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subject:"Theorie"
~person:"Giles, David E. A."
~person:"Lee, Lung-fei"
~subject:"Estimation"
~subject:"Statistical distribution"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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23
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Giles, David E. A.
Lee, Lung-fei
Härdle, Wolfgang
66
Pesaran, M. Hashem
44
Gouriéroux, Christian
33
Franses, Philip Hans
31
Phillips, Peter C. B.
31
Linton, Oliver
29
Swanson, Norman R.
29
Gao, Jiti
24
Brännäs, Kurt
23
Imbens, Guido
23
Maravall Herrero, Agustín
23
Kapetanios, George
22
Cai, Zongwu
20
Heckman, James J.
20
Marcellino, Massimiliano
20
Kohn, Robert
19
Spokojnyj, Vladimir G.
19
Lechner, Michael
18
Stahlecker, Peter
18
Kleibergen, Frank
17
Koopman, Siem Jan
17
McAleer, Michael
17
Newey, Whitney K.
17
Robert, Christian P.
17
Zakoïan, Jean-Michel
17
Angrist, Joshua D.
16
Einmahl, John H. J.
16
Huschens, Stefan
16
Sheather, Simon J.
16
Feng, Yuanhua
15
Koop, Gary
15
Monfort, Alain
15
Diebold, Francis X.
14
Dijk, Dick van
14
Dufour, Jean-Marie
14
Francq, Christian
14
Giles, Judith A.
14
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14
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14
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
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1
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ECONIS (ZBW)
18
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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
Estimation of dynamic limited-dependent rational expectations models
Lee, Lung-fei
- In:
Analysis of panels and limited dependent variable …
,
(pp. 79-113)
.
1999
Persistent link: https://www.econbiz.de/10001445102
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
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:
5
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:
6
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:
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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