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David Giles

Personal Details

First Name:David
Middle Name:E. A.
Last Name:Giles
Suffix:
RePEc Short-ID:pgi8
[This author has chosen not to make the email address public]
http://web.uvic.ca/~dgiles
58 Rock Lake Court L'Amable, ON Canada, K0L 2L0
(613)332-6833
Twitter: @DEAGiles
Terminal Degree:1975 Department of Economics and Finance; Business School; University of Canterbury (from RePEc Genealogy)

Affiliation

Department of Economics
University of Victoria

Victoria, Canada
https://www.uvic.ca/socialsciences/economics/
RePEc:edi:devicca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Editorship

Working papers

  1. Ryan T. Godwin & David E. Giles, 2017. "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant," Econometrics Working Papers 1702, Department of Economics, University of Victoria.
  2. David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  3. David E. Giles & Yanan Li, 2013. "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," Econometrics Working Papers 1301, Department of Economics, University of Victoria.
  4. David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
  5. David E. Giles, 2012. "Constructing Confidence Bands for the Hodrick-Prescott Filter," Econometrics Working Papers 1202, Department of Economics, University of Victoria.
  6. David E. Giles, 2012. "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers 1201, Department of Economics, University of Victoria.
  7. David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers 1104, Department of Economics, University of Victoria.
  8. Jacob Schwartz & Ryan T. Godwin & David E. Giles, 2011. "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution," Econometrics Working Papers 1109, Department of Economics, University of Victoria.
  9. David E. Giles, 2011. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Econometrics Working Papers 1106, Department of Economics, University of Victoria.
  10. David E. Giles & Xiao Ling, 2011. "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers 1111, Department of Economics, University of Victoria.
  11. David E. Giles, 2011. "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results," Econometrics Working Papers 1101, Department of Economics, University of Victoria.
  12. David E. Giles & Ryan T. Godwin, 2011. "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values," Econometrics Working Papers 1110, Department of Economics, University of Victoria.
  13. David E. Giles, 2011. "Quantity versus Quality: What’s in a (Journal) Name?," Econometrics Working Papers 1103, Department of Economics, University of Victoria.
  14. Jacob Schwartz & David E. Giles, 2011. "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers 1102, Department of Economics, University of Victoria.
  15. David E. Giles, 2010. "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers 1003, Department of Economics, University of Victoria.
  16. David E. Giles, 2010. "Hermite Regression Analysis of Multi-Modal Count Data," Econometrics Working Papers 1001, Department of Economics, University of Victoria.
  17. David E. Giles, 2010. "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers 1004, Department of Economics, University of Victoria.
  18. David E. Giles & Hui Feng, 2009. "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers 0908, Department of Economics, University of Victoria.
  19. David E. Giles, 2009. "Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution," Econometrics Working Papers 0901, Department of Economics, University of Victoria.
  20. Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers 0906, Department of Economics, University of Victoria.
  21. David E. Giles & Hui Feng, 2009. "Almost Unbiased Estimation of the Poisson Regression Model," Econometrics Working Papers 0909, Department of Economics, University of Victoria.
  22. David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  23. Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers 0907, Department of Economics, University of Victoria.
  24. Yang Ni & Shasha Guo & David E. Giles, 2009. "Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China," Econometrics Working Papers 0905, Department of Economics, University of Victoria.
  25. Qian Chen & David E. Giles, 2008. "Finite-Sample Moments of the MLE for the Binary Logit Model," Econometrics Working Papers 0801, Department of Economics, University of Victoria.
