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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
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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.
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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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7
Computer-aided econometrics
Giles, David E. A.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001787527
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