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subject:"Schätztheorie"
person:"Kiviet, J. F."
~person:"Giles, David E. A."
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Schätztheorie
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Kiviet, J. F.
Giles, David E. A.
Härdle, Wolfgang
68
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57
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
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35
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30
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29
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26
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25
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21
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20
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10
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6
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5
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4
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3
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ECONIS (ZBW)
54
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1
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
-
2002
Persistent link: https://www.econbiz.de/10001718452
Saved in:
2
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
2001
Persistent link: https://www.econbiz.de/10001633083
Saved in:
3
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
4
Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
Saved in:
5
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:
6
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
Economics letters
66
(
2000
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10001435909
Saved in:
7
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
8
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly exogenous regressors
Kiviet, J. F.
- In:
Analysis of panels and limited dependent variable …
,
(pp. 199-225)
.
1999
Persistent link: https://www.econbiz.de/10001445112
Saved in:
9
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
10
Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
Saved in:
11
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, J. F.
- In:
Economics letters
53
(
1996
)
2
,
pp. 161-167
Persistent link: https://www.econbiz.de/10001216787
Saved in:
19
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:
20
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1996
Persistent link: https://www.econbiz.de/10000948310
Saved in:
21
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10000909000
Saved in:
22
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:
23
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513117
Saved in:
24
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
;
Dufour, Jean-Marie
-
1995
Persistent link: https://www.econbiz.de/10001513122
Saved in:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
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:
32
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:
33
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:
34
Exact similar tests for unit roots and cointegration
Kiviet, J. F.
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001330270
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
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:
37
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:
38
Bias of s2 in the linear regression model with correlated errors
Kiviet, J. F.
- In:
The review of economics and statistics
74
(
1992
)
2
,
pp. 362-365
Persistent link: https://www.econbiz.de/10001129397
Saved in:
39
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:
40
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:
41
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:
42
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:
43
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:
44
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:
45
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:
46
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:
47
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:
48
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:
49
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:
50
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:
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