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Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A. - In: Applied economics letters 20 (2013) 4/6, pp. 480-484
Persistent link: https://www.econbiz.de/10009709365
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Some properties of absolute returns as a proxy for volatility
Giles, David E. A. - In: Applied financial economics letters 4 (2008) 4/6, pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
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Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A. - 2012
Persistent link: https://www.econbiz.de/10009612920
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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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[Rezension von: Cointegration, causality, and forecasting, ed. by Robert F. Engle ...]
Giles, David E. A. - In: Journal of economic literature 39 (2001) 2, pp. 576-577
Persistent link: https://www.econbiz.de/10001595666
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Pre-test estimation in regression under absolute error loss
Giles, David E. A. - 1992
Persistent link: https://www.econbiz.de/10000851860
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Testing for asymmetry in the measured and underground business cycles in New Zealand
Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168488
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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 robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970178
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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