15
H index
24
i10 index
1094
Citations
David Giles : Citation Profile
University of Victoria | RESEARCH PRODUCTION: 87 Articles 90 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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47 years (1975 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Giles. | Is cited by:
| Cites to:
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Main data
Where David Giles has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Econometrics Working Papers / Department of Economics, University of Victoria | 84 |
| Department Discussion Papers / Department of Economics, University of Victoria | 4 |
Recent works citing David Giles (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549. Full description at Econpapers || Download paper |
| 2025 | An Empirical Approach toward the Interaction between Pension System and Demographic Dividend: Evidence of a Co-Integrated Socio-Economic Model of China. (2025). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2501.12144. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Hedonic Price Indices for Moscow Short-Term Rental Housing. (2024). Fokin, Nikita ; Polbin, Andrey ; Bobrovskaya, Ekaterina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:77-103. Full description at Econpapers || Download paper |
| 2024 | Noncompliant behaviors in general equilibrium: A survey. (2024). Ferrara, Maria ; Chiarini, Bruno ; Elisabetta, Marzano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:931-955. Full description at Econpapers || Download paper |
| 2024 | Income distribution and nudity on social media: Attention economics of Instagram stars. (2024). Gaenssle, Sophia. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:1:p:184-212. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper |
| 2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper |
| 2024 | Airline industry equities under external uncertainty shocks. (2024). Mahadeo, Scott ; Blampied, Nicols ; Romeo, Scott Mark. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004786. Full description at Econpapers || Download paper |
| 2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
| 2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
| 2024 | The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904. Full description at Econpapers || Download paper |
| 2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. Full description at Econpapers || Download paper |
| 2024 | Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper |
| 2024 | Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709. Full description at Econpapers || Download paper |
| 2024 | Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators. (2024). Basu, Deepankar. In: Statistics & Probability Letters. RePEc:eee:stapro:v:213:y:2024:i:c:s0167715224001573. Full description at Econpapers || Download paper |
| 2024 | Patent priority examination under mission orientation: can speed and quality coexist?. (2024). Liu, LI ; Zhang, Yumei ; Yang, Haodong. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x23002579. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Cashing in on culture: local employment effects from art and cultural district designation. (2024). Wagner, Gary A ; Portillo, Javier E. In: Journal of Cultural Economics. RePEc:kap:jculte:v:48:y:2024:i:4:d:10.1007_s10824-024-09517-x. Full description at Econpapers || Download paper |
| 2024 | Dissolving Districts: Did Property Values Fall When California Terminated Its Redevelopment Agencies?. (2024). Marantz, Nicholas ; Kim, Jaehong ; Hipp, John R ; Zheng, Huixin. In: Economic Development Quarterly. RePEc:sae:ecdequ:v:38:y:2024:i:4:p:215-234. Full description at Econpapers || Download paper |
| 2024 | Gender Differences in the Impact of the Informal Economy on the Labor Market: Evidence From Middle Eastern Countries. (2024). Tecel, Ayhan ; Katircioalu, Salih ; Taheri, Elham. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:5:p:865-892. Full description at Econpapers || Download paper |
| 2024 | Promotional Effects of Recorded Music and Superstars on Concert Financial Outcomes. (2024). Hogue, Eric. In: Journal of Interdisciplinary Economics. RePEc:sae:jinter:v:36:y:2024:i:2:p:166-203. Full description at Econpapers || Download paper |
| 2024 | The contagion between stock markets: evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic. (2024). Minh, Le Thi. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:17:y:2024:i:1:p:78-94. Full description at Econpapers || Download paper |
| 2024 | Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695. Full description at Econpapers || Download paper |
David Giles is editor of
| Journal | |
|---|---|
| The Journal of International Trade & Economic Development | |
| Department Discussion Papers | |
| Econometrics Working Papers |
Works by David Giles:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1981 | FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL In: Australian Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 5 |
| 1981 | FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL.(1981) In: Australian Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 1978 | A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1980 | The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market. In: Australian Economic Papers. [Citation analysis] | article | 1 |
| 1984 | Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice. In: Australian Economic Papers. [Citation analysis] | article | 1 |
| 1985 | An Engel Curve Analysis of Household Expenditure in New Zealand In: The Economic Record. [Full Text][Citation analysis] | article | 12 |
| 1997 | Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand In: The Economic Record. [Full Text][Citation analysis] | article | 20 |
| 2001 | Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data In: The Economic Record. [Full Text][Citation analysis] | article | 7 |
| 1999 | Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1991 | The Structure of Econometric Analysis: Review Article. In: Journal of Economic Surveys. [Citation analysis] | article | 0 |
| 1993 | Pre-test Estimation and Testing in Econometrics: Recent Developments. In: Journal of Economic Surveys. [Citation analysis] | article | 25 |
| 1989 | Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 2004 | Calculating a Standard Error for the Gini Coefficient: Some Further Results In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
| 2002 | Calculating a Standard Error for the Gini Coefficient: Some Further Results.(2002) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2006 | A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Hermite regression analysis of multi-modal count data In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Hermite Regression Analysis of Multi-Modal Count Data.(2010) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Reducing the bias of the maximum likelihood estimator for the Poisson regression model In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 1999 | Measuring the Hidden Economy: Implications for Econometric Modelling. In: Economic Journal. [Full Text][Citation analysis] | article | 170 |
| 1998 | Measuring The Hidden Economy: Implications for Econometric Modelling.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 170 | paper | |
| 1977 | A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1982 | The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation In: Economics Letters. [Full Text][Citation analysis] | article | 36 |
