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~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~language:"eng"
~person:"Giles, David E. A."
~source:"econis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Giles, David E. A.
Gupta, Rangan
29
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19
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16
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16
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15
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Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 480-484
Persistent link: https://www.econbiz.de/10009709365
Saved in:
2
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
Saved in:
3
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
4
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
5
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
Saved in:
6
Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
38
(
1992
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
Saved in:
7
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
- In:
Economics letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
Saved in:
8
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A.
- In:
Economics letters
30
(
1989
)
3
,
pp. 201-205
Persistent link: https://www.econbiz.de/10001075039
Saved in:
9
The estimation of allocation models with autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
2
(
1988
),
pp. 147-150
Persistent link: https://www.econbiz.de/10001054616
Saved in:
10
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
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