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subject:"Prognoseverfahren"
subject:"USA"
~person:"Giles, David E. A."
~subject:"Kointegration"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
USA
Kointegration
Theory
Zeitreihenanalyse
Estimation theory
62
Schätztheorie
62
Theorie
35
Time series analysis
9
Gini coefficient
4
Gini-Koeffizient
4
Maßzahl
3
Regressionsanalyse
3
Statistical measures
3
Donald Cochrane
2
Dummy variables
2
Erwartungsbildung
2
Expectation formation
2
Instrumental variables
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Neuseeland
2
New Zealand
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Regression analysis
2
Statistical distribution
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Statistical theory
2
Statistische Methodenlehre
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Statistische Verteilung
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United States
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Yield curve
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1950-1982
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Article
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English
43
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Giles, David E. A.
Phillips, Peter C. B.
169
Pesaran, M. Hashem
86
Gao, Jiti
85
Härdle, Wolfgang
74
Franses, Philip Hans
65
Gouriéroux, Christian
65
Koopman, Siem Jan
59
Johansen, Søren
58
Lütkepohl, Helmut
57
Swanson, Norman R.
57
McAleer, Michael
50
Linton, Oliver
49
Andrews, Donald W. K.
48
Robinson, Peter M.
48
Teräsvirta, Timo
47
Newey, Whitney K.
46
Baltagi, Badi H.
45
Diebold, Francis X.
44
Koop, Gary
44
Nielsen, Morten Ørregaard
44
Kapetanios, George
41
Granger, C. W. J.
38
Hendry, David F.
38
Lucas, André
38
Haldrup, Niels
37
Perron, Pierre
36
Engle, Robert F.
35
Imbens, Guido
35
Zakoïan, Jean-Michel
35
Bera, Anil K.
34
Krämer, Walter
34
Li, Qi
34
Stock, James H.
34
West, Kenneth D.
34
Ullah, Aman
33
Brännäs, Kurt
32
Marcellino, Massimiliano
32
White, Halbert
32
Ghysels, Eric
31
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Discussion paper / Department of Economics, University of Canterbury
13
Economics letters
8
Discussion paper
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
2
Applied financial economics
1
Computer-aided econometrics
1
Econometric reviews
1
Journal of economic surveys
1
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ECONIS (ZBW)
43
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1
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:
2
Testing for unit roots in semiannual data
Feltham, Sandra G.
;
Giles, David E. A.
- In:
Computer-aided econometrics
,
(pp. 175-208)
.
2003
Persistent link: https://www.econbiz.de/10002594910
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
Saved in:
10
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:
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