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person:"Giles, David E. A."
~isPartOf:"Discussion paper / Department of Economics, University of Canterbury"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Handbook of applied econometrics and statistical inference"
~person:"Lieberman, Offer"
~person:"McAleer, Michael"
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Search: subject_exact:"Estimation theory"
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Estimation theory
24
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12
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3
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3
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1
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Giles, David E. A.
Lieberman, Offer
McAleer, Michael
Giles, Judith A.
16
Small, John P.
8
Franses, Philip Hans
7
Winkelmann, Rainer
5
Groenen, Patrick J. F.
4
Ohtani, Kazuhiro
4
Bijwaard, Govert
3
Dijk, Herman K. van
3
Hafner, Christian M.
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
Hoogerheide, Lennart F.
2
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2
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2
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2
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2
Ullah, Aman
2
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2
White, Kenneth J.
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Department of Economics, University of Canterbury
Econometric Institute research papers
Handbook of applied econometrics and statistical inference
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Economics letters
13
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10
Journal of quantitative economics : official journal of the Indian Econometric Society
8
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7
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6
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5
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5
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5
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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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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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1
Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10012149751
Saved in:
2
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
3
The maximum number of parameters for the Hausman test : when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354383
Saved in:
4
Moment-bases estimation of smooth transition regression models with endogenous variables
Dutra Areosa, Waldyr
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003893429
Saved in:
5
Preliminary-test and Bayes estimation of a location parameter under "reflected normal" loss
Giles, David E. A.
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 287-303)
.
2002
Persistent link: https://www.econbiz.de/10001701979
Saved in:
6
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
;
Cunneen, Matthew C.
-
1993
Persistent link: https://www.econbiz.de/10000855179
Saved in:
7
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
8
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
9
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
10
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
-
1992
Persistent link: https://www.econbiz.de/10000851860
Saved in:
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