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Details about David Giles

E-mail:
Homepage:http://web.uvic.ca/~dgiles
Phone:(613)332-6833
Postal address:58 Rock Lake Court L'Amable, ON Canada, K0L 2L0
Workplace:Department of Economics, University of Victoria, (more information at EDIRC)

Access statistics for papers by David Giles.

Last updated 2017-08-11. Update your information in the RePEc Author Service.

Short-id: pgi8


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Working Papers

2017

  1. A Note on Improved Estimation for the Topp-Leone Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2012) Downloads
  2. Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  3. Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2014) Downloads View citations (1)

2013

  1. Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (2)
    See also Journal Article in International Journal of Finance & Economics (2015)

2012

  1. Constructing Confidence Bands for the Hodrick-Prescott Filter
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Applied Economics Letters (2013)
  2. Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads

2011

  1. Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2009) Downloads View citations (1)
  2. 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 Downloads
  3. Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
  4. Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)
  5. Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (10)
  6. On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  7. On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Journal of Quantitative Economics (2017)
  8. Quantity versus Quality: What’s in a (Journal) Name?
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  9. Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (2)

2010

  1. Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  2. Hermite Regression Analysis of Multi-Modal Count Data
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2010)
  3. The Extreme-Value Dependence Between the Chinese and Other International Stock Markets
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Applied Financial Economics (2012)

2009

  1. Almost Unbiased Estimation of the Poisson Regression Model
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  2. Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2007) Downloads
  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 Downloads View citations (3)
  4. Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  5. 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 Downloads
    See also Journal Article in Applied Financial Economics (2010)
  6. 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 Downloads View citations (3)
    See also Journal Article in Statistical Papers (2012)
  7. Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)

2008

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

2007

  1. 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 Downloads View citations (1)
  2. A Survival Analysis of the Approval of U.S. Patent Applications
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Applied Economics (2011)
  3. An Application of Extreme Value Theory to U.S. Movie Box Office Returns
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  4. Extreme Value Analysis of Daily Canadian Crude Oil Prices
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Applied Financial Economics (2010)
  5. General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  6. Some Properties of Absolute Returns as a Proxy for Volatility
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Applied Financial Economics Letters (2008)

2006

  1. Benford's Law and Psychological Barriers in Certain eBay Auctions
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Applied Economics Letters (2010)
  2. Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (4)
  3. Spurious Regressions With Time-Series data: Further Asymptotic Results
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
  4. 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 Downloads

2005

  1. Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (5)
    See also Journal Article in Applied Economics Letters (2007)
  2. Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2003) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2006)
  3. Increasing Returns to Information in the U.S. Popular Music Industry
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Applied Economics Letters (2007)
  4. Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Applied Economics (2006)
  5. Superstardom in the U.S. Popular Music Industry Revisited
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Economics Letters (2006)
  6. Survival of the Hippest: Life at the Top of the Hot 100
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (2)
    See also Journal Article in Applied Economics (2007)
  7. The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Economics Letters (2007)
  8. The Bias of Inequality Measures in Very Small Samples: Some Analytic Results
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads

2004

  1. An Empirical Likelihood Ratio Test for Normality
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (2)
  2. An Empirical Likelihood Ratio Test for Normality in Linear Regression
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  3. Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)
  4. No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads

2003

  1. 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
  2. Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in Journal of Criminal Justice (2004)
  3. Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)
  4. 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 Downloads View citations (7)
  5. Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)

2002

  1. Calculating a Standard Error for the Gini Coefficient: Some Further Results
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
  2. On the Futility of Testing the Error Term Assumptions in a Spurious Regression
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  3. The Canadian Underground and Measured Economies: Granger Causality Results
    MPRA Paper, University Library of Munich, Germany Downloads View citations (20)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) Downloads View citations (14)

    See also Journal Article in Applied Economics (2002)

2001

  1. Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (8)
  2. 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 Downloads View citations (3)
    See also Journal Article in The Journal of International Trade & Economic Development (2005)

2000

  1. A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)
  2. Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)
  3. Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads
  4. 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 Downloads View citations (4)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) Downloads View citations (2)

