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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
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[Rezension von: Econometrics and quantitative economics, ed. by David F. Hendry ..]
Giles, David E. A. - In: The economic record : er 62 (1986) 176, pp. 126-127
Persistent link: https://www.econbiz.de/10001341374
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Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A. - 1992
Persistent link: https://www.econbiz.de/10000835930
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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
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Handbook of empirical economics and finance
Ullah, Aman (contributor); Giles, David E. A. (contributor) - 2011
Persistent link: https://www.econbiz.de/10008648161
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Handbook of applied economic statistics
Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998
Persistent link: https://www.econbiz.de/10013282228
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Essays on econometric topics: From theory to practice
Giles, D. E. A. - 1973
Persistent link: https://www.econbiz.de/10003559884
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Computer-aided econometrics
Giles, David E. A. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001787527
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Specification analysis in the linear model : in honour of Donald Cochrane
King, Maxwell L. (ed.); Cochrane, Donald (honouree);  … - 1987
Persistent link: https://www.econbiz.de/10013504262