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person:"Giles, David E. A."
~subject:"Instrumental variables"
~subject:"Statistical inference"
~subject:"Statistische Verteilung"
~subject:"Theory"
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Instrumental variables
Statistical inference
Statistische Verteilung
Theory
Estimation theory
62
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62
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35
Time series analysis
9
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9
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4
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Giles, David E. A.
Phillips, Peter C. B.
84
Andrews, Donald W. K.
83
Härdle, Wolfgang
74
Pesaran, M. Hashem
64
Newey, Whitney K.
59
Gouriéroux, Christian
54
Swanson, Norman R.
53
Chernozhukov, Victor
48
Horowitz, Joel
45
Imbens, Guido
45
McAleer, Michael
43
Franses, Philip Hans
42
Heckman, James J.
40
Wooldridge, Jeffrey M.
36
Robinson, Peter M.
35
Dufour, Jean-Marie
34
Linton, Oliver
34
Baltagi, Badi H.
30
Hausman, Jerry A.
30
Li, Qi
30
Stock, James H.
30
Simar, Léopold
29
Hahn, Jinyong
28
Kohn, Robert
28
Angrist, Joshua D.
27
Bera, Anil K.
27
Ullah, Aman
27
Brännäs, Kurt
26
Chao, John C.
26
King, Maxwell L.
26
Kleibergen, Frank
26
Krämer, Walter
26
Ohtani, Kazuhiro
26
Zakoïan, Jean-Michel
26
Chen, Xiaohong
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kilian, Lutz
25
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25
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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
6
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4
Journal of quantitative economics
3
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2
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ECONIS (ZBW)
39
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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
A note on improved estimation for the topp-leone distribution
Giles, David E. A.
-
2012
Persistent link: https://www.econbiz.de/10009622530
Saved in:
4
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:
5
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
6
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:
7
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
8
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:
9
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:
10
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:
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