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subject:"Zeitreihenanalyse"
~person:"Giles, David E. A."
~subject:"Berufsbildung"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Berufsbildung
Cointegration
Kapitaleinkommen
Theory
Estimation theory
62
Schätztheorie
62
Theorie
35
Time series analysis
9
Gini coefficient
4
Gini-Koeffizient
4
Maßzahl
3
Regressionsanalyse
3
Statistical measures
3
Donald Cochrane
2
Dummy variables
2
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2
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English
42
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Giles, David E. A.
Phillips, Peter C. B.
158
Gao, Jiti
81
Pesaran, M. Hashem
81
Härdle, Wolfgang
75
Gouriéroux, Christian
65
Franses, Philip Hans
62
Johansen, Søren
58
Lütkepohl, Helmut
57
Koopman, Siem Jan
56
Linton, Oliver
55
Andrews, Donald W. K.
49
McAleer, Michael
49
Robinson, Peter M.
48
Swanson, Norman R.
48
Newey, Whitney K.
46
Teräsvirta, Timo
46
Diebold, Francis X.
45
Nielsen, Morten Ørregaard
44
Kapetanios, George
42
Koop, Gary
40
Granger, C. W. J.
39
Lucas, André
38
Baltagi, Badi H.
37
Haldrup, Niels
37
Perron, Pierre
36
Engle, Robert F.
35
Imbens, Guido
35
Krämer, Walter
34
Stock, James H.
34
Bera, Anil K.
33
Li, Qi
33
Zakoïan, Jean-Michel
33
Brännäs, Kurt
32
Sibbertsen, Philipp
32
Dufour, Jean-Marie
31
Ghysels, Eric
31
Harvey, Andrew C.
31
Heckman, James J.
31
Rahbek, Anders
31
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Discussion paper / Department of Economics, University of Canterbury
13
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Discussion paper
6
Oxford bulletin of economics and statistics
2
Computer-aided econometrics
1
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1
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ECONIS (ZBW)
42
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1
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:
2
Testing for unit roots in semiannual data
Feltham, Sandra G.
;
Giles, David E. A.
- In:
Computer-aided econometrics
,
(pp. 175-208)
.
2003
Persistent link: https://www.econbiz.de/10002594910
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
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:
5
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:
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
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
7
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
Saved in:
8
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:
9
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
10
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
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