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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Discussion paper"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Econometrics papers"
~isPartOf:"Economics letters"
~isPartOf:"Handbook of econometrics : volume 6B"
~isPartOf:"Handbook of econometrics ; Vol. 6B"
~person:"Chen, Xiaohong"
~person:"Giles, David E. A."
~person:"Newey, Whitney K."
~subject:"Nonparametric statistics"
~subject:"Optimal sup-norm convergence rates"
~subject:"Statistical inference"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~subject:"optimality"
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Estimation theory
Nonparametric statistics
Optimal sup-norm convergence rates
Statistical inference
Statistischer Test
Zeitreihenanalyse
optimality
Schätztheorie
59
Nichtparametrisches Verfahren
26
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Chen, Xiaohong
Giles, David E. A.
Newey, Whitney K.
Chernozhukov, Victor
46
Linton, Oliver
39
Otsu, Taisuke
36
Weidner, Martin
32
Lee, Sokbae
23
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22
Kitagawa, Toru
20
Fernández-Val, Iván
18
Robinson, Peter M.
16
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15
Chesher, Andrew
14
Hahn, Jinyong
14
Ichimura, Hidehiko
14
Rosen, Adam M.
14
Wooldridge, Jeffrey M.
14
Hu, Yingyao
13
Bonhomme, Stéphane
12
Jochmans, Koen
12
Krämer, Walter
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MacKinnon, James G.
12
Baltagi, Badi H.
11
Canay, Ivan A.
11
Graham, Bryan S.
11
Ullah, Aman
11
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10
Hoderlein, Stefan
10
Lee, Lung-Fei
10
Matsushita, Yukitoshi
10
Schmid, Timo
10
Tran-van-Hoa
10
Arai, Yoichi
9
Belloni, Alexandre
9
Hansen, Christian Bailey
9
Ohtani, Kazuhiro
9
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Centre for Microdata Methods and Practice <London>
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Journal of forecasting
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Handbook of econometrics : volume 6B
Handbook of econometrics ; Vol. 6B
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24
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51
On the estimation of regression "goodness of fit" under absolute error loss
Ohtani, Kazuhiro
;
Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970203
Saved in:
52
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
Saved in:
53
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
Saved in:
54
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
Saved in:
55
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
- In:
Economics letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
Saved in:
56
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A.
- In:
Economics letters
30
(
1989
)
3
,
pp. 201-205
Persistent link: https://www.econbiz.de/10001075039
Saved in:
57
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
58
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
Saved in:
59
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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