  26. Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
  27. Hui Feng & David E. Giles, 2007. "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers 0710, Department of Economics, University of Victoria.
  28. Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria.
  29. Guang Bi & David E. Giles, 2007. "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers 0705, Department of Economics, University of Victoria.
  30. David E. Giles, 2007. "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers 0706, Department of Economics, University of Victoria.
  31. Ying Xie & David E. Giles, 2007. "A Survival Analysis of the Approval of U.S. Patent Applications," Econometrics Working Papers 0707, Department of Economics, University of Victoria.
  32. Feng Ren & David E. Giles, 2007. "Extreme Value Analysis of Daily Canadian Crude Oil Prices," Econometrics Working Papers 0708, Department of Economics, University of Victoria.
  33. David E. A. Giles, 2006. "The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data," Econometrics Working Papers 0607, Department of Economics, University of Victoria.
  34. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria.
  35. Ocean Fan Lu & David E. A. Giles, 2006. "Benford's Law and Psychological Barriers in Certain eBay Auctions," Econometrics Working Papers 0606, Department of Economics, University of Victoria.
  36. Ruby Shih & David E. A. Giles, 2006. "Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada," Econometrics Working Papers 0605, Department of Economics, University of Victoria.
  37. David E. Giles, 2005. "Increasing Returns to Information in the U.S. Popular Music Industry," Econometrics Working Papers 0510, Department of Economics, University of Victoria.
  38. David E. Giles, 2005. "Survival of the Hippest: Life at the Top of the Hot 100," Econometrics Working Papers 0507, Department of Economics, University of Victoria.
  39. Chen Qian & David E. Giles, 2005. "The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results," Econometrics Working Papers 0517, Department of Economics, University of Victoria.
  40. David E. Giles, 2005. "Superstardom in the U.S. Popular Music Industry Revisited," Econometrics Working Papers 0511, Department of Economics, University of Victoria.
  41. David E. Giles, 2005. "The Bias of Inequality Measures in Very Small Samples: Some Analytic Results," Econometrics Working Papers 0514, Department of Economics, University of Victoria.
  42. David E. Giles, 2005. "Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions," Econometrics Working Papers 0505, Department of Economics, University of Victoria.
  43. Kaili Shen & David E. Giles, 2005. "Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance," Econometrics Working Papers 0508, Department of Economics, University of Victoria.
  44. Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers 0402, Department of Economics, University of Victoria.
  45. Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers 0401, Department of Economics, University of Victoria.
  46. Lauren Bin Dong & David E. A. Giles, 2004. "Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test," Department Discussion Papers 0402, Department of Economics, University of Victoria.
  47. David E. A. Giles, 2004. "No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)," Econometrics Working Papers 0403, Department of Economics, University of Victoria.
  48. David E. Giles & Chad N. Stroomer, 2004. "Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering," Econometrics Working Papers 0406, Department of Economics, University of Victoria.
  49. Richard Taylor & David E. Giles, 2003. "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 101, Society for Computational Economics.
  50. Jyh-Yaw Joseph Chen & David E.A. Giles, 2003. "Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data," Econometrics Working Papers 0303, Department of Economics, University of Victoria.
  51. David E. A. Giles & Chad Stroomer, 2003. "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Econometrics Working Papers 0307, Department of Economics, University of Victoria.
  52. Chad Stroomer & David E.A. Giles, 2003. "Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence," Econometrics Working Papers 0304, Department of Economics, University of Victoria.
  53. David E. A. Giles & Carl Mosk, 2003. "Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis," Econometrics Working Papers 0306, Department of Economics, University of Victoria.