1999

  1. A Fuzzy Logic Approach to Modelling the Underground Economy
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (4)
  2. Are Cigarette Bans Really Good Economic Policy?
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (5)
    See also Journal Article in Applied Economics (2001)
  3. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
    See also Journal Article in The Economic Record (2001)
  4. Modelling the Hidden Economy and the Tax-Gap in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (64)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) Downloads View citations (11)

    See also Journal Article in Empirical Economics (1999)
  5. Our Fans in the North: The Demand for British Rugby League
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (5)
    See also Journal Article in Applied Economics (2000)
  6. Testing for Unit Roots in Semi-Annual Data
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (1)
  7. 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 Downloads View citations (9)
    See also Journal Article in Applied Economics (2001)

1998

  1. Measuring The Hidden Economy: Implications for Econometric Modelling
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (18)
    See also Journal Article in Economic Journal (1999)
  2. Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    Department Discussion Papers, Department of Economics, University of Victoria Downloads View citations (6)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) Downloads View citations (4)
  3. Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (2)
  4. 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 Downloads View citations (11)
  5. Testing for Unit Roots With Missing Observations
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (3)
    Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) Downloads View citations (1)
  6. The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (2)
  7. The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (5)
  8. The Underground Economy: Minimizing the Size of Government
    Econometrics Working Papers, Department of Economics, University of Victoria Downloads View citations (5)
    Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) Downloads View citations (3)
    Econometrics Working Papers, Department of Economics, University of Victoria (1998) Downloads View citations (3)

Journal Articles

2017

  1. On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
    Journal of Quantitative Economics, 2017, 15, (1), 15-26 Downloads
    See also Working Paper (2011)

2015

  1. Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
    International Journal of Finance & Economics, 2015, 20, (2), 155-177 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. Constructing confidence bands for the Hodrick--Prescott filter
    Applied Economics Letters, 2013, 20, (5), 480-484 Downloads
    See also Working Paper (2012)

2012

  1. Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
    Statistical Papers, 2012, 53, (2), 409-426 Downloads
    See also Working Paper (2009)
  2. The extreme-value dependence between the Chinese and other international stock markets
    Applied Financial Economics, 2012, 22, (14), 1147-1160 Downloads View citations (2)
    See also Working Paper (2010)

2011

  1. A survival analysis of the approval of US patent applications
    Applied Economics, 2011, 43, (11), 1375-1384 Downloads View citations (5)
    See also Working Paper (2007)
  2. Reducing the bias of the maximum likelihood estimator for the Poisson regression model
    Economics Bulletin, 2011, 31, (4), 2933-2943 Downloads

2010

  1. Benford's Law and psychological barriers in certain eBay auctions
    Applied Economics Letters, 2010, 17, (10), 1005-1008 Downloads View citations (1)
    See also Working Paper (2006)
  2. 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), 1531-1545 Downloads View citations (1)
    See also Working Paper (2009)
  3. Extreme value analysis of daily Canadian crude oil prices
    Applied Financial Economics, 2010, 20, (12), 941-954 Downloads View citations (4)
    See also Working Paper (2007)
  4. Hermite regression analysis of multi-modal count data
    Economics Bulletin, 2010, 30, (4), 2936-2945 Downloads View citations (1)
    See also Working Paper (2010)
  5. K. Krishnamoorthy (2006): Handbook of statistical distributions with applications
    Statistical Papers, 2010, 51, (4), 1005-1006 Downloads

2009

  1. Modelling the financial risk associated with U.S. movie box office earnings
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2759-2766 Downloads View citations (1)

2008

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

2007

  1. Benford's law and naturally occurring prices in certain ebaY auctions
    Applied Economics Letters, 2007, 14, (3), 157-161 Downloads View citations (15)
    See also Working Paper (2005)
  2. Increasing returns to information in the US popular music industry
    Applied Economics Letters, 2007, 14, (5), 327-331 Downloads View citations (8)
    See also Working Paper (2005)
  3. Survival of the hippest: life at the top of the hot 100
    Applied Economics, 2007, 39, (15), 1877-1887 Downloads View citations (4)
    See also Working Paper (2005)
  4. The bias of elasticity estimators in linear regression: Some analytic results
    Economics Letters, 2007, 94, (2), 185-191 Downloads
    See also Working Paper (2005)

