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subject:"Theorie"
subject:"Wahrscheinlichkeitsrechnung"
~person:"Giles, David E. A."
~subject:"Statistische Verteilung"
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Theorie
Wahrscheinlichkeitsrechnung
Statistische Verteilung
Estimation theory
62
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62
Theory
35
Time series analysis
9
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9
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4
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4
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Giles, David E. A.
Härdle, Wolfgang
73
Phillips, Peter C. B.
67
Pesaran, M. Hashem
57
Gouriéroux, Christian
51
McAleer, Michael
46
Andrews, Donald W. K.
45
Newey, Whitney K.
44
Franses, Philip Hans
42
Swanson, Norman R.
40
Imbens, Guido
37
Heckman, James J.
33
Robinson, Peter M.
32
Horowitz, Joel
31
Wooldridge, Jeffrey M.
29
Baltagi, Badi H.
28
Kohn, Robert
28
Ullah, Aman
28
Krämer, Walter
27
Li, Qi
27
Linton, Oliver
27
Bera, Anil K.
26
Brännäs, Kurt
26
Dufour, Jean-Marie
26
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Zakoïan, Jean-Michel
26
Diebold, Francis X.
25
Granger, C. W. J.
25
Maravall Herrero, Agustín
25
Stahlecker, Peter
25
White, Halbert
25
Einmahl, John H. J.
24
Kleibergen, Frank
24
Stock, James H.
24
Winkelmann, Rainer
24
Robert, Christian P.
23
Steel, Mark F. J.
23
Hahn, Jinyong
22
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22
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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
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4
Oxford bulletin of economics and statistics
2
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ECONIS (ZBW)
37
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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
A note on improved estimation for the topp-leone distribution
Giles, David E. A.
-
2012
Persistent link: https://www.econbiz.de/10009622530
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
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
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