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subject:"Theorie"
~person:"Giles, David E. A."
~person:"Giles, Judith A."
~person:"Lee, Lung-fei"
~subject:"Estimation"
~subject:"Statistical distribution"
~type_genre:"Non-commercial literature"
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Giles, David E. A.
Giles, Judith A.
Lee, Lung-fei
Härdle, Wolfgang
63
Pesaran, M. Hashem
41
Franses, Philip Hans
30
Phillips, Peter C. B.
30
Linton, Oliver
29
Swanson, Norman R.
27
Gouriéroux, Christian
26
Gao, Jiti
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Kapetanios, George
21
Brännäs, Kurt
20
Cai, Zongwu
20
Marcellino, Massimiliano
20
Kohn, Robert
19
Heckman, James J.
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
Kleibergen, Frank
17
Lechner, Michael
17
McAleer, Michael
17
Robert, Christian P.
17
Zakoïan, Jean-Michel
17
Angrist, Joshua D.
16
Einmahl, John H. J.
16
Koopman, Siem Jan
16
Koop, Gary
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Diebold, Francis X.
14
Francq, Christian
14
Breitung, Jörg
13
Dijk, Dick van
13
Kitagawa, Toru
13
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13
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13
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Discussion paper / Department of Economics, University of Canterbury
18
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4
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1
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1
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ECONIS (ZBW)
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1
A note on improved estimation for the topp-leone distribution
Giles, David E. A.
-
2012
Persistent link: https://www.econbiz.de/10009622530
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
Pre-test estimation of the regression scale parameter with multivariate student-t errors and independent sub-samples
Anderson, Juston Z.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000856952
Saved in:
7
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:
8
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:
9
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:
10
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:
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