Details about David Giles

E-mail:
Homepage:	http://web.uvic.ca/~dgiles
Phone:	(250)721-8540
Postal address:	Dept. of Economics University of Victoria P.O. Box 1700, STN CSC Victoria, B.C. Canada, V8W 2Y2
Workplace:	Department of Economics, University of Victoria, (more information at EDIRC)

Access statistics for papers by David Giles.

Last updated 2009-09-24. Update your information in the RePEc Author Service.

Short-id: pgi8

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Working Papers

2009

1. Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
   Econometrics Working Papers, Department of Economics, University of Victoria
   Also in Econometrics Working Papers, Department of Economics, University of Victoria (2007)
2. Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
   Econometrics Working Papers, Department of Economics, University of Victoria View citations
3. Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution
   Econometrics Working Papers, Department of Economics, University of Victoria View citations
4. Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China
   Econometrics Working Papers, Department of Economics, University of Victoria
5. Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates
   Econometrics Working Papers, Department of Economics, University of Victoria View citations

2008

6. Finite-Sample Moments of the MLE for the Binary Logit Model
   Econometrics Working Papers, Department of Economics, University of Victoria

2007

7. A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle
   Econometrics Working Papers, Department of Economics, University of Victoria
8. A Survival Analysis of the Approval of U.S. Patent Applications
   Econometrics Working Papers, Department of Economics, University of Victoria
9. An Application of Extreme Value Theory to U.S. Movie Box Office Returns
   Econometrics Working Papers, Department of Economics, University of Victoria
10. Extreme Value Analysis of Daily Canadian Crude Oil Prices
    Econometrics Working Papers, Department of Economics, University of Victoria
11. General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
    Econometrics Working Papers, Department of Economics, University of Victoria
12. Some Properties of Absolute Returns as a Proxy for Volatility
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article in Applied Financial Economics Letters (2008)

2006

13. Benford's Law and Psychological Barriers in Certain eBay Auctions
    Econometrics Working Papers, Department of Economics, University of Victoria
14. Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
    Econometrics Working Papers, Department of Economics, University of Victoria
15. Spurious Regressions With Time-Series data: Further Asymptotic Results
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
16. The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data
    Econometrics Working Papers, Department of Economics, University of Victoria

2005

17. Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Applied Economics Letters (2007)
18. Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2003) View citations
    See also Journal Article in Empirical Economics (2006)
19. Increasing Returns to Information in the U.S. Popular Music Industry
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article in Applied Economics Letters (2007)
20. Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article in Applied Economics (2006)
21. Superstardom in the U.S. Popular Music Industry Revisited
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article in Economics Letters (2006)
22. Survival of the Hippest: Life at the Top of the Hot 100
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Applied Economics (2007)
23. The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article in Economics Letters (2007)
24. The Bias of Inequality Measures in Very Small Samples: Some Analytic Results
    Econometrics Working Papers, Department of Economics, University of Victoria

2004

25. An Empirical Likelihood Ratio Test for Normality
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
26. An Empirical Likelihood Ratio Test for Normality in Linear Regression
    Econometrics Working Papers, Department of Economics, University of Victoria
27. Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
28. No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)
    Econometrics Working Papers, Department of Economics, University of Victoria

2003

29. Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve
    Computing in Economics and Finance 2003, Society for Computational Economics
30. Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Journal of Criminal Justice (2004)
31. Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
32. Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
33. Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries
    Econometrics Working Papers, Department of Economics, University of Victoria View citations

2002

34. Calculating a Standard Error for the Gini Coefficient: Some Further Results
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
35. On the Futility of Testing the Error Term Assumptions in a Spurious Regression
    Econometrics Working Papers, Department of Economics, University of Victoria

2001

36. Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
37. Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Journal of International Trade & Economic Development (2005)

2000

38. A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
39. Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria
40. Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    Econometrics Working Papers, Department of Economics, University of Victoria
41. Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) View citations

1999

42. A Fuzzy Logic Approach to Modelling the Underground Economy
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
43. Are Cigarette Bans Really Good Economic Policy?
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Applied Economics (2001)
44. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in The Economic Record (2001)
45. Modelling the Hidden Economy and the Tax-Gap in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations
    See also Journal Article in Empirical Economics (1999)
46. Our Fans in the North: The Demand for British Rugby League
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Applied Economics (2000)
47. Testing for Unit Roots in Semi-Annual Data
    Econometrics Working Papers, Department of Economics, University of Victoria
48. The Canadian Underground and Measured Economies: Granger Causality Results
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Applied Economics (2002)
49. The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Applied Economics (2001)

