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person:"Giles, David E. A."
~person:"Bera, Anil K."
~person:"Johansen, Søren"
~subject:"Robust Statistics"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Robust Statistics
Theory
Estimation theory
201
Schätztheorie
201
Theorie
77
Zeitreihenanalyse
62
Time series analysis
61
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20
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20
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Giles, David E. A.
Bera, Anil K.
Johansen, Søren
Härdle, Wolfgang
69
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
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25
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25
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25
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25
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24
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24
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23
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23
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23
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23
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22
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22
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22
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21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
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20
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20
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
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8
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5
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ECONIS (ZBW)
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71
Coefficient sign changes when restricting regression models under instrumental variables estimation
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
51
(
1989
)
4
,
pp. 465-467
Persistent link: https://www.econbiz.de/10001077245
Saved in:
72
Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000753411
Saved in:
73
Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren
;
Jusélius, Katarina
-
1988
Persistent link: https://www.econbiz.de/10000754803
Saved in:
74
Conditional heteroscedasticity in the market model and efficient estimates of betas
Bera, Anil K.
- In:
The financial review : the official publication of the …
23
(
1988
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001061436
Saved in:
75
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:
76
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:
77
Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K.
;
Giles, David E. A.
;
Giles, David E.
-
1987
Persistent link: https://www.econbiz.de/10000092042
Saved in:
78
Additivity and separability of the Lagrange multiplier, likehood ratio and Wald tests
Bera, Anil K.
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
1
,
pp. 53-63
Persistent link: https://www.econbiz.de/10001056563
Saved in:
79
An adjustment procedure for predicting systematic risk
Bera, Anil K.
- In:
Journal of applied econometrics
1
(
1986
)
4
,
pp. 317-332
Persistent link: https://www.econbiz.de/10001092326
Saved in:
80
Missing measurements and estimator inefficiency in linear regression : a generalization
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
1
,
pp. 87-91
Persistent link: https://www.econbiz.de/10001056716
Saved in:
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