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subject:"Theory"
subject:"USA"
~person:"Giles, David E. A."
~subject:"Forecasting model"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Theory
USA
Forecasting model
Estimation theory
17
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Giles, David E. A.
Härdle, Wolfgang
56
Pesaran, M. Hashem
35
Franses, Philip Hans
30
Swanson, Norman R.
28
Phillips, Peter C. B.
27
Imbens, Guido
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Brännäs, Kurt
19
Kohn, Robert
19
Koop, Gary
19
Marcellino, Massimiliano
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Robert, Christian P.
18
Stahlecker, Peter
18
Spokojnyj, Vladimir G.
17
Diebold, Francis X.
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Dijk, Dick van
14
Francq, Christian
13
Giles, Judith A.
13
Guégan, Dominique
13
Kapetanios, George
13
Lucas, André
13
Newey, Whitney K.
13
Scaillet, Olivier
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Croux, Christophe
12
Dijk, Herman K. van
12
Huber, Florian
12
Huschens, Stefan
12
Koopman, Siem Jan
12
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812975
Saved in:
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