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person:"Giles, David E. A."
~person:"McAleer, Michael"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Statistical test
Zeitreihenanalyse
Estimation theory
171
Schätztheorie
171
Theorie
70
Theory
70
Time series analysis
28
Statistical theory
11
Statistische Methodenlehre
11
Regressionsanalyse
10
Statistical distribution
10
Statistische Verteilung
10
Stochastic process
10
Stochastischer Prozess
10
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9
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9
Regression analysis
9
Statistischer Test
9
Estimation
7
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7
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7
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6
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6
Maximum likelihood estimation
6
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6
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6
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5
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7
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7
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English
37
Author
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Giles, David E. A.
McAleer, Michael
Phillips, Peter C. B.
123
Gao, Jiti
76
Koopman, Siem Jan
55
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
40
Nielsen, Morten Ørregaard
40
Teräsvirta, Timo
40
Pesaran, M. Hashem
39
Kapetanios, George
36
Linton, Oliver
36
Stock, James H.
34
Sun, Yixiao
34
Sentana, Enrique
33
Dufour, Jean-Marie
32
Swanson, Norman R.
31
Perron, Pierre
30
Harvey, Andrew C.
29
Koop, Gary
29
Andrews, Donald W. K.
28
Robinson, Peter M.
27
Sibbertsen, Philipp
27
Watson, Mark W.
27
Cai, Zongwu
26
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Taylor, Robert
26
Leybourne, Stephen James
25
West, Kenneth D.
25
Li, Degui
24
Maravall Herrero, Agustín
24
Baltagi, Badi H.
23
Bera, Anil K.
23
Chen, Xiaohong
23
Fiorentini, Gabriele
23
Haldrup, Niels
23
Nielsen, Bent
23
Chambers, Marcus J.
22
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Shakai-Keizai-Kenkyūsho <Osaka>
1
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Working papers in economics and econometrics
4
Discussion paper
3
Discussion paper / Department of Economics, University of Canterbury
2
Discussion paper / Tinbergen Institute
2
Econometrics : open access journal
2
Economics letters
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
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1
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1
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1
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1
Econometric reviews
1
Economia : revista da ANPEC
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economic studies
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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ECONIS (ZBW)
37
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21
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
22
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
23
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip H.
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000151645
Saved in:
24
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:
25
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
;
Cunneen, Matthew C.
-
1993
Persistent link: https://www.econbiz.de/10000855179
Saved in:
26
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:
27
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:
28
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:
29
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
-
1992
Persistent link: https://www.econbiz.de/10000851860
Saved in:
30
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:
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