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isPartOf:"Economics letters"
~person:"Giles, David E. A."
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Estimation theory
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Schätztheorie
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Theory
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Zeitreihenanalyse
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Giles, David E. A.
Krämer, Walter
12
Baltagi, Badi H.
10
Hahn, Jinyong
10
Stengos, Thanasēs
10
Tran-van-Hoa
10
Ullah, Aman
10
Wooldridge, Jeffrey M.
9
Han, Chirok
7
Hassler, Uwe
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Kumbhakar, Subal
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Li, Qi
7
Parmeter, Christopher F.
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5
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5
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5
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5
Silva, João Santos
5
Su, Liangjun
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
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4
Galvão Júnior, Antônio Fialho
4
Godfrey, L. G.
4
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4
Hwang, Eunju
4
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4
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Economics letters
Discussion paper / Department of Economics, University of Canterbury
18
Discussion paper
9
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
4
Journal of quantitative economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The journal of international trade & economic development
2
Advances in public economics : with 42 tables
1
Applied financial economics
1
Computer-aided econometrics
1
Econometric reviews
1
Econometrics working paper : EWP
1
Handbook of applied econometrics and statistical inference
1
International journal of finance & economics : IJFE
1
International library of economics
1
Journal of econometrics
1
Journal of economic surveys
1
Occasional paper
1
Routledge library editions
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Statistics : textbooks and monographs
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The International trade journal
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ECONIS (ZBW)
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1
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:
2
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:
3
Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
38
(
1992
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
Saved in:
4
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
Saved in:
5
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
- In:
Economics letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
Saved in:
6
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A.
- In:
Economics letters
30
(
1989
)
3
,
pp. 201-205
Persistent link: https://www.econbiz.de/10001075039
Saved in:
7
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
8
The estimation of allocation models with autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
2
(
1988
),
pp. 147-150
Persistent link: https://www.econbiz.de/10001054616
Saved in:
9
Preliminary-test estimation in mis-specified regressions
Giles, David E. A.
- In:
Economics letters
21
(
1986
)
4
,
pp. 325-328
Persistent link: https://www.econbiz.de/10001016328
Saved in:
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