  54. David E.A. Giles & Hui Feng, 2003. "Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries," Econometrics Working Papers 0302, Department of Economics, University of Victoria.
  55. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria.
  56. David E. A. Giles, 2002. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Econometrics Working Papers 0202, Department of Economics, University of Victoria.
  57. Giles, David E..A. & Tedds, Lindsay M. & Werkneh, Gugsa, 2002. "The Canadian Underground and Measured Economies: Granger Causality Results," MPRA Paper 39786, University Library of Munich, Germany.
  58. David E. A. Giles, 2001. "Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992," Econometrics Working Papers 0102, Department of Economics, University of Victoria.
  59. David E. A. Giles & Robert Draeseke, 2001. "Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm," Econometrics Working Papers 0101, Department of Economics, University of Victoria.
  60. Lindsay M. Tedds & David E. A. Giles, 2000. "Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis," Econometrics Working Papers 0003, Department of Economics, University of Victoria.
  61. David E. A. Giles, 2000. "Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss," Econometrics Working Papers 0004, Department of Economics, University of Victoria.
  62. David E. A. Giles, 2000. "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers 0005, Department of Economics, University of Victoria.
  63. David E. A. Giles & Betty J. Johnson, 2000. "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers 0006, Department of Economics, University of Victoria.
  64. David E. A. Giles & Gugsa T. Werkneh & Betty J. Johnson, 1999. "Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data," Econometrics Working Papers 9911, Department of Economics, University of Victoria.
  65. Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers 9912, Department of Economics, University of Victoria.
  66. Frank S. Reinhardt & David E.A. Giles, 1999. "Are Cigarette Bans Really Good Economic Policy?," Econometrics Working Papers 9903, Department of Economics, University of Victoria.
  67. Robert Draeseke & David E. A. Giles, 1999. "A Fuzzy Logic Approach to Modelling the Underground Economy," Econometrics Working Papers 9909, Department of Economics, University of Victoria.
  68. David E. A. Giles, & Patrick J. Caragata, 1999. "The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand," Econometrics Working Papers 9904, Department of Economics, University of Victoria.
  69. J. Colin H. Jones & John A. Schofield & David E.A. Giles, 1999. "Our Fans in the North: The Demand for British Rugby League," Econometrics Working Papers 9902, Department of Economics, University of Victoria.
  70. Linda F. DeBenedictis, & David E. A. Giles, 1998. "Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances," Econometrics Working Papers 9806, Department of Economics, University of Victoria.
  71. David E. A. Giles, 1998. "Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records," Department Discussion Papers 9803, Department of Economics, University of Victoria.
  72. David E. A. Giles, 1998. "Measuring The Hidden Economy: Implications for Econometric Modelling," Econometrics Working Papers 9809, Department of Economics, University of Victoria.
  73. David E. A. Giles, & Patrick J. Caragata, 1998. "The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand," Econometrics Working Papers 9805, Department of Economics, University of Victoria.
  74. David E. A. Giles, 1998. "Modelling the Hidden Economy and the Tax-Gap in New Zealand," Econometrics Working Papers 9810, Department of Economics, University of Victoria.
  75. Kevin F. Ryan & David E. A. Giles, 1998. "Testing for Unit Roots With Missing Observations," Department Discussion Papers 9802, Department of Economics, University of Victoria.
  76. Patrick J. Caragata, & David E. A. Giles, 1998. "Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand," Econometrics Working Papers 9804, Department of Economics, University of Victoria.
  77. David E.A. Giles, 1998. "The Underground Economy: Minimizing the Size of Government," Department Discussion Papers 9801, Department of Economics, University of Victoria.
  78. David E. A. Giles, 1998. "The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis," Econometrics Working Papers 9807, Department of Economics, University of Victoria.

