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person:"Giles, David E. A."
~person:"Bera, Anil K."
~subject:"Panel"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
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95
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12
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12
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9
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8
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7
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6
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5
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Giles, David E. A.
Bera, Anil K.
Gao, Jiti
72
Phillips, Peter C. B.
71
Pesaran, M. Hashem
60
Baltagi, Badi H.
53
Koopman, Siem Jan
39
Johansen, Søren
36
Lütkepohl, Helmut
36
Teräsvirta, Timo
34
Nielsen, Morten Ørregaard
32
Linton, Oliver
31
Kapetanios, George
30
Peng, Bin
30
Westerlund, Joakim
29
Franses, Philip Hans
27
Su, Liangjun
26
Lucas, André
25
Taylor, Robert
25
Weidner, Martin
24
Maravall Herrero, Agustín
23
Sibbertsen, Philipp
23
Koop, Gary
21
Robinson, Peter M.
21
Chambers, Marcus J.
20
Swanson, Norman R.
20
Cai, Zongwu
19
Hayakawa, Kazuhiko
19
Hsiao, Cheng
19
Leybourne, Stephen James
19
Moon, Hyungsik Roger
19
Breitung, Jörg
18
Li, Degui
18
Sarafidis, Vasilis
18
Zhou, Qiankun
18
Dong, Chaohua
17
Fernández-Val, Iván
17
Gouriéroux, Christian
17
Harvey, Andrew C.
17
Hassler, Uwe
17
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17
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16
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Economics letters
2
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1
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1
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ECONIS (ZBW)
12
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1
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.
;
Bera, Anil K.
;
Deligiannakis, …
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
Saved in:
2
Estimation of random components and prediction in one and two-way error component regression models
Sharma, Subhash Chandra
;
Bera, Anil K.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 419-441
Persistent link: https://www.econbiz.de/10013441736
Saved in:
3
Specification tests for spatial panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
-
2020
Persistent link: https://www.econbiz.de/10012271721
Saved in:
4
Robust LM tests for spatial dynamic panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
- In:
Regional science & urban economics
76
(
2019
),
pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
Saved in:
5
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:
6
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
7
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:
8
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:
9
ARCH effects and efficient estimation of hedge ratios for stock index futures
Bera, Anil K.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
Saved in:
10
Provisional data and the rational prediction of economic time series
Browning, Karen
- In:
Journal of quantitative economics : official journal of …
8
(
1992
)
2
,
pp. 359-367
Persistent link: https://www.econbiz.de/10001144146
Saved in:
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