2006

  1. 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 Downloads View citations (3)
  2. Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
    Empirical Economics, 2006, 31, (4), 883-903 Downloads View citations (3)
    See also Working Paper (2005)
  3. Rational exuberance at the mall: addiction to carrying a credit card balance
    Applied Economics, 2006, 38, (5), 587-592 Downloads
    See also Working Paper (2005)
  4. Superstardom in the US popular music industry revisited
    Economics Letters, 2006, 92, (1), 68-74 Downloads View citations (11)
    See also Working Paper (2005)

2005

  1. Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992
    The Journal of International Trade & Economic Development, 2005, 14, (1), 93-114 Downloads View citations (3)
    See also Working Paper (2001)
  2. 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 Downloads View citations (8)
  3. Testing for a Santa Claus effect in growth cycles
    Economics Letters, 2005, 87, (3), 421-426 Downloads View citations (1)

2004

  1. Calculating a Standard Error for the Gini Coefficient: Some Further Results
    Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 425-433 Downloads View citations (8)
    See also Working Paper (2002)
  2. Gender convergence in crime: Evidence from Canadian adult offense charge data
    Journal of Criminal Justice, 2004, 32, (6), 593-606 Downloads View citations (2)
    See also Working Paper (2003)

2002

  1. A fuzzy logic approach to modelling the New Zealand underground economy
    Mathematics and Computers in Simulation (MATCOM), 2002, 59, (1), 115-123 Downloads View citations (2)
  2. The Canadian underground and measured economies: Granger causality results
    Applied Economics, 2002, 34, (18), 2347-2352 Downloads View citations (20)
    See also Working Paper (2002)

2001

  1. Are cigarette bans really good economic policy?
    Applied Economics, 2001, 33, (11), 1365-1368 Downloads View citations (3)
    See also Working Paper (1999)
  2. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence from New Zealand Data
    The Economic Record, 2001, 77, (237), 148-59 Downloads View citations (5)
    See also Working Paper (1999)
  3. Editors' introduction
    The Journal of International Trade & Economic Development, 2001, 13, (4), 359-369 Downloads View citations (3)
  4. The learning path of the hidden economy: the tax burden and tax evasion in New Zealand
    Applied Economics, 2001, 33, (14), 1857-1867 Downloads View citations (3)
    See also Working Paper (1999)

2000

  1. Our fans in the north: the demand for British Rugby League
    Applied Economics, 2000, 32, (14), 1877-1887 Downloads View citations (5)
    See also Working Paper (1999)

1999

  1. Measuring the Hidden Economy: Implications for Econometric Modelling
    Economic Journal, 1999, 109, (456), F370-80 Downloads View citations (103)
    See also Working Paper (1998)
  2. Modelling the hidden economy and the tax-gap in New Zealand
    Empirical Economics, 1999, 24, (4), 621-640 Downloads View citations (85)
    See also Working Paper (1999)
  3. The rise and fall of the New Zealand underground economy: are the responses symmetric?
    Applied Economics Letters, 1999, 6, (3), 185-189 Downloads View citations (33)

1998

  1. Income distribution in the United States: Kuznets' inverted-U hypothesis and data non-stationarity
    The Journal of International Trade & Economic Development, 1998, 7, (4), 405-423 Downloads View citations (9)

1997

  1. Applying the RESET test in allocation models: a cautionary note
    Applied Economics Letters, 1997, 4, (6), 359-363 Downloads View citations (1)
  2. Causality between the measured and underground economies in New Zealand
    Applied Economics Letters, 1997, 4, (1), 63-67 Downloads View citations (43)
  3. Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand
    The Economic Record, 1997, 73, (222), 225-32 View citations (30)
  4. 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 Downloads View citations (3)
  5. The hidden economy and tax-evasion prosecutions in New Zealand
    Applied Economics Letters, 1997, 4, (5), 281-285 Downloads View citations (2)

