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subject:"Probability theory"
subject:"Time series analysis"
~person:"Giles, David E. A."
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Theory"
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Probability theory
Time series analysis
Prognoseverfahren
Regressionsanalyse
Theory
Estimation theory
62
Schätztheorie
62
Theorie
35
Zeitreihenanalyse
9
Gini coefficient
4
Gini-Koeffizient
4
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3
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3
Donald Cochrane
2
Dummy variables
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2
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Giles, David E. A.
Phillips, Peter C. B.
203
Härdle, Wolfgang
108
Gao, Jiti
102
Pesaran, M. Hashem
93
Linton, Oliver
67
Franses, Philip Hans
66
Gouriéroux, Christian
65
Swanson, Norman R.
63
Newey, Whitney K.
60
McAleer, Michael
59
Koopman, Siem Jan
58
Lütkepohl, Helmut
55
Andrews, Donald W. K.
54
Johansen, Søren
54
Kapetanios, George
54
Robinson, Peter M.
53
Baltagi, Badi H.
52
Dette, Holger
48
Li, Qi
48
Teräsvirta, Timo
48
Stock, James H.
46
Chernozhukov, Victor
44
Imbens, Guido
44
Ullah, Aman
44
Koop, Gary
43
Croux, Christophe
41
Diebold, Francis X.
41
Horowitz, Joel
41
Perron, Pierre
41
Cai, Zongwu
40
White, Halbert
40
Bera, Anil K.
39
Krämer, Walter
39
Nielsen, Morten Ørregaard
39
Winkelmann, Rainer
39
Lucas, André
38
Wooldridge, Jeffrey M.
38
Xiao, Zhijie
38
Dufour, Jean-Marie
37
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Discussion paper / Department of Economics, University of Canterbury
13
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Discussion paper
6
Journal of quantitative economics
2
Oxford bulletin of economics and statistics
2
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1
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ECONIS (ZBW)
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1
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:
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
Testing for unit roots in semiannual data
Feltham, Sandra G.
;
Giles, David E. A.
- In:
Computer-aided econometrics
,
(pp. 175-208)
.
2003
Persistent link: https://www.econbiz.de/10002594910
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
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:
7
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:
8
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:
9
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:
10
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:
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