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subject:"United Kingdom"
~person:"Giles, David E. A."
~person:"Patterson, Kerry D."
~subject:"Bootstrap-Verfahren"
~subject:"Nationaleinkommen"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Bootstrap-Verfahren
Nationaleinkommen
Theorie
Estimation theory
77
Schätztheorie
77
Theory
42
Time series analysis
17
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17
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7
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4
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46
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Giles, David E. A.
Patterson, Kerry D.
Härdle, Wolfgang
84
Pesaran, M. Hashem
58
Phillips, Peter C. B.
57
Andrews, Donald W. K.
56
Gouriéroux, Christian
50
Franses, Philip Hans
43
Newey, Whitney K.
43
Swanson, Norman R.
42
Horowitz, Joel
37
MacKinnon, James G.
37
McAleer, Michael
37
Imbens, Guido
35
Lütkepohl, Helmut
32
Robinson, Peter M.
31
Diebold, Francis X.
30
Heckman, James J.
30
Chen, Xiaohong
29
Baltagi, Badi H.
28
Kilian, Lutz
27
Li, Qi
27
Ohtani, Kazuhiro
27
King, Maxwell L.
26
Simar, Léopold
26
Bera, Anil K.
25
Brännäs, Kurt
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Zakoïan, Jean-Michel
25
Krämer, Walter
24
Stahlecker, Peter
24
Winkelmann, Rainer
24
Ullah, Aman
23
Kleibergen, Frank
22
Linton, Oliver
22
Nielsen, Morten Ørregaard
22
Robert, Christian P.
22
Scaillet, Olivier
22
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11
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8
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6
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4
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3
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2
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ECONIS (ZBW)
46
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1
Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?
Heravi, Saeed M.
;
Patterson, Kerry D.
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10012597684
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
The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
Saved in:
4
Finite sample bias of the least squares estimator in an AR(p) model : estimation, inference, simulation and examples
Patterson, Kerry D.
-
1999
Persistent link: https://www.econbiz.de/10001423304
Saved in:
5
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:
6
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:
7
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:
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
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
9
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
- In:
Applied economics
28
(
1996
)
10
,
pp. 1245-1255
Persistent link: https://www.econbiz.de/10001207650
Saved in:
10
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
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