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person:"Giles, David E. A."
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~person:"Barnum, Darold T."
~person:"McAleer, Michael"
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Search: subject_exact:"Estimation theory"
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Estimation theory
17
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17
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12
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2
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2
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Giles, David E. A.
Barnum, Darold T.
McAleer, Michael
Phillips, Peter C. B.
34
Lee, Lung-fei
26
Li, Qi
24
Su, Liangjun
23
Chen, Songnian
22
Linton, Oliver
22
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19
Robinson, Peter M.
18
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15
Fan, Yanqin
15
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14
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14
Krämer, Walter
14
Pesaran, M. Hashem
14
Ullah, Aman
14
Wooldridge, Jeffrey M.
14
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13
Chib, Siddhartha
12
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12
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12
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12
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12
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11
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11
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11
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11
Hall, Alastair R.
11
Hsiao, Cheng
11
Kumbhakar, Subal
11
Leybourne, Stephen James
11
Newey, Whitney K.
11
Park, Joon Y.
11
Westerlund, Joakim
11
Hong, Han
10
Li, Kunpeng
10
Ohtani, Kazuhiro
10
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10
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Applied economics
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Working papers in economics and econometrics
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Discussion paper / Department of Economics, University of Canterbury
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18
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10
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Discussion paper / Tinbergen Institute
7
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5
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Economics letters
123
(
2014
)
3
,
pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
Saved in:
2
Moment-based estimation of smooth transition regression models with endogenous variables
Areosa, Waldyr Dutra
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 100-111
Persistent link: https://www.econbiz.de/10009374482
Saved in:
3
Using panel data analysis to estimate confidence intervals for the DEA efficiency of individual decision making units
Barnum, Darold T.
;
Gleason, John M.
;
Hemily, Brendon
- In:
Applied economics
41
(
2009
)
25/27
,
pp. 3319-3326
Persistent link: https://www.econbiz.de/10003921400
Saved in:
4
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
5
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
Saved in:
6
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:
7
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:
8
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
- In:
Applied economics
25
(
1993
)
3
,
pp. 349-360
Persistent link: https://www.econbiz.de/10001143510
Saved in:
9
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:
10
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
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