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~person:"Giles, David E. A."
~subject:"Estimation theory"
~subject:"World"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Giles, David E. A.
Härdle, Wolfgang
55
Pesaran, M. Hashem
41
Franses, Philip Hans
30
Kilian, Lutz
27
Swanson, Norman R.
25
Heckman, James J.
23
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Gouriéroux, Christian
22
Kleibergen, Frank
19
Kohn, Robert
19
Brännäs, Kurt
18
McAleer, Michael
18
Stahlecker, Peter
18
Dreher, Axel
17
Egger, Peter
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Larch, Mario
15
Levchenko, Andrei A.
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Corsetti, Giancarlo
14
Diebold, Francis X.
14
Giles, Judith A.
14
Marchesi, Silvia
14
Staiger, Robert W.
14
Newey, Whitney K.
13
Scaillet, Olivier
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Buch, Claudia M.
12
Felbermayr, Gabriel
12
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12
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Discussion paper / Department of Economics, University of Canterbury
11
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4
Journal of economic surveys
1
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ECONIS (ZBW)
16
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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:
2
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:
3
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:
4
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:
5
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
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
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
7
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
8
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
9
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
10
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
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