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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
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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/10001362834
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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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Provisional data and the rational prediction of economic time series
Browning, Karen - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 359-367
Persistent link: https://www.econbiz.de/10001144146