Details about David Giles
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Working Papers
2017
 A Note on Improved Estimation for the ToppLeone Distribution
Econometrics Working Papers, Department of Economics, University of Victoria
Also in Econometrics Working Papers, Department of Economics, University of Victoria (2012)
 Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is NonConstant
Econometrics Working Papers, Department of Economics, University of Victoria
 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
Econometrics Working Papers, Department of Economics, University of Victoria
Also in Econometrics Working Papers, Department of Economics, University of Victoria (2014) View citations (1)
2013
 Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
See also Journal Article in International Journal of Finance & Economics (2015)
2012
 Constructing Confidence Bands for the HodrickPrescott Filter
Econometrics Working Papers, Department of Economics, University of Victoria
See also Journal Article in Applied Economics Letters (2013)
 Exact Asymptotic GoodnessofFit Testing For Discrete Circular Data, With Applications
Econometrics Working Papers, Department of Economics, University of Victoria
2011
 Bias  Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
Econometrics Working Papers, Department of Economics, University of Victoria
Also in Econometrics Working Papers, Department of Economics, University of Victoria (2009) View citations (1)
 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
Econometrics Working Papers, Department of Economics, University of Victoria
 BiasedReduced Maximum Likelihood Estimation for the ZeroInflated Poisson Distribution
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
 Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
 Interpreting Dummy Variables in Semilogarithmic Regression Models: Exact Distributional Results
Econometrics Working Papers, Department of Economics, University of Victoria View citations (10)
 On the Bias of the Maximum Likelihood Estimator for the TwoParameter Lomax Distribution
Econometrics Working Papers, Department of Economics, University of Victoria
 On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Journal of Quantitative Economics (2017)
 Quantity versus Quality: What’s in a (Journal) Name?
Econometrics Working Papers, Department of Economics, University of Victoria
 Testing for Multivariate Cointegration in the Presence of Structural Breaks: pValues and Critical Values
Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
2010
 Bayesian Estimation of a Possibly MisSpecified Linear Regression Model
Econometrics Working Papers, Department of Economics, University of Victoria
 Hermite Regression Analysis of MultiModal Count Data
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Economics Bulletin (2010)
 The ExtremeValue Dependence Between the Chinese and Other International Stock Markets
Econometrics Working Papers, Department of Economics, University of Victoria
See also Journal Article in Applied Financial Economics (2012)
2009
 Almost Unbiased Estimation of the Poisson Regression Model
Econometrics Working Papers, Department of Economics, University of Victoria
 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)
 Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the HalfLogistic Distribution
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
 Bias of the Maximum Likelihood Estimators of the TwoParameter Gamma Distribution Revisited
Econometrics Working Papers, Department of Economics, University of Victoria
 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
See also Journal Article in Applied Financial Economics (2010)
 FiniteSample 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 (3)
See also Journal Article in Statistical Papers (2012)
 FiniteSample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
2008
 FiniteSample Moments of the MLE for the Binary Logit Model
Econometrics Working Papers, Department of Economics, University of Victoria
2007
 A Saddlepoint Approximation to the Distribution of the HalfLife Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
 A Survival Analysis of the Approval of U.S. Patent Applications
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Applied Economics (2011)
 An Application of Extreme Value Theory to U.S. Movie Box Office Returns
Econometrics Working Papers, Department of Economics, University of Victoria
 Extreme Value Analysis of Daily Canadian Crude Oil Prices
Econometrics Working Papers, Department of Economics, University of Victoria
See also Journal Article in Applied Financial Economics (2010)
 General Saddlepoint Approximations: Application to the AndersonDarling Test Statistic
Econometrics Working Papers, Department of Economics, University of Victoria
 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
 Benford's Law and Psychological Barriers in Certain eBay Auctions
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Applied Economics Letters (2010)
 Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
 Spurious Regressions With TimeSeries data: Further Asymptotic Results
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
 The Exact Asymptotic Distribution Function of Watson's UNSquared for Testing GoodnessofFit With Circular Discrete Data
Econometrics Working Papers, Department of Economics, University of Victoria
2005
 Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions
Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
See also Journal Article in Applied Economics Letters (2007)
 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 (1)
