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isPartOf:"Discussion paper"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~person:"Giles, David E. A."
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
9
Theorie
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Theory
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Time series analysis
3
Zeitreihenanalyse
3
Erwartungsbildung
1
Expectation formation
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Giles, David E. A.
Baltagi, Badi H.
10
Davidson, Russell
10
Lee, Lung-Fei
10
MacKinnon, James G.
10
Schmid, Timo
10
Maasoumi, Esfandiar
6
McAleer, Michael
6
Tzavidis, Nikos
6
Ullah, Aman
6
Fisher, Gordon
5
Gao, Jiti
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Giles, Judith A.
5
Hsiao, Cheng
5
Laisney, François
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Lechner, Michael
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5
Linton, Oliver
5
Ohtani, Kazuhiro
5
Racine, Jeffrey
5
Salvati, Nicola
5
Sun, Yiguo
5
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5
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4
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4
Schmitt, Christian
4
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4
Wan, Alan T. K.
4
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Discussion paper
Econometric reviews
Discussion paper / Department of Economics, University of Canterbury
18
Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
4
Journal of quantitative economics
3
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1
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1
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Handbook of applied econometrics and statistical inference
1
International library of economics
1
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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:
2
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
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3
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:
4
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:
5
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:
6
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1994
Persistent link: https://www.econbiz.de/10000970188
Saved in:
7
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
;
Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970178
Saved in:
8
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
;
Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970183
Saved in:
9
On the estimation of regression "goodness of fit" under absolute error loss
Ohtani, Kazuhiro
;
Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970203
Saved in:
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