Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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