See also Journal Article in Empirical Economics (2006)
 Increasing Returns to Information in the U.S. Popular Music Industry
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Applied Economics Letters (2007)
 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)
 Superstardom in the U.S. Popular Music Industry Revisited
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Economics Letters (2006)
 Survival of the Hippest: Life at the Top of the Hot 100
Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
See also Journal Article in Applied Economics (2007)
 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)
 The Bias of Inequality Measures in Very Small Samples: Some Analytic Results
Econometrics Working Papers, Department of Economics, University of Victoria
2004
 An Empirical Likelihood Ratio Test for Normality
Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
 An Empirical Likelihood Ratio Test for Normality in Linear Regression
Econometrics Working Papers, Department of Economics, University of Victoria
 Identifying the Cycle of a Macroeconomic TimeSeries Using Fuzzy Filtering
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
 No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)
Econometrics Working Papers, Department of Economics, University of Victoria
2003
 Capturing NonLinearity 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
 Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
See also Journal Article in Journal of Criminal Justice (2004)
 Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
 Ruminant Eructation and a LongRun 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 (7)
 Testing For Convergence in Output and in 'WellBeing' in Industrialized Countries
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
2002
 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)
 On the Futility of Testing the Error Term Assumptions in a Spurious Regression
Econometrics Working Papers, Department of Economics, University of Victoria
 The Canadian Underground and Measured Economies: Granger Causality Results
MPRA Paper, University Library of Munich, Germany View citations (20)
Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) View citations (14)
See also Journal Article in Applied Economics (2002)
2001
 Econometric Modelling based on Pattern recognition via the Fuzzy cMeans Clustering Algorithm
Econometrics Working Papers, Department of Economics, University of Victoria View citations (8)
 Output Convergence and International Trade: TimeSeries and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 19501992
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
See also Journal Article in The Journal of International Trade & Economic Development (2005)
2000
 A Saddlepoint Approximation to the Distribution Function of the AndersonDarling Test Statistic
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
 Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
 PreliminaryTest and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
Econometrics Working Papers, Department of Economics, University of Victoria
 Taxes, RiskAversion, 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 (4)
Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) View citations (2)
1999
 A Fuzzy Logic Approach to Modelling the Underground Economy
Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
 Are Cigarette Bans Really Good Economic Policy?
Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
See also Journal Article in Applied Economics (2001)
 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 (1)
See also Journal Article in The Economic Record (2001)
 Modelling the Hidden Economy and the TaxGap in New Zealand
Econometrics Working Papers, Department of Economics, University of Victoria View citations (64)
Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations (11)
See also Journal Article in Empirical Economics (1999)
 Our Fans in the North: The Demand for British Rugby League
Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
See also Journal Article in Applied Economics (2000)
 Testing for Unit Roots in SemiAnnual Data
Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
 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 (9)
See also Journal Article in Applied Economics (2001)
1998
 Measuring The Hidden Economy: Implications for Econometric Modelling
Econometrics Working Papers, Department of Economics, University of Victoria View citations (18)
See also Journal Article in Economic Journal (1999)
 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
Department Discussion Papers, Department of Economics, University of Victoria View citations (6)
Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations (4)
 Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
 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 (11)
 Testing for Unit Roots With Missing Observations
Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) View citations (1)
 The Hidden Economy and the TaxGap in New Zealand: A Latent Variable Analysis
Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
 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 (5)
 The Underground Economy: Minimizing the Size of Government
Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) View citations (3) Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations (3)
Journal Articles
2017
 On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
Journal of Quantitative Economics, 2017, 15, (1), 1526
See also Working Paper (2011)
2015
 Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
