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person:"Giles, David E. A."
~person:"Nielsen, Morten Ørregaard"
~subject:"ARCH model"
~subject:"Heteroscedasticity"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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ARCH model
Heteroscedasticity
Schätztheorie
Estimation theory
129
Time series analysis
47
Zeitreihenanalyse
47
Theorie
38
Theory
38
Bootstrap approach
18
Bootstrap-Verfahren
18
Cointegration
15
Kointegration
15
Cluster analysis
14
Clusteranalyse
14
Regional cluster
14
Regionales Cluster
14
Estimation
12
Schätzung
12
cluster-robust variance estimator
10
CRVE
9
Induktive Statistik
9
Statistical inference
9
wild cluster bootstrap
9
Einheitswurzeltest
8
Heteroskedastizität
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Unit root test
8
clustered data
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
grouped data
7
robust inference
7
Clustered data
6
ARCH-Modell
5
Fractional integration
5
Modellierung
5
Scientific modelling
5
Statistical test
5
Statistischer Test
5
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Free
41
Undetermined
13
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Book / Working Paper
80
Article
49
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Arbeitspapier
57
Graue Literatur
57
Non-commercial literature
57
Working Paper
57
Article in journal
47
Aufsatz in Zeitschrift
47
Festschrift
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Systematic review
1
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1
Übersichtsarbeit
1
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English
129
Author
All
Giles, David E. A.
Nielsen, Morten Ørregaard
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
106
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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Published in...
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Queen's Economics Department working paper
23
Discussion paper / Department of Economics, University of Canterbury
18
CREATES research paper
15
Economics letters
9
Discussion paper
8
Journal of econometrics
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
4
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of quantitative economics
3
Econometric reviews
2
Journal of applied econometrics
2
The econometrics journal
2
Applied financial economics
1
CAE working paper
1
Computer-aided econometrics
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometrics working paper : EWP
1
Handbook of applied econometrics and statistical inference
1
International library of economics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Occasional paper
1
Routledge library editions
1
Statistics : textbooks and monographs
1
The journal of international trade & economic development
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
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ECONIS (ZBW)
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121
Workers' compensation rates and the demand for apprentices and non-apprentices in Victoria
Sgro, Pasquale M.
-
1988
Persistent link: https://www.econbiz.de/10000750743
Saved in:
122
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:
123
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:
124
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:
125
Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
Clarke, Judith A.
- In:
Journal of econometrics
34
(
1987
)
3
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001023258
Saved in:
126
Specification analysis in the linear model : in honour of Donald Cochrane
King, Maxwell L.
(
ed.
);
Cochrane, Donald
(
honouree
); …
-
1987
Persistent link: https://www.econbiz.de/10013504262
Saved in:
127
Preliminary-test estimation in mis-specified regressions
Giles, David E. A.
- In:
Economics letters
21
(
1986
)
4
,
pp. 325-328
Persistent link: https://www.econbiz.de/10001016328
Saved in:
128
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:
129
A note on regression estimation with extraneous information
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
1
(
1985
)
1
,
pp. 151-159
Persistent link: https://www.econbiz.de/10001056925
Saved in:
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