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subject:"Schätztheorie"
~language:"eng"
~language:"fra"
~person:"Giles, David E. A."
~subject:"Risk"
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Schätztheorie
Risk
Theorie
64
Theory
64
Estimation theory
35
Time series analysis
9
Zeitreihenanalyse
9
Neuseeland
7
New Zealand
7
Econometrics
4
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Giles, David E. A.
Härdle, Wolfgang
76
Gollier, Christian
63
Pesaran, M. Hashem
58
Gouriéroux, Christian
55
Phillips, Peter C. B.
54
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Eeckhoudt, Louis R.
42
Newey, Whitney K.
42
Viscusi, W. Kip
41
Wang, Ruodu
41
Ludwig, Alexander
40
McAleer, Michael
38
Castelnuovo, Efrem
36
Swanson, Norman R.
36
Epstein, Larry G.
35
Imbens, Guido
35
Chichilnisky, Graciela
32
Bekaert, Geert
30
Broll, Udo
30
Hansen, Lars Peter
30
Heckman, James J.
30
Robinson, Peter M.
30
Diebold, Francis X.
29
Horowitz, Joel
29
Krueger, Dirk
29
Baltagi, Badi H.
28
Barnett, William A.
28
Brady, Michael Emmett
27
Granger, C. W. J.
27
Li, Qi
27
Pindyck, Robert S.
27
Engle, Robert F.
26
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Schlesinger, Harris
26
Allen, Franklin
25
Brännäs, Kurt
25
Kanniainen, Vesa
25
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper
4
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Journal of economic surveys
1
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1
The journal of international trade & economic development
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ECONIS (ZBW)
35
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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 economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
3
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:
4
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:
5
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:
6
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:
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 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:
9
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:
10
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:
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