International Journal of Finance & Economics, 2015, 20, (2), 155177 View citations (3)
See also Working Paper (2013)
2013
 Constructing confidence bands for the HodrickPrescott filter
Applied Economics Letters, 2013, 20, (5), 480484
See also Working Paper (2012)
2012
 Finitesample properties of the maximum likelihood estimator for the binary logit model with random covariates
Statistical Papers, 2012, 53, (2), 409426
See also Working Paper (2009)
 The extremevalue dependence between the Chinese and other international stock markets
Applied Financial Economics, 2012, 22, (14), 11471160 View citations (2)
See also Working Paper (2010)
2011
 A survival analysis of the approval of US patent applications
Applied Economics, 2011, 43, (11), 13751384 View citations (5)
See also Working Paper (2007)
 Reducing the bias of the maximum likelihood estimator for the Poisson regression model
Economics Bulletin, 2011, 31, (4), 29332943
2010
 Benford's Law and psychological barriers in certain eBay auctions
Applied Economics Letters, 2010, 17, (10), 10051008 View citations (1)
See also Working Paper (2006)
 Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China
Applied Financial Economics, 2010, 20, (19), 15311545 View citations (1)
See also Working Paper (2009)
 Extreme value analysis of daily Canadian crude oil prices
Applied Financial Economics, 2010, 20, (12), 941954 View citations (4)
See also Working Paper (2007)
 Hermite regression analysis of multimodal count data
Economics Bulletin, 2010, 30, (4), 29362945 View citations (1)
See also Working Paper (2010)
 K. Krishnamoorthy (2006): Handbook of statistical distributions with applications
Statistical Papers, 2010, 51, (4), 10051006
2009
 Modelling the financial risk associated with U.S. movie box office earnings
Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 27592766 View citations (1)
2008
 Some properties of absolute returns as a proxy for volatility
Applied Financial Economics Letters, 2008, 4, (5), 347350 View citations (1)
See also Working Paper (2007)
2007
 Benford's law and naturally occurring prices in certain ebaY auctions
Applied Economics Letters, 2007, 14, (3), 157161 View citations (15)
See also Working Paper (2005)
 Increasing returns to information in the US popular music industry
Applied Economics Letters, 2007, 14, (5), 327331 View citations (8)
See also Working Paper (2005)
 Survival of the hippest: life at the top of the hot 100
Applied Economics, 2007, 39, (15), 18771887 View citations (4)
See also Working Paper (2005)
 The bias of elasticity estimators in linear regression: Some analytic results
Economics Letters, 2007, 94, (2), 185191
See also Working Paper (2005)
2006
 A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment
Oxford Bulletin of Economics and Statistics, 2006, 68, (3), 395396 View citations (3)
 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
Empirical Economics, 2006, 31, (4), 883903 View citations (3)
See also Working Paper (2005)
 Rational exuberance at the mall: addiction to carrying a credit card balance
Applied Economics, 2006, 38, (5), 587592
See also Working Paper (2005)
 Superstardom in the US popular music industry revisited
Economics Letters, 2006, 92, (1), 6874 View citations (11)
See also Working Paper (2005)
2005
 Output Convergence and International Trade: TimeSeries and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950  1992
The Journal of International Trade & Economic Development, 2005, 14, (1), 93114 View citations (3)
See also Working Paper (2001)
 Output and wellbeing 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), 285308 View citations (8)
 Testing for a Santa Claus effect in growth cycles
Economics Letters, 2005, 87, (3), 421426 View citations (1)
2004
 Calculating a Standard Error for the Gini Coefficient: Some Further Results
Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 425433 View citations (8)
See also Working Paper (2002)
 Gender convergence in crime: Evidence from Canadian adult offense charge data
Journal of Criminal Justice, 2004, 32, (6), 593606 View citations (2)
See also Working Paper (2003)
2002
 A fuzzy logic approach to modelling the New Zealand underground economy
Mathematics and Computers in Simulation (MATCOM), 2002, 59, (1), 115123 View citations (2)
 The Canadian underground and measured economies: Granger causality results
Applied Economics, 2002, 34, (18), 23472352 View citations (20)
See also Working Paper (2002)
2001
 Are cigarette bans really good economic policy?
Applied Economics, 2001, 33, (11), 13651368 View citations (3)
See also Working Paper (1999)
 Asymmetric Responses of the Underground Economy to Tax Changes: Evidence from New Zealand Data
The Economic Record, 2001, 77, (237), 14859 View citations (5)
See also Working Paper (1999)
 Editors' introduction
The Journal of International Trade & Economic Development, 2001, 13, (4), 359369 View citations (3)
 The learning path of the hidden economy: the tax burden and tax evasion in New Zealand
Applied Economics, 2001, 33, (14), 18571867 View citations (3)
See also Working Paper (1999)
2000
 Our fans in the north: the demand for British Rugby League
Applied Economics, 2000, 32, (14), 18771887 View citations (5)
See also Working Paper (1999)
1999
 Measuring the Hidden Economy: Implications for Econometric Modelling
Economic Journal, 1999, 109, (456), F37080 View citations (103)
See also Working Paper (1998)
 Modelling the hidden economy and the taxgap in New Zealand
Empirical Economics, 1999, 24, (4), 621640 View citations (85)
See also Working Paper (1999)
 The rise and fall of the New Zealand underground economy: are the responses symmetric?
