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subject:"Schätztheorie"
~person:"Giles, David E. A."
~subject:"1961-1981"
~subject:"Rational expectations"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Schätztheorie
1961-1981
Rational expectations
Zeitreihenanalyse
Theorie
17
Theory
17
Estimation theory
15
Time series analysis
2
1968-1994
1
Causality analysis
1
Cross-border tax evasion
1
Hodrick-Prescott filter
1
Kausalanalyse
1
Neuseeland
1
New Zealand
1
Schattenwirtschaft
1
Steuerflucht
1
Underground economy
1
confidence bands
1
time-series decomposition
1
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1
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Book / Working Paper
16
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Graue Literatur
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
17
Working Paper
17
Non-commercial literature
16
Aufsatzsammlung
1
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Language
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English
16
Author
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Giles, David E. A.
Härdle, Wolfgang
87
Franses, Philip Hans
71
Pesaran, M. Hashem
67
Phillips, Peter C. B.
62
Gil-Alaña, Luis A.
61
Koopman, Siem Jan
59
Caporale, Guglielmo Maria
52
McAleer, Michael
45
Sibbertsen, Philipp
42
Maravall Herrero, Agustín
41
Swanson, Norman R.
40
Evans, George W.
39
Feng, Yuanhua
38
Honkapohja, Seppo
38
Kunst, Robert M.
38
Lucas, André
38
Lütkepohl, Helmut
38
Dijk, Herman K. van
36
Koop, Gary
36
Teräsvirta, Timo
33
Marcellino, Massimiliano
32
Beran, Jan
31
Hyndman, Rob J.
31
Gouriéroux, Christian
30
Schmid, Wolfgang
29
Bauwens, Luc
27
Robinson, Peter M.
27
Timmermann, Allan
26
Lux, Thomas
25
Breitung, Jörg
24
Johansen, Søren
24
Dijk, Dick van
23
Imbens, Guido
23
Kohn, Robert
21
Brännäs, Kurt
20
Hallin, Marc
20
Hassler, Uwe
20
Mitra, Kaushik
20
Saikkonen, Pentti
20
Stahlecker, Peter
20
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
Econometrics working paper : EWP
1
Source
All
ECONIS (ZBW)
16
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1
Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
-
2012
Persistent link: https://www.econbiz.de/10009612920
Saved in:
2
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:
3
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:
4
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:
5
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:
6
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
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
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
8
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
9
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
10
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
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