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subject:"Wohlfahrtsanalyse"
type_genre:"Government document"
~language:"eng"
~person:"Giles, David E. A."
~subject:"Estimation theory"
~subject:"Simulation"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Mikroform"
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Wohlfahrtsanalyse
Estimation theory
Simulation
Theorie
19
Theory
19
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15
Time series analysis
3
Zeitreihenanalyse
3
Econometrics
2
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1968-1994
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Giles, David E. A.
Kleijnen, Jack P. C.
59
Härdle, Wolfgang
55
Pesaran, M. Hashem
36
Franses, Philip Hans
31
Creedy, John
27
Krueger, Dirk
25
Swanson, Norman R.
25
Imbens, Guido
23
Phillips, Peter C. B.
23
Gouriéroux, Christian
22
Maravall Herrero, Agustín
22
Gersbach, Hans
21
Ludwig, Alexander
21
Schöb, Ronnie
21
Kohn, Robert
20
Robert, Christian P.
20
Heckman, James J.
19
Brännäs, Kurt
18
Keuschnigg, Christian
18
McAleer, Michael
18
Aronsson, Thomas
17
Haufler, Andreas
17
Spokojnyj, Vladimir G.
17
Stahlecker, Peter
17
Acemoglu, Daron
16
Dijk, Herman K. van
16
Galí, Jordi
16
Kleibergen, Frank
16
Newey, Whitney K.
16
Scaillet, Olivier
16
Fehr, Hans
15
Koskela, Erkki
15
Mukherjee, Arijit
15
Sheather, Simon J.
15
Stark, Oded
15
Sutherland, Alan
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Fuest, Clemens
14
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
Statistics : textbooks and monographs
1
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ECONIS (ZBW)
16
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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
Handbook of applied economic statistics
Ullah, Aman
(
ed.
);
Giles, David E. A.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013282228
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
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:
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
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
8
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:
9
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:
10
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:
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