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person:"Giles, David E. A."
~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper"
~person:"McAleer, Michael"
~subject:"Estimation theory"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Schätztheorie
14
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6
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6
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3
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3
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2
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2
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Giles, David E. A.
McAleer, Michael
Lee, Lung-Fei
10
MacKinnon, James G.
10
Schmid, Timo
10
Davidson, Russell
8
Tzavidis, Nikos
6
Fisher, Gordon
5
Salvati, Nicola
5
Breunig, Christoph
4
Giles, Judith A.
4
Laisney, François
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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20
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18
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18
Economics letters
11
Journal of quantitative economics : official journal of the Indian Econometric Society
8
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7
Econometric reviews
5
Oxford bulletin of economics and statistics
5
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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ECONIS (ZBW)
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1
Zero-inflated poisson regression models : aplications in the sciences and social sciences
Truong, Buu-chau
;
Pho, Kim-Hung
;
Dinh, Cong-chanh
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012656863
Saved in:
2
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Annals of financial economics
8
(
2013
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010250276
Saved in:
3
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
Saved in:
4
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
5
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
6
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
7
Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy
- In:
Applied economics
26
(
1994
)
6
,
pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
Saved in:
8
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1994
Persistent link: https://www.econbiz.de/10000970188
Saved in:
9
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
Saved in:
10
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
;
Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970183
Saved in:
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