Applied Economics Letters, 1999, 6, (3), 185189 View citations (33)
1998
 Income distribution in the United States: Kuznets' invertedU hypothesis and data nonstationarity
The Journal of International Trade & Economic Development, 1998, 7, (4), 405423 View citations (9)
1997
 Applying the RESET test in allocation models: a cautionary note
Applied Economics Letters, 1997, 4, (6), 359363 View citations (1)
 Causality between the measured and underground economies in New Zealand
Applied Economics Letters, 1997, 4, (1), 6367 View citations (43)
 Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand
The Economic Record, 1997, 73, (222), 22532 View citations (30)
 The exact risk performance of a pretest estimator in a heteroskedastic linear regression model under the balanced loss function
Econometric Reviews, 1997, 16, (1), 119130 View citations (3)
 The hidden economy and taxevasion prosecutions in New Zealand
Applied Economics Letters, 1997, 4, (5), 281285 View citations (2)
1994
 Preliminarytest estimation in a dynamic linear model
Economics Letters, 1994, 44, (12), 2126
1993
 Pretest Estimation and Testing in Econometrics: Recent Developments
Journal of Economic Surveys, 1993, 7, (2), 14597 View citations (16)
 Pretest estimation in regression under absolute error loss
Economics Letters, 1993, 41, (4), 339343 View citations (1)
 The exact distribution of a least squares regression coefficient estimator after a preliminary ttest
Statistics & Probability Letters, 1993, 16, (1), 5964 View citations (3)
1992
 Some consequences of using the Chow test in the context of autocorrelated disturbances
Economics Letters, 1992, 38, (2), 145150 View citations (2)
 The exact distribution of R2 when the regression disturbances are autocorrelated
Economics Letters, 1992, 38, (4), 375380 View citations (3)
1991
 Some Recent Developments in Econometrics: Lessons for Applied Economists
The Economic Record, 1991, 319
 The Structure of Econometric Analysis: Review Article
Journal of Economic Surveys, 1991, 5, (2), 199213
 The power of the DurbinWatson test when the errors are heteroscedastic
Economics Letters, 1991, 36, (1), 3741
1990
 Anthony Clement (Tony) Rayner 1938–1990
Econometric Theory, 1990, 6, (03), 403403
1989
 Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation
Oxford Bulletin of Economics and Statistics, 1989, 51, (4), 46567
 Preliminarytest estimation of the scale parameter in a misspecified regression model
Economics Letters, 1989, 30, (3), 201205 View citations (3)
1988
 The estimation of allocation models with autocorrelated disturbances
Economics Letters, 1988, 28, (2), 147150
 The positivepart Steinrule estimator and tests of linear hypotheses
Economics Letters, 1988, 26, (1), 4951
1987
 Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
Journal of Econometrics, 1987, 34, (3), 293304 View citations (4)
 PreliminaryTest Estimation of the Error Variance in Linear Regression
Econometric Theory, 1987, 3, (02), 299304 View citations (6)
1986
 Preliminarytest estimation in misspecified regressions
Economics Letters, 1986, 21, (4), 325328
1985
 An Engel Curve Analysis of Household Expenditure in New Zealand
The Economic Record, 1985, 61, (172), 45062 View citations (9)
 Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations
American Journal of Agricultural Economics, 1985, 67, (4), 749760 View citations (1)
1984
 Autocorrelation pretesting in the linear model: Estimation, testing and prediction
Journal of Econometrics, 1984, 25, (12), 3548 View citations (11)
 Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
Australian Economic Papers, 1984, 23, (43), 17996
 Instrumental variables regressions involving seasonal data
Economics Letters, 1984, 14, (4), 339343 View citations (1)
1983
 Urban migration in New Zealand: Dummy variable interpretations
Journal of Urban Economics, 1983, 14, (1), 124125
1982
 General instrumental variables estimation under stochastic linear restrictions
Economics Letters, 1982, 10, (34), 269275
 The interpretation of dummy variables in semilogarithmic equations: Unbiased estimation
Economics Letters, 1982, 10, (12), 7779 View citations (13)
1981
 Choosing between Alternative Structural Equations Estimated by Instrumental Variables
The Review of Economics and Statistics, 1981, 63, (3), 47668
 FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL
Australian Journal of Agricultural Economics, 1981, 25, (01) View citations (5)
Also in Australian Journal of Agricultural and Resource Economics, 1981, 25, (1), 113 (1981) View citations (1)
 Interval estimation in the calibration of certain trip distribution models
Transportation Research Part B: Methodological, 1981, 15, (3), 203219
 Recursions for instrumental variables estimators
Economics Letters, 1981, 8, (3), 235238
 Testing for parameter stability in structural econometric relationships
Economics Letters, 1981, 7, (4), 323326
1980
 The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market
Australian Economic Papers, 1980, 19, (35), 291300 View citations (1)
1979
 The mean squared errors of the maximum likelihood and naturalconjugate bayes regression estimators
Journal of Econometrics, 1979, 11, (23), 319334
1978
 A Comparison of Some Tests for FourthOrder Autocorrelation
Australian Economic Papers, 1978, 17, (31), 32333
 A note on urban migration in New Zealand
Journal of Urban Economics, 1978, 5, (3), 403408 View citations (2)
 Fourthorder autocorrelation: Further significance points for the Wallis test
Journal of Econometrics, 1978, 8, (2), 255259 View citations (2)
1977
 A Note on Wallis' Bounds Test and Negative Autocorrelation
Econometrica, 1977, 45, (4), 102326 View citations (1)
 A Note on the Minimum Error Variance Rule and the Restricted Regression Model
International Economic Review, 1977, 18, (1), 24751
1975
 Discriminating between autoregressive forms: A Monte Carlo comparison of Bayesian and ad hoc methods
Journal of Econometrics, 1975, 3, (3), 229248 View citations (1)
Editor
 Department Discussion Papers
Department of Economics, University of Victoria
 Econometrics Working Papers
Department of Economics, University of Victoria

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