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person:"Giles, David E. A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"Statistics : textbooks and monographs"
~person:"Bierens, Herman J."
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Search: subject_exact:"Estimation theory"
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Estimation theory
15
Schätztheorie
15
Theorie
5
Theory
5
Time series analysis
4
Zeitreihenanalyse
4
Dummy variables
2
Erwartungsbildung
2
Expectation formation
2
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2
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2
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15
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Giles, David E. A.
Bierens, Herman J.
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
Schmitt, Christian
4
Chaturvedi, Anoop
3
Dastoor, Naorayex K.
3
Groß, Marcus
3
Lechner, Michael
3
Ohtani, Kazuhiro
3
Pohlmeier, Winfried
3
Rendtel, Ulrich
3
Richmond, J.
3
Schumacher, Christian
3
Sims, Christopher A.
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
Korn, Olaf
2
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2
Licht, Georg
2
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2
Maheswaran, S.
2
Mandeno, Robert J.
2
McAleer, Michael
2
Rilstone, Paul
2
Scaillet, Olivier
2
Silva, João Santos
2
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Applied financial economics
Discussion paper
Journal of quantitative economics
Statistics : textbooks and monographs
Discussion paper / Department of Economics, University of Canterbury
18
Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Journal of econometrics
5
Oxford bulletin of economics and statistics
4
Discussion paper / Center for Economic Research, Tilburg University
3
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3
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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1
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1
Handbook of applied econometrics and statistical inference
1
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1
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1
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1
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ECONIS (ZBW)
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1
Some consequences of including impulse-indicator dummy variables in econometric models
Giles, David E. A.
- In:
Journal of quantitative economics
20
(
2022
)
2
,
pp. 329-336
Persistent link: https://www.econbiz.de/10013441650
Saved in:
2
Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling
Giles, David E. A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 59-77
Persistent link: https://www.econbiz.de/10013441707
Saved in:
3
On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables
Giles, David E. A.
- In:
Journal of quantitative economics
15
(
2017
)
1
,
pp. 15-26
Persistent link: https://www.econbiz.de/10012418247
Saved in:
4
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:
5
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:
6
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:
7
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:
8
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
Saved in:
9
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:
10
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:
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