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person:"Giles, David E. A."
~subject:"Instrumental variables"
~subject:"Statistical inference"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation theory"
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Instrumental variables
Statistical inference
Theory
Estimation theory
29
Schätztheorie
29
Theorie
20
Gini coefficient
3
Gini-Koeffizient
3
Time series analysis
3
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2
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22
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Giles, David E. A.
Andrews, Donald W. K.
37
Phillips, Peter C. B.
36
Newey, Whitney K.
34
Li, Qi
27
Horowitz, Joel
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
22
Ohtani, Kazuhiro
21
Lee, Lung-fei
20
Simar, Léopold
20
Wooldridge, Jeffrey M.
20
Gouriéroux, Christian
19
Krämer, Walter
19
McAleer, Michael
19
Fan, Yanqin
18
Hahn, Jinyong
18
Ullah, Aman
18
King, Maxwell L.
17
Robinson, Peter M.
17
Srivastava, Virendra K.
17
Granger, C. W. J.
16
Linton, Oliver
16
Bai, Jushan
15
Hausman, Jerry A.
15
Schmidt, Peter
15
Chernozhukov, Victor
14
Dufour, Jean-Marie
14
Godfrey, L. G.
14
Imbens, Guido
14
Kelejian, Harry H.
14
MacKinnon, James G.
14
Swanson, Norman R.
14
Arellano, Manuel
13
Bera, Anil K.
13
Donald, Stephen G.
13
Hall, Alastair R.
13
Hendry, David F.
13
Lütkepohl, Helmut
13
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13
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Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Journal of quantitative economics
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Journal of economic surveys
1
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ECONIS (ZBW)
22
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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
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:
3
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:
4
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:
5
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
6
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
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
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
9
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
10
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:
1
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