1998

50. Measuring The Hidden Economy: Implications for Econometric Modelling
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    See also Journal Article in Economic Journal (1999)
51. Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) View citations
52. Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
53. Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
54. Testing for Unit Roots With Missing Observations
    Department Discussion Papers, Department of Economics, University of Victoria View citations
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations
55. The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
56. The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
57. The Underground Economy: Minimizing the Size of Government
    Econometrics Working Papers, Department of Economics, University of Victoria View citations
    Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) View citations
    Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations

Journal Articles

2008

1. Some properties of absolute returns as a proxy for volatility
   Applied Financial Economics Letters, 2008, 4, (5), 347-350
   See also Working Paper (2007)

2007

2. Benford's law and naturally occurring prices in certain ebaY auctions
   Applied Economics Letters, 2007, 14, (3), 157-161
   See also Working Paper (2005)
3. Increasing returns to information in the US popular music industry
   Applied Economics Letters, 2007, 14, (5-6), 327-331 View citations
   See also Working Paper (2005)
4. Survival of the hippest: life at the top of the hot 100
   Applied Economics, 2007, 39, (15), 1877-1887 View citations
   See also Working Paper (2005)
5. The bias of elasticity estimators in linear regression: Some analytic results
   Economics Letters, 2007, 94, (2), 185-191
   See also Working Paper (2005)

2006

6. A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment
   Oxford Bulletin of Economics and Statistics, 2006, 68, (3), 395-396
7. Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
   Empirical Economics, 2006, 31, (4), 883-903 View citations
   See also Working Paper (2005)
8. Rational exuberance at the mall: addiction to carrying a credit card balance
   Applied Economics, 2006, 38, (5), 587-592
   See also Working Paper (2005)
9. Superstardom in the US popular music industry revisited
   Economics Letters, 2006, 92, (1), 68-74 View citations
   See also Working Paper (2005)

2005

10. Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950--1992
    Journal of International Trade & Economic Development, 2005, 14, (1), 93-114 View citations
    See also Working Paper (2001)
11. Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis
    Structural Change and Economic Dynamics, 2005, 16, (2), 285-308 View citations
12. Testing for a Santa Claus effect in growth cycles
    Economics Letters, 2005, 87, (3), 421-426

2004

13. Calculating a Standard Error for the Gini Coefficient: Some Further Results
    Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 425-433
    See also Working Paper (2002)
14. Editors' introduction
    Journal of International Trade & Economic Development, 2004, 13, (4), 359-369
15. Gender convergence in crime: Evidence from Canadian adult offense charge data
    Journal of Criminal Justice, 2004, 32, (6), 593-606 View citations
    See also Working Paper (2003)

2002

16. The Canadian Underground and Measured Economies: Granger Causality Results
    Applied Economics, 2002, 34, (18), 2347-52 View citations
    See also Working Paper (1999)

2001

17. Are Cigarette Bans Really Good Economic Policy?
    Applied Economics, 2001, 33, (11), 1365-68 View citations
    See also Working Paper (1999)
18. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence from New Zealand Data
    The Economic Record, 2001, 77, (237), 148-59
    See also Working Paper (1999)
19. The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand
    Applied Economics, 2001, 33, (14), 1857-67 View citations
    See also Working Paper (1999)

2000

20. Our Fans in the North: The Demand for British Rugby League
    Applied Economics, 2000, 32, (14), 1877-87 View citations
    See also Working Paper (1999)

1999

21. Measuring the Hidden Economy: Implications for Econometric Modelling
    Economic Journal, 1999, 109, (456), F370-80 View citations
    See also Working Paper (1998)
22. Modelling the hidden economy and the tax-gap in New Zealand
    Empirical Economics, 1999, 24, (4), 621-640 View citations
    See also Working Paper (1999)
23. The Rise and Fall of the New Zealand Underground Economy: Are the Responses Symmetric?
    Applied Economics Letters, 1999, 6, (3), 185-89 View citations

1997

24. Applying the RESET Test in Allocation Models: A Cautionary Note
    Applied Economics Letters, 1997, 4, (6), 359-63
25. Causality between the Measured and Underground Economies in New Zealand
    Applied Economics Letters, 1997, 4, (1), 63-67 View citations
26. Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand
    The Economic Record, 1997, 73, (222), 225-32 View citations
27. The Hidden Economy and Tax-Evasion Prosecutions in New Zealand
    Applied Economics Letters, 1997, 4, (5), 281-85 View citations
28. The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
    Econometric Reviews, 1997, 16, (1), 119-130 View citations

1995

29. The Expectations Theory of the Term Structure: A Cointegration/Causality Analysis of US Interest Rates
    Applied Financial Economics, 1995, 5, (5), 273-83

1994

30. Preliminary-test estimation in a dynamic linear model
    Economics Letters, 1994, 44, (1-2), 21-26

1993

31. Pre-test Estimation and Testing in Econometrics: Recent Developments
    Journal of Economic Surveys, 1993, 7, (2), 145-97 View citations
32. Pre-test estimation in regression under absolute error loss
    Economics Letters, 1993, 41, (4), 339-343 View citations
33. The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
    Statistics & Probability Letters, 1993, 16, (1), 59-64 View citations

