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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
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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
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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
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General instrumental variables estimation under stochastic linear restrictions
Giles, David E. A. - In: Economics letters 10 (1982) 3/4, pp. 269-275
Persistent link: https://www.econbiz.de/10002459712
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Instrumental variables regression involving seasonal data
Giles, David E. A. - In: Economics letters 14 (1984) 4, pp. 339-343
Persistent link: https://www.econbiz.de/10002459722
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The interpretation of dummy variables in semilogarithmic equations
Giles, David E. A. - In: Economics letters 10 (1982) 1/2, pp. 77-79
Persistent link: https://www.econbiz.de/10002459733
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Recursions for instrumental variables estimators
Giles, David E. A. - In: Economics letters 8 (1981) 3, pp. 235-238
Persistent link: https://www.econbiz.de/10002459955
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Testing for parameter stability in structural econometric relationships
Giles, David E. A. - In: Economics letters 7 (1981) 4, pp. 323-326
Persistent link: https://www.econbiz.de/10002460040
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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
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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