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subject:"Forecasting model"
subject:"Theorie"
~person:"Giles, David E. A."
~subject:"Bayesian inference"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Theorie
Bayesian inference
Yield curve
Estimation theory
62
Schätztheorie
62
Theory
35
Time series analysis
9
Zeitreihenanalyse
9
Gini coefficient
4
Gini-Koeffizient
4
Maßzahl
3
Regressionsanalyse
3
Statistical measures
3
Donald Cochrane
2
Dummy variables
2
Erwartungsbildung
2
Expectation formation
2
Instrumental variables
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Neuseeland
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New Zealand
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1950-1982
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English
38
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Giles, David E. A.
Härdle, Wolfgang
70
Phillips, Peter C. B.
68
Pesaran, M. Hashem
67
Swanson, Norman R.
52
Gouriéroux, Christian
50
Baltagi, Badi H.
46
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Newey, Whitney K.
42
Koop, Gary
41
Imbens, Guido
39
McAleer, Michael
36
Kohn, Robert
34
Diebold, Francis X.
31
Heckman, James J.
31
Robert, Christian P.
31
Robinson, Peter M.
30
Horowitz, Joel
29
Ullah, Aman
29
King, Maxwell L.
28
Marcellino, Massimiliano
28
Schorfheide, Frank
28
Linton, Oliver
27
Lütkepohl, Helmut
27
Bauwens, Luc
26
Brännäs, Kurt
26
Kapetanios, George
26
Li, Qi
26
Ohtani, Kazuhiro
26
Winkelmann, Rainer
26
Zakoïan, Jean-Michel
26
Bera, Anil K.
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Krämer, Walter
25
Lee, Lung-fei
25
Steel, Mark F. J.
25
Hahn, Jinyong
24
Hendry, David F.
24
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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
Discussion paper
5
Oxford bulletin of economics and statistics
2
Applied financial economics
1
Econometric reviews
1
Handbook of applied econometrics and statistical inference
1
Journal of economic surveys
1
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The journal of international trade & economic development
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ECONIS (ZBW)
38
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1
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:
2
Preliminary-test and Bayes estimation of a location parameter under "reflected normal" loss
Giles, David E. A.
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 287-303)
.
2002
Persistent link: https://www.econbiz.de/10001701979
Saved in:
3
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:
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
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:
6
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:
7
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:
8
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:
9
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
Saved in:
10
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
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