Econometrics Working Papers

From Department of Economics, University of Victoria
PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2.
Contact information at EDIRC.
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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 Clarke, Nilanjana Roy and Marsha 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

Qian Chen and David Giles

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

Judith Clarke, Marsha Courchane and Nilanjana Roy

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

Hui Feng

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

David Giles

0513: Are Sports Teams Multi-Product Firms?

Kenneth Stewart and J. C. H. Jones

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

Judith 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 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

0307: Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence

David Giles and Chad Stroomer

0306: Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis

David Giles and Carl Mosk

0305: Some Finite Sample Results On Testing For Granger Noncausality

Judith Clarke and Sadaf Mirza

0304: Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence

Chad Stroomer and David Giles

0303: Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data

Jyh-Yaw Joseph Chen and David Giles

0302: Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries

David Giles and Hui Feng

0301: Capital Taxation, Globalization, and International Tax Competition

Kenneth Stewart and Michael C. Webb

0206: A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons

Hui Feng and Jia Liu

0205: On the Relationship Between the Tax Burden and Income Convergence: Some Further Results

Kwami Adanu and Lili Sun

0204: A Cross-Province Comparison of Okun's Coefficient for Canada

Kwami Adanu

0203: On the Futility of Testing the Error Term Assumptions in a Spurious Regression

David Giles

0202: Calculating a Standard Error for the Gini Coefficient: Some Further Results

David Giles

0201: A Comparison of U.S. and Canadian Residential Mortgage Markets

Marsha Courchane and Judith A. Giles

0102: Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992

David Giles

0101: Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm

David Giles and Robert Draeseke

0008: Testing for Two-Step Granger Noncausality in Trivariate VAR Models

Judith A. Giles

0007: Stratified Sample Design for Fair Lending Binary Logit Models

Judith A. Giles and Marsha Courchane

0006: Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data

David Giles and Betty J. Johnson

0005: A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic

David Giles

0004: Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss

David Giles

0003: Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis

Lindsay Tedds and David Giles

0002: Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2

Judith A. Giles and Cara L. Williams