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person:"Giles, David E. A."
~isPartOf:"Journal of quantitative economics"
~person:"Croux, Christophe"
~subject:"Binary data"
~subject:"Probability theory"
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Binary data
Probability theory
Estimation theory
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Estimation
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IV-Schätzung
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Inconsistent estimator
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Indicator variables
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Maximum likelihood estimation
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Sampling
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Size-biased sampling
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Giles, David E. A.
Croux, Christophe
Badade, Meena
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Kumar, T. Krishna
1
Prakasa Rao, Bhagavatula L. S.
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Ramanathan, T. V.
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Journal of quantitative economics
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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
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2
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
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