in:
24
The Durbin-Watson test for autocorrelation in nonlinear models
White, Kenneth J.
-
1990
Persistent link: https://www.econbiz.de/10000804762
Saved in:
25
Pre-testing in a mis-specified regression model
Giles, Judith A.
-
1990
Persistent link: https://www.econbiz.de/10000805007
Saved in:
26
Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models
Giles, David E. A.
;
Saxton, Guy N.
-
1990
Persistent link: https://www.econbiz.de/10000805008
Saved in:
27
The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Giles, David E. A.
;
Srivastava, Virendra K.
-
1990
Persistent link: https://www.econbiz.de/10000805012
Saved in:
28
Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
Giles, Judith A.
-
1990
Persistent link: https://www.econbiz.de/10000805025
Saved in:
29
The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.
;
Lieberman, Offer
;
Giles, Judith A.
-
1990
Persistent link: https://www.econbiz.de/10000805028
Saved in:
30
An unbiased estimator of the covariance matrix of the mixed regression estimator
Giles, David E. A.
;
Srivastava, Virendra K.
-
1989
Persistent link: https://www.econbiz.de/10000803332
Saved in:
31
Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
Giles, Judith A.
-
1989
Persistent link: https://www.econbiz.de/10000805591
Saved in:
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