Econometrics Working Papers

from Department of Economics, University of Victoria
PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2.
Contact information at EDIRC.
Series data maintained by David Giles ().

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0908: Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited

David E. Giles and Hui Feng

0907: Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates

Qian Chen and David E. Giles

0906: Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates

Qian Chen and David Giles

0905: Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China

Yang Ni, Shasha Guo and David Giles

0904: On Statistical Inference for Inequality Measures Calculated from Complex Survey Data

Judith A. Clarke and Nilanjana Roy

0903: Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence

Hui Feng and David Giles

0902: Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution

David Giles and Hui Feng

0901: Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution

David Giles

0802: Competition Within a Cartel: Correction

Scott A. Brave, Donald G. Ferguson and Kenneth G. Stewart

0801: Finite-Sample Moments of the MLE for the Binary Logit Model

Qian Chen and David Giles

0710: Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence

Hui Feng 冯慧 and David Giles

0709: Nonjointness and Scope Economies in the Multiproduct Symmetric Generalized McFadden Cost Function

Kenneth G. Stewart

0708: Extreme Value Analysis of Daily Canadian Crude Oil Prices

Feng Ren and David Giles

0707: A Survival Analysis of the Approval of U.S. Patent Applications

Ying Xie and David Giles

0706: Some Properties of Absolute Returns as a Proxy for Volatility

David Giles

0705: An Application of Extreme Value Theory to U.S. Movie Box Office Returns

Guang Bi and David Giles

0704: An Updated Assessment of the Lucas Supply Curve

Brant Abbott and Cristina Martinez

0703: A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle

Qian Chen and David Giles

0702: General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic

Qian Chen and David Giles

0701: On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty

Judith A. Clarke

0607: The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data

David Giles

0606: Benford's Law and Psychological Barriers in Certain eBay Auctions

Ocean Fan Lu and David Giles

0605: Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada

Ruby Shih and David Giles

0604: On the Robustness of Racial Disrcimination Findings in Motgage Lending Studies

Judith A. Clarke, Nilanjana Roy and Marsha J. Courchane

0603: Spurious Regressions With Time-Series data: Further Asymptotic Results

David Giles

0602: Accounting for Achievement in Athens: A Count Data Analysis of National Olympic Performance

Glen Roberts

0601: Determinants of Capital Flows: A Cross-Country Analysis

Mukesh Ralhan

0517: The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results

Chen Qian and David Giles

0516: On the Robustness of Racial Discrimination Findings in Mortgage Lending Studies

Judith A. Clarke, Marsha J. Courchane and Nilanjana Roy

0515: Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?

Hui Feng 冯慧

0514: The Bias of Inequality Measures in Very Small Samples: Some Analytic Results

David Giles

0513: Are Sports Teams Multi-Product Firms?

Kenneth G. Stewart and J. C. H. Jones

0512: Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters

Judith A. Clarke and Mukesh Ralhan

0511: Superstardom in the U.S. Popular Music Industry Revisited

David Giles

0510: Increasing Returns to Information in the U.S. Popular Music Industry

David Giles

0509: Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence

David Giles and Chad N. Stroomer

0508: Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance

Kaili Shen and David Giles

0507: Survival of the Hippest: Life at the Top of the Hot 100

David Giles

0506: Failed States and Failed Economies: Nationalism and Economic Behavior, 1955-1995

Carl Anthony Mosk

0505: Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions

David Giles

0504: Price Index Convergence Among Provinces and Cities of Canada: 1978 - 2001

Ajit Dayanandan and Mukesh Ralhan

0503: A Recursive Thick Frontier Approach To Estimating Production Efficiency

Rien Wagenvoort and Paul Schure

0502: Convergence of Income Among Provinces in Canada – An Application of GMM Estimation

Mukesh Ralhan and Ajit Dayanandan

0501: Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993

Wing Yuk

0406: Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering

David Giles and Chad N. Stroomer

0405: Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach

Lauren Bin Dong

0404: The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach

Lauren Bin Dong

0403: No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)

David Giles

0402: An Empirical Likelihood Ratio Test for Normality in Linear Regression

Lauren Bin Dong and David Giles

0401: An Empirical Likelihood Ratio Test for Normality

Lauren Bin Dong and David Giles