Articles

  1. David E. Giles, 2024. "New Goodness-of-Fit Tests for the Kumaraswamy Distribution," Stats, MDPI, vol. 7(2), pages 1-16, April.
  2. David E. Giles, 2022. "Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(2), pages 329-336, June.
  3. David E. Giles, 2021. "Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 59-77, December.
  4. David E. Giles, 2019. "David A. Harville: Linear models and the relevant distributions and matrix algebra," Statistical Papers, Springer, vol. 60(3), pages 1017-1019, June.
  5. David E. Giles, 2018. "Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression," Statistical Papers, Springer, vol. 59(2), pages 849-850, June.
  6. David E. Giles, 2017. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 15-26, March.
  7. Jacob Schwartz & David E. Giles, 2016. "Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(2), pages 465-478, January.
  8. David E. Giles & Hui Feng & Ryan T. Godwin, 2016. "Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(8), pages 2465-2483, April.
  9. Yanan Li & David E. Giles, 2015. "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 20(2), pages 155-177, March.
  10. Xiao Ling & David E. Giles, 2014. "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(8), pages 1778-1792, April.
  11. David E. Giles, 2013. "Constructing confidence bands for the Hodrick--Prescott filter," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 480-484, March.
  12. Qian Chen & David Giles, 2012. "Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, vol. 53(2), pages 409-426, May.
  13. David E Giles & Hui Feng, 2011. "Reducing the bias of the maximum likelihood estimator for the Poisson regression model," Economics Bulletin, AccessEcon, vol. 31(4), pages 2933-2943.
  14. Ying Xie & David Giles, 2011. "A survival analysis of the approval of US patent applications," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1375-1384.
  15. David E Giles, 2010. "Hermite regression analysis of multi-modal count data," Economics Bulletin, AccessEcon, vol. 30(4), pages 2936-2945.
  16. David Giles, 2010. "K. Krishnamoorthy (2006): Handbook of statistical distributions with applications," Statistical Papers, Springer, vol. 51(4), pages 1005-1006, December.
  17. Ocean Fan Lu & David Giles, 2010. "Benford's Law and psychological barriers in certain eBay auctions," Applied Economics Letters, Taylor & Francis Journals, vol. 17(10), pages 1005-1008.
  18. Bi, Guang & Giles, David E., 2009. "Modelling the financial risk associated with U.S. movie box office earnings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2759-2766.
  19. David Giles, 2008. "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 347-350.
  20. David Giles, 2007. "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 157-161.
  21. Qian, Chen & Giles, David E., 2007. "The bias of elasticity estimators in linear regression: Some analytic results," Economics Letters, Elsevier, vol. 94(2), pages 185-191, February.
  22. David Giles, 2007. "Survival of the hippest: life at the top of the hot 100," Applied Economics, Taylor & Francis Journals, vol. 39(15), pages 1877-1887.
  23. David Giles, 2007. "Increasing returns to information in the US popular music industry," Applied Economics Letters, Taylor & Francis Journals, vol. 14(5), pages 327-331.
  24. Kaili Shen & David Giles, 2006. "Rational exuberance at the mall: addiction to carrying a credit card balance," Applied Economics, Taylor & Francis Journals, vol. 38(5), pages 587-592.
  25. David E. A. Giles, 2006. "A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(3), pages 395-396, June.
  26. Giles, David E., 2006. "Superstardom in the US popular music industry revisited," Economics Letters, Elsevier, vol. 92(1), pages 68-74, July.
  27. David Giles & Chad Stroomer, 2006. "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Empirical Economics, Springer, vol. 31(4), pages 883-903, November.
  28. Giles, David E.A. & Feng, Hui, 2005. "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, Elsevier, vol. 16(2), pages 285-308, June.
  29. Giles, David E., 2005. "Testing for a Santa Claus effect in growth cycles," Economics Letters, Elsevier, vol. 87(3), pages 421-426, June.
  30. David EA Giles, 2005. "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, Taylor & Francis Journals, vol. 14(1), pages 93-114.
  31. David E. A. Giles, 2004. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 425-433, July.
  32. Chen, Jyh-Yaw Joseph & Giles, David E.A., 2004. "Gender convergence in crime: Evidence from Canadian adult offense charge data," Journal of Criminal Justice, Elsevier, vol. 32(6), pages 593-606.
