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~isPartOf:"Economics Letters"
~isPartOf:"Journal of quantitative economics"
~person:"Giles, David E. A."
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2
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Giles, David E. A.
Theil, Henri
78
Stark, Oded
26
Van Hoa, Tran
25
Finke, Renate
24
Clements, Kenneth W.
21
Shaffer, Sherrill
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13
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12
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12
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12
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12
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12
de Meza, David
12
Eeckhoudt, Louis
11
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11
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11
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Economics Letters
Journal of quantitative economics
Econometrics Working Papers
32
Discussion paper / Department of Economics, University of Canterbury
20
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17
Economics letters
17
Journal of quantitative economics : journal of the Indian Econometric Society
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
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7
Department of Economics seminar paper / Monash University
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4
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RePEc
13
ECONIS (ZBW)
3
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1
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
Saved in:
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
Saved in:
3
On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables
Giles, David E. A.
- In:
Journal of quantitative economics
15
(
2017
)
1
,
pp. 15-26
Persistent link: https://www.econbiz.de/10012418247
Saved in:
4
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
;
Cunneen, Matthew C.
- In:
Economics Letters
44
(
1994
)
1-2
,
pp. 21-26
Persistent link: https://www.econbiz.de/10005158819
Saved in:
5
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/10005362270
Saved in:
6
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
;
Giles, David E. A.
- In:
Economics Letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10005296413
Saved in:
7
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
;
Small, John P.
- In:
Economics Letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10005307321
Saved in:
8
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A.
;
Clarke, Judith A.
- In:
Economics Letters
30
(
1989
)
3
,
pp. 201-205
Persistent link: https://www.econbiz.de/10005275421
Saved in:
9
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
;
Giles, David E. A.
- In:
Economics Letters
26
(
1988
)
1
,
pp. 49-51
Persistent link: https://www.econbiz.de/10005297051
Saved in:
10
The estimation of allocation models with autocorrelated disturbances
Giles, David E. A.
- In:
Economics Letters
28
(
1988
)
2
,
pp. 147-150
Persistent link: https://www.econbiz.de/10005355530
Saved in:
1
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