1992

34. Some consequences of using the Chow test in the context of autocorrelated disturbances
    Economics Letters, 1992, 38, (2), 145-150
35. The exact distribution of R2 when the regression disturbances are autocorrelated
    Economics Letters, 1992, 38, (4), 375-380

1991

36. Some Recent Developments in Econometrics: Lessons for Applied Economists
    The Economic Record, 1991, 3-19
37. The Structure of Econometric Analysis: Review Article
    Journal of Economic Surveys, 1991, 5, (2), 199-213
38. The power of the Durbin-Watson test when the errors are heteroscedastic
    Economics Letters, 1991, 36, (1), 37-41

1990

39. Anthony Clement (Tony) Rayner 1938?1990
    Econometric Theory, 1990, 6, (03), 403-403

1989

40. Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation
    Oxford Bulletin of Economics and Statistics, 1989, 51, (4), 465-67
41. Preliminary-test estimation of the scale parameter in a mis-specified regression model
    Economics Letters, 1989, 30, (3), 201-205

1988

42. The estimation of allocation models with autocorrelated disturbances
    Economics Letters, 1988, 28, (2), 147-150
43. The positive-part Stein-rule estimator and tests of linear hypotheses
    Economics Letters, 1988, 26, (1), 49-51
44. Urban Expenditure Patterns in New Zealand
    Regional Studies, 1988, 22, (1), 49-54

1987

45. Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
    Journal of Econometrics, 1987, 34, (3), 293-304
46. Preliminary-Test Estimation of the Error Variance in Linear Regression
    Econometric Theory, 1987, 3, (02), 299-304

1986

47. Preliminary-test estimation in mis-specified regressions
    Economics Letters, 1986, 21, (4), 325-328

1985

48. An Engel Curve Analysis of Household Expenditure in New Zealand
    The Economic Record, 1985, 61, (172), 450-62 View citations

1984

49. Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
    Journal of Econometrics, 1984, 25, (1-2), 35-48 View citations
50. Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
    Australian Economic Papers, 1984, 23, (43), 179-96
51. Instrumental variables regressions involving seasonal data
    Economics Letters, 1984, 14, (4), 339-343

1983

52. Urban migration in New Zealand: Dummy variable interpretations
    Journal of Urban Economics, 1983, 14, (1), 124-125

1982

53. General instrumental variables estimation under stochastic linear restrictions
    Economics Letters, 1982, 10, (3-4), 269-275
54. The interpretation of dummy variables in semilogarithmic equations: Unbiased estimation
    Economics Letters, 1982, 10, (1-2), 77-79 View citations

1981

55. Choosing between Alternative Structural Equations Estimated by Instrumental Variables
    The Review of Economics and Statistics, 1981, 63, (3), 476-68
56. FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL
    Australian Journal of Agricultural Economics, 1981, 25, (01) View citations
57. Interval estimation in the calibration of certain trip distribution models
    Transportation Research Part B: Methodological, 1981, 15, (3), 203-219
58. Recursions for instrumental variables estimators
    Economics Letters, 1981, 8, (3), 235-238
59. Testing for parameter stability in structural econometric relationships
    Economics Letters, 1981, 7, (4), 323-326

1980

60. The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market
    Australian Economic Papers, 1980, 19, (35), 291-300 View citations

1979

61. The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators
    Journal of Econometrics, 1979, 11, (2-3), 319-334

1978

62. A Comparison of Some Tests for Fourth-Order Autocorrelation
    Australian Economic Papers, 1978, 17, (31), 323-33
63. A note on urban migration in New Zealand
    Journal of Urban Economics, 1978, 5, (3), 403-408 View citations
64. Fourth-order autocorrelation: Further significance points for the Wallis test
    Journal of Econometrics, 1978, 8, (2), 255-259 View citations

1977

65. A Note on Wallis' Bounds Test and Negative Autocorrelation
    Econometrica, 1977, 45, (4), 1023-26 View citations
66. A Note on the Minimum Error Variance Rule and the Restricted Regression Model
    International Economic Review, 1977, 18, (1), 247-51
67. Current Payments for New Zealand's Imports: A Bayesian Analysis
    Applied Economics, 1977, 9, (3), 185-201

1975

68. Discriminating between autoregressive forms: A Monte Carlo comparison of Bayesian and ad hoc methods
    Journal of Econometrics, 1975, 3, (3), 229-248

Editor

1. Department Discussion Papers
   Department of Economics, University of Victoria
2. Econometrics Working Papers
   Department of Economics, University of Victoria