  33. Draeseke, Robert & Giles, David E.A., 2002. "A fuzzy logic approach to modelling the New Zealand underground economy," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 115-123.
  34. David Giles & Lindsay Tedds & Gugsa Werkneh, 2002. "The Canadian underground and measured economies: Granger causality results," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2347-2352.
  35. David Giles & Patrick Caragata, 2001. "The learning path of the hidden economy: the tax burden and tax evasion in New Zealand," Applied Economics, Taylor & Francis Journals, vol. 33(14), pages 1857-1867.
  36. David Giles & Carl Mosk, 2001. "Editors' introduction," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 13(4), pages 359-369.
  37. David E.A. Giles & Gugsa T. Werkneh & Betty J. Johnson, 2001. "Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data," The Economic Record, The Economic Society of Australia, vol. 77(237), pages 148-159, June.
  38. Frank Reinhardt & David Giles, 2001. "Are cigarette bans really good economic policy?," Applied Economics, Taylor & Francis Journals, vol. 33(11), pages 1365-1368.
  39. J. C. H. Jones & J. A. Schofield & D. E. A. Giles, 2000. "Our fans in the north: the demand for British Rugby League," Applied Economics, Taylor & Francis Journals, vol. 32(14), pages 1877-1887.
  40. David Giles, 1999. "The rise and fall of the New Zealand underground economy: are the responses symmetric?," Applied Economics Letters, Taylor & Francis Journals, vol. 6(3), pages 185-189.
  41. David E. A. Giles, 1999. "Modelling the hidden economy and the tax-gap in New Zealand," Empirical Economics, Springer, vol. 24(4), pages 621-640.
  42. Giles, David E A, 1999. "Measuring the Hidden Economy: Implications for Econometric Modelling," Economic Journal, Royal Economic Society, vol. 109(456), pages 370-380, June.
  43. Peter Jacobsen & David Giles, 1998. "Income distribution in the United States: Kuznets' inverted-U hypothesis and data non-stationarity," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 7(4), pages 405-423.
  44. David Giles, 1997. "The hidden economy and tax-evasion prosecutions in New Zealand," Applied Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 281-285.
  45. David E. A. Giles, 1997. "Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 225-232, September.
  46. David Giles, 1997. "Causality between the measured and underground economies in New Zealand," Applied Economics Letters, Taylor & Francis Journals, vol. 4(1), pages 63-67.
  47. David Giles & Andrea Keil, 1997. "Applying the RESET test in allocation models: a cautionary note," Applied Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 359-363.
  48. Kazuhiro Ohtani & David Giles & Judith Giles, 1997. "The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 119-130.
  49. Giles, David E. A. & Cunneen, Matthew C., 1994. "Preliminary-test estimation in a dynamic linear model," Economics Letters, Elsevier, vol. 44(1-2), pages 21-26.
  50. Giles, David E. A., 1993. "Pre-test estimation in regression under absolute error loss," Economics Letters, Elsevier, vol. 41(4), pages 339-343.
  51. Giles, David E. A. & Srivastava, Virendra K., 1993. "The exact distribution of a least squares regression coefficient estimator after a preliminary t-test," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 59-64, January.
  52. Giles, Judith A & Giles, David E A, 1993. "Pre-test Estimation and Testing in Econometrics: Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 7(2), pages 145-197, June.
  53. Giles, David & Scott, Murray, 1992. "Some consequences of using the Chow test in the context of autocorrelated disturbances," Economics Letters, Elsevier, vol. 38(2), pages 145-150, February.
  54. Carrodus, Mark L. & Giles, David E. A., 1992. "The exact distribution of R2 when the regression disturbances are autocorrelated," Economics Letters, Elsevier, vol. 38(4), pages 375-380, April.
  55. Giles, David E. A. & Small, John P., 1991. "The power of the Durbin-Watson test when the errors are heteroscedastic," Economics Letters, Elsevier, vol. 36(1), pages 37-41, May.
  56. Giles, David, 1991. "The Structure of Econometric Analysis: Review Article," Journal of Economic Surveys, Wiley Blackwell, vol. 5(2), pages 199-213.
  57. Giles, David E A, 1989. "Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(4), pages 465-467, November.
  58. Giles, David E. A. & Clarke, Judith A., 1989. "Preliminary-test estimation of the scale parameter in a mis-specified regression model," Economics Letters, Elsevier, vol. 30(3), pages 201-205, September.
