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subject:"Schätztheorie"
~person:"Giles, David E. A."
~subject:"1961-1981"
~subject:"Rational expectations"
~subject:"Zeitreihenanalyse"
~type:"article"
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Schätztheorie
1961-1981
Rational expectations
Zeitreihenanalyse
Theorie
35
Theory
35
Estimation theory
19
Neuseeland
6
New Zealand
6
Time series analysis
5
Schattenwirtschaft
3
Underground economy
3
1968-1994
2
Regression analysis
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Regressionsanalyse
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Statistical test
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Statistischer Test
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Steuerwirkung
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1963-1991
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Autocorrelation
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Capital income
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22
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Giles, David E. A.
Phillips, Peter C. B.
78
Franses, Philip Hans
65
Pesaran, M. Hashem
48
Gil-Alaña, Luis A.
43
Perron, Pierre
39
Lütkepohl, Helmut
37
McAleer, Michael
37
Evans, George W.
35
Granger, C. W. J.
35
Andrews, Donald W. K.
33
Gouriéroux, Christian
32
Hendry, David F.
31
Ghysels, Eric
30
Koop, Gary
30
Newey, Whitney K.
29
Leybourne, Stephen James
28
Li, Qi
28
Taylor, Robert
28
Koopman, Siem Jan
27
Robinson, Peter M.
27
Baltagi, Badi H.
26
Caporale, Guglielmo Maria
25
Harvey, Andrew C.
25
Hassler, Uwe
25
Teräsvirta, Timo
25
Guesnerie, Roger
24
Hommes, Cars H.
24
Krämer, Walter
24
Lee, Lung-fei
24
Mills, Terence C.
24
Swanson, Norman R.
24
Hecq, Alain W. J.
23
Saikkonen, Pentti
23
Stock, James H.
23
Dufour, Jean-Marie
22
Honkapohja, Seppo
22
Horowitz, Joel
22
Johansen, Søren
22
Maddala, Gangadharrao S.
22
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Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Applied economics letters
2
Oxford bulletin of economics and statistics
2
Advances in econometrics
1
Econometric reviews
1
Journal of economic surveys
1
The journal of international trade & economic development
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ECONIS (ZBW)
22
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1
Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 480-484
Persistent link: https://www.econbiz.de/10009709365
Saved in:
2
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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/10001362834
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
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:
7
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:
8
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:
9
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:
10
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:
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