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subject:"Schätztheorie"
~person:"Giles, David E. A."
~subject:"Mathematical programming"
~subject:"Soybean"
~subject:"USA"
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Schätztheorie
Mathematical programming
Soybean
USA
Theorie
64
Theory
64
Estimation theory
35
Time series analysis
9
Zeitreihenanalyse
9
Neuseeland
7
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7
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4
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Schattenwirtschaft
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English
40
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Giles, David E. A.
Heckman, James J.
93
Härdle, Wolfgang
83
Pesaran, M. Hashem
79
Phillips, Peter C. B.
66
Christiano, Lawrence J.
64
Diebold, Francis X.
62
Nesterov, Jurij Evgenʹevič
57
Fabozzi, Frank J.
56
Acemoglu, Daron
55
Gendreau, Michel
55
Franses, Philip Hans
54
Mankiw, Nicholas Gregory
54
Gouriéroux, Christian
53
Hertog, Dirk den
53
Laporte, Gilbert
50
Stock, James H.
49
McAleer, Michael
48
Andrews, Donald W. K.
46
Hall, Robert Ernest
46
Kleijnen, Jack P. C.
46
Pardalos, Panos M.
46
Bertsimas, Dimitris
45
Newey, Whitney K.
45
Swanson, Norman R.
45
Glaeser, Edward L.
44
Engle, Robert F.
43
Escudero, Laureano F.
43
Caporale, Guglielmo Maria
42
Imbens, Guido
42
Lodi, Andrea
41
Puerto, Justo
40
Drexl, Andreas
39
Greenwood, Jeremy
39
Mishkin, Frederic S.
39
Zhang, Shuzhong
39
Dolgui, Alexandre
38
Angrist, Joshua D.
36
Drezner, Zvi
36
Eichenbaum, Martin S.
36
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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
4
Oxford bulletin of economics and statistics
2
The journal of international trade & economic development
2
Working paper / Department of Econometrics and Operations Research, Monash University
2
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1
Department of Economics seminar paper / Monash University
1
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ECONIS (ZBW)
40
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1
A survival analysis of the approval of US patent applications
Xie, Ying
;
Giles, David E. A.
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1375-1384
Persistent link: https://www.econbiz.de/10009239417
Saved in:
2
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:
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
Income distribution in the United States : Kuznets' inverted-U hypothesis and data non-stationarity
Jacobsen, Peter W. F.
- In:
The journal of international trade & economic development
7
(
1998
)
4
,
pp. 405-423
Persistent link: https://www.econbiz.de/10001254568
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
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
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 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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