  59. Ullah, Aman & Giles, David E. A., 1988. "The positive-part Stein-rule estimator and tests of linear hypotheses," Economics Letters, Elsevier, vol. 26(1), pages 49-51.
  60. Giles, David E. A., 1988. "The estimation of allocation models with autocorrelated disturbances," Economics Letters, Elsevier, vol. 28(2), pages 147-150.
  61. Clarke, Judith A. & Giles, David E. A. & Wallace, T. Dudley, 1987. "Estimating the error variance in regression after a preliminary test of restrictions on the coefficients," Journal of Econometrics, Elsevier, vol. 34(3), pages 293-304, March.
  62. Giles, David E. A., 1986. "Preliminary-test estimation in mis-specified regressions," Economics Letters, Elsevier, vol. 21(4), pages 325-328.
  63. David E. A. Giles & Peter Hampton, 1985. "An Engel Curve Analysis of Household Expenditure in New Zealand," The Economic Record, The Economic Society of Australia, vol. 61(1), pages 450-462, March.
  64. David E. A. Giles & Barry A. Goss & Olive P. L. Chin, 1985. "Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(4), pages 749-760.
  65. Hillier, Grant H & Giles, David E A, 1984. "Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice," Australian Economic Papers, Wiley Blackwell, vol. 23(43), pages 179-196, December.
  66. Giles, David E. A., 1984. "Instrumental variables regressions involving seasonal data," Economics Letters, Elsevier, vol. 14(4), pages 339-343.
  67. King, M.L. & Giles, D.E.A., 1984. "Autocorrelation pre-testing in the linear model: Estimation, testing and prediction," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 35-48.
  68. Giles, David E. A. & Hampton, Peter, 1983. "Urban migration in New Zealand: Dummy variable interpretations," Journal of Urban Economics, Elsevier, vol. 14(1), pages 124-125, July.
  69. Giles, David E. A., 1982. "General instrumental variables estimation under stochastic linear restrictions," Economics Letters, Elsevier, vol. 10(3-4), pages 269-275.
  70. Giles, David E. A., 1982. "The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation," Economics Letters, Elsevier, vol. 10(1-2), pages 77-79.
  71. Giles, David E. A. & Goss, Barry A., 1981. "Futures Prices As Forecasts Of Commodity Spot Prices: Live Cattle And Wool," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 25(1), pages 1-13, April.
  72. Giles, David E. A. & Hampton, Peter, 1981. "Interval estimation in the calibration of certain trip distribution models," Transportation Research Part B: Methodological, Elsevier, vol. 15(3), pages 203-219, June.
  73. Giles, David E A & Low, Chan Kee, 1981. "Choosing between Alternative Structural Equations Estimated by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 476-468, August.
  74. Giles, David E. A., 1981. "Testing for parameter stability in structural econometric relationships," Economics Letters, Elsevier, vol. 7(4), pages 323-326.
  75. Giles, David E. A., 1981. "Recursions for instrumental variables estimators," Economics Letters, Elsevier, vol. 8(3), pages 235-238.
  76. Giles, D E A & Goss, B A, 1980. "The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market," Australian Economic Papers, Wiley Blackwell, vol. 19(35), pages 291-300, December.
  77. Giles, D. E. A. & Rayner, A. C., 1979. "The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 319-334.
  78. Giles, D. E. A. & Hampton, P., 1978. "A note on urban migration in New Zealand," Journal of Urban Economics, Elsevier, vol. 5(3), pages 403-408, July.
  79. Giles, D. E. A. & King, M. L., 1978. "Fourth-order autocorrelation : Further significance points for the Wallis test," Journal of Econometrics, Elsevier, vol. 8(2), pages 255-259, October.
  80. King, M L & Giles, D E A, 1978. "A Comparison of Some Tests for Fourth-Order Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 323-333, December.
  81. King, M L & Giles, D E A, 1977. "A Note on Wallis' Bounds Test and Negative Autocorrelation," Econometrica, Econometric Society, vol. 45(4), pages 1023-1026, May.
  82. Giles, D E A & Smith, R G, 1977. "A Note on the Minimum Error Variance Rule and the Restricted Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 247-251, February.
  83. Giles, D. E. A., 1975. "Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods," Journal of Econometrics, Elsevier, vol. 3(3), pages 229-248, August.
    RePEc:taf:apfiec:v:20:y:2010:i:12:p:941-954 is not listed on IDEAS
    RePEc:taf:apfiec:v:20:y:2010:i:19:p:1531-1545 is not listed on IDEAS
    RePEc:taf:apfelt:v:4:y:2008:i:5:p:347-350 is not listed on IDEAS
    RePEc:gam:jstats:v:7:y:2024:i:2:p:23-389:d:1380521 is not listed on IDEAS
    RePEc:taf:apfiec:v:22:y:2012:i:14:p:1147-1160 is not listed on IDEAS

