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subject:"Schätztheorie"
~person:"Brüggemann, Ralf"
~person:"Giles, David E. A."
~subject:"1961-1981"
~subject:"Maximum-Likelihood-Schätzung"
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Schätztheorie
1961-1981
Maximum-Likelihood-Schätzung
Theorie
82
Theory
82
Estimation theory
37
VAR model
13
VAR-Modell
13
Time series analysis
9
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9
Neuseeland
7
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7
Cointegration
6
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1968-1994
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English
37
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Brüggemann, Ralf
Giles, David E. A.
Härdle, Wolfgang
69
Phillips, Peter C. B.
62
Pesaran, M. Hashem
60
Gouriéroux, Christian
50
Andrews, Donald W. K.
46
McAleer, Michael
46
Franses, Philip Hans
42
Newey, Whitney K.
42
Heckman, James J.
38
Imbens, Guido
35
Swanson, Norman R.
35
Baltagi, Badi H.
33
Koopman, Siem Jan
32
Robinson, Peter M.
31
Winkelmann, Rainer
31
Horowitz, Joel
29
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
White, Halbert
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Lee, Lung-fei
25
Lucas, André
25
Bera, Anil K.
24
Hahn, Jinyong
24
Krämer, Walter
24
Lieberman, Offer
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
24
Zakoïan, Jean-Michel
24
Dufour, Jean-Marie
23
Johansen, Søren
23
Hsiao, Cheng
22
Robert, Christian P.
22
Simar, Léopold
22
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
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6
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4
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3
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ECONIS (ZBW)
37
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1
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
2
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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 economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
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