1994

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

1993

  1. Pre-test Estimation and Testing in Econometrics: Recent Developments
    Journal of Economic Surveys, 1993, 7, (2), 145-97 View citations (16)
  2. Pre-test estimation in regression under absolute error loss
    Economics Letters, 1993, 41, (4), 339-343 Downloads View citations (1)
  3. The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
    Statistics & Probability Letters, 1993, 16, (1), 59-64 Downloads View citations (3)

1992

  1. Some consequences of using the Chow test in the context of autocorrelated disturbances
    Economics Letters, 1992, 38, (2), 145-150 Downloads View citations (2)
  2. The exact distribution of R2 when the regression disturbances are autocorrelated
    Economics Letters, 1992, 38, (4), 375-380 Downloads View citations (3)

1991

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

1990

  1. Anthony Clement (Tony) Rayner 1938–1990
    Econometric Theory, 1990, 6, (03), 403-403 Downloads

1989

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

1988

  1. The estimation of allocation models with autocorrelated disturbances
    Economics Letters, 1988, 28, (2), 147-150 Downloads
  2. The positive-part Stein-rule estimator and tests of linear hypotheses
    Economics Letters, 1988, 26, (1), 49-51 Downloads

1987

  1. Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
    Journal of Econometrics, 1987, 34, (3), 293-304 Downloads View citations (4)
  2. Preliminary-Test Estimation of the Error Variance in Linear Regression
    Econometric Theory, 1987, 3, (02), 299-304 Downloads View citations (6)

1986

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

1985

  1. An Engel Curve Analysis of Household Expenditure in New Zealand
    The Economic Record, 1985, 61, (172), 450-62 View citations (9)
  2. Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations
    American Journal of Agricultural Economics, 1985, 67, (4), 749-760 Downloads View citations (1)

1984

  1. Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
    Journal of Econometrics, 1984, 25, (1-2), 35-48 Downloads View citations (11)
  2. Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
    Australian Economic Papers, 1984, 23, (43), 179-96
  3. Instrumental variables regressions involving seasonal data
    Economics Letters, 1984, 14, (4), 339-343 Downloads View citations (1)

1983

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

1982

  1. General instrumental variables estimation under stochastic linear restrictions
    Economics Letters, 1982, 10, (3-4), 269-275 Downloads
  2. The interpretation of dummy variables in semilogarithmic equations: Unbiased estimation
    Economics Letters, 1982, 10, (1-2), 77-79 Downloads View citations (13)

1981

  1. Choosing between Alternative Structural Equations Estimated by Instrumental Variables
    The Review of Economics and Statistics, 1981, 63, (3), 476-68 Downloads
  2. FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL
    Australian Journal of Agricultural Economics, 1981, 25, (01) Downloads View citations (5)
    Also in Australian Journal of Agricultural and Resource Economics, 1981, 25, (1), 1-13 (1981) Downloads View citations (1)
  3. Interval estimation in the calibration of certain trip distribution models
    Transportation Research Part B: Methodological, 1981, 15, (3), 203-219 Downloads
  4. Recursions for instrumental variables estimators
    Economics Letters, 1981, 8, (3), 235-238 Downloads
  5. Testing for parameter stability in structural econometric relationships
    Economics Letters, 1981, 7, (4), 323-326 Downloads

1980

  1. 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 (1)

1979

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

1978

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

1977

  1. A Note on Wallis' Bounds Test and Negative Autocorrelation
    Econometrica, 1977, 45, (4), 1023-26 Downloads View citations (1)
  2. A Note on the Minimum Error Variance Rule and the Restricted Regression Model
    International Economic Review, 1977, 18, (1), 247-51 Downloads

1975

  1. Discriminating between autoregressive forms: A Monte Carlo comparison of Bayesian and ad hoc methods
    Journal of Econometrics, 1975, 3, (3), 229-248 Downloads View citations (1)

Editor

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