Chapters

  1. Kevin F. Ryan & David E. A. Giles, 1999. "Testing For Unit Roots In Economic Time Series With Missing Observations," Advances in Econometrics, in: Messy Data, pages 203-242, Emerald Group Publishing Limited.
    RePEc:eme:aeco11:s0731-9053(1999)0000013010 is not listed on IDEAS

Editorship

  1. The Journal of International Trade & Economic Development, Taylor & Francis Journals.
  2. Department Discussion Papers, Department of Economics, University of Victoria.
  3. Econometrics Working Papers, Department of Economics, University of Victoria.

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Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
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  8. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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  10. Breadth of citations across fields

Co-authorship network on CollEc

List Editorship

This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. RePEc Biblio > Econometrics

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 71 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (38) 1998-08-31 1998-08-31 1998-09-07 2000-01-24 2000-05-01 2000-05-01 2002-04-25 2002-06-13 2004-02-23 2004-04-11 2005-01-02 2005-08-13 2006-01-01 2006-08-26 2006-11-25 2007-06-11 2007-06-11 2008-04-15 2009-01-24 2009-01-31 2009-06-17 2009-08-16 2009-10-10 2009-10-10 2010-01-16 2010-04-24 2010-12-23 2011-02-12 2011-02-26 2011-04-16 2011-05-14 2011-07-13 2011-11-28 2012-01-25 2012-04-23 2012-09-22 2017-07-30 2024-05-06. Author is listed
  2. NEP-EEC: European Economics (11) 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19 1998-10-19. Author is listed
  3. NEP-ETS: Econometric Time Series (11) 1998-08-31 1998-09-07 1998-10-23 2000-01-24 2002-06-13 2004-02-23 2005-01-02 2006-08-26 2007-06-11 2011-07-13 2012-04-23. Author is listed
  4. NEP-PBE: Public Economics (8) 1998-08-31 1998-09-07 1998-09-07 1998-10-08 1998-10-19 1998-10-19 2000-01-24 2000-05-16. Author is listed
  5. NEP-PUB: Public Finance (6) 1998-08-31 1998-08-31 1998-08-31 1998-09-07 1998-09-07 1999-07-28. Author is listed
  6. NEP-RMG: Risk Management (6) 2007-07-20 2007-08-18 2007-10-13 2010-12-18 2014-09-08 2017-08-20. Author is listed
  7. NEP-DEV: Development (4) 2003-04-13 2003-05-15 2003-06-25 2005-07-11
  8. NEP-ORE: Operations Research (4) 2010-12-23 2011-02-26 2011-04-16 2017-08-20
  9. NEP-CDM: Collective Decision-Making (3) 1998-08-31 1999-07-28 2000-04-26
  10. NEP-DCM: Discrete Choice Models (3) 2008-04-15 2009-01-24 2009-08-16
  11. NEP-LAM: Central and South America (3) 2003-04-13 2003-05-15 2003-06-25
  12. NEP-MAC: Macroeconomics (3) 2003-06-25 2005-01-02 2006-09-16
  13. NEP-POL: Positive Political Economics (3) 1998-08-31 1998-10-08 1998-10-19
  14. NEP-CBE: Cognitive and Behavioural Economics (2) 2003-04-13 2011-03-12
  15. NEP-CUL: Cultural Economics (2) 2005-06-27 2007-07-20
  16. NEP-FMK: Financial Markets (2) 2006-09-16 2007-08-18
  17. NEP-IFN: International Finance (2) 1998-09-07 2007-06-11
  18. NEP-SEA: South East Asia (2) 2010-12-18 2013-10-18
  19. NEP-SPO: Sports and Economics (2) 1999-07-28 2006-09-30
  20. NEP-BEC: Business Economics (1) 2007-07-20
  21. NEP-CBA: Central Banking (1) 2006-09-16
  22. NEP-CFN: Corporate Finance (1) 2014-09-08
  23. NEP-CMP: Computational Economics (1) 2005-01-02
  24. NEP-ENE: Energy Economics (1) 2007-10-13
  25. NEP-ENV: Environmental Economics (1) 1999-07-28
  26. NEP-HEA: Health Economics (1) 1999-07-28
  27. NEP-HIS: Business, Economic and Financial History (1) 2005-06-27
  28. NEP-INO: Innovation (1) 2007-09-02
  29. NEP-INT: International Trade (1) 2005-07-11
  30. NEP-IPR: Intellectual Property Rights (1) 2007-09-02
  31. NEP-LAW: Law and Economics (1) 2003-05-08
  32. NEP-MON: Monetary Economics (1) 2006-09-16
  33. NEP-SOG: Sociology of Economics (1) 2011-03-12
  34. NEP-TID: Technology and Industrial Dynamics (1) 2001-06-22
  35. NEP-TRA: Transition Economics (1) 2009-07-03

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