| 1982 | General instrumental variables estimation under stochastic linear restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1984 | Instrumental variables regressions involving seasonal data In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1986 | Preliminary-test estimation in mis-specified regressions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | The positive-part Stein-rule estimator and tests of linear hypotheses In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | The estimation of allocation models with autocorrelated disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1989 | Preliminary-test estimation of the scale parameter in a mis-specified regression model In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1991 | The power of the Durbin-Watson test when the errors are heteroscedastic In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1992 | Some consequences of using the Chow test in the context of autocorrelated disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1992 | The exact distribution of R2 when the regression disturbances are autocorrelated In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1993 | Pre-test estimation in regression under absolute error loss In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1994 | Preliminary-test estimation in a dynamic linear model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1981 | Testing for parameter stability in structural econometric relationships In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Testing for a Santa Claus effect in growth cycles In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1981 | Recursions for instrumental variables estimators In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2006 | Superstardom in the US popular music industry revisited In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 2005 | Superstardom in the U.S. Popular Music Industry Revisited.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2007 | The bias of elasticity estimators in linear regression: Some analytic results In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1979 | The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1984 | Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1987 | Estimating the error variance in regression after a preliminary test of restrictions on the coefficients In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1975 | Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1978 | Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Gender convergence in crime: Evidence from Canadian adult offense charge data In: Journal of Criminal Justice. [Full Text][Citation analysis] | article | 1 |
| 2003 | Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data.(2003) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1983 | Urban migration in New Zealand: Dummy variable interpretations In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 0 |
| 1978 | A note on urban migration in New Zealand In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | A fuzzy logic approach to modelling the New Zealand underground economy In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2009 | Modelling the financial risk associated with U.S. movie box office earnings In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 1993 | The exact distribution of a least squares regression coefficient estimator after a preliminary t-test In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
| 2005 | Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 9 |
| 1981 | Interval estimation in the calibration of certain trip distribution models In: Transportation Research Part B: Methodological. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 1999 | TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1977 | A Note on the Minimum Error Variance Rule and the Restricted Regression Model. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
| 1985 | Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 7 |
| 2002 | The Canadian Underground and Measured Economies: Granger Causality Results In: MPRA Paper. [Full Text][Citation analysis] | paper | 58 |
| 2002 | The Canadian underground and measured economies: Granger causality results.(2002) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
| 1999 | The Canadian Underground and Measured Economies: Granger Causality Results.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2003 | Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 1999 | Modelling the hidden economy and the tax-gap in New Zealand In: Empirical Economics. [Full Text][Citation analysis] | article | 114 |
| 1998 | Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 1999 | Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 2006 | Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2003) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2005 | Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 2 |
| 2011 | On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables.(2011) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | K. Krishnamoorthy (2006): Handbook of statistical distributions with applications In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2012 | Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates In: Statistical Papers. [Full Text][Citation analysis] | article | 4 |
| 2009 | Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
| 2019 | David A. Harville: Linear models and the relevant distributions and matrix algebra In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2007 | Benfords law and naturally occurring prices in certain ebaY auctions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 32 |
| 2005 | Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2007 | Increasing returns to information in the US popular music industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 2005 | Increasing Returns to Information in the U.S. Popular Music Industry.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2010 | Benfords Law and psychological barriers in certain eBay auctions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Benfords Law and Psychological Barriers in Certain eBay Auctions.(2006) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Constructing confidence bands for the Hodrick--Prescott filter In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Constructing Confidence Bands for the Hodrick-Prescott Filter.(2012) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1997 | Causality between the measured and underground economies in New Zealand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 57 |
| 1997 | The hidden economy and tax-evasion prosecutions in New Zealand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1997 | Applying the RESET test in allocation models: a cautionary note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1999 | The rise and fall of the New Zealand underground economy: are the responses symmetric? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 38 |
| 2010 | Extreme value analysis of daily Canadian crude oil prices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2007 | Extreme Value Analysis of Daily Canadian Crude Oil Prices.(2007) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | The extreme-value dependence between the Chinese and other international stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2010 | The Extreme-Value Dependence Between the Chinese and Other International Stock Markets.(2010) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2000 | Our fans in the north: the demand for British Rugby League In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 1999 | Our Fans in the North: The Demand for British Rugby League.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2001 | Are cigarette bans really good economic policy? In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 1999 | Are Cigarette Bans Really Good Economic Policy?.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2001 | The learning path of the hidden economy: the tax burden and tax evasion in New Zealand In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 1999 | The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2006 | Rational exuberance at the mall: addiction to carrying a credit card balance In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2005 | Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | Survival of the hippest: life at the top of the hot 100 In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2005 | Survival of the Hippest: Life at the Top of the Hot 100.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | A survival analysis of the approval of US patent applications In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
| 2007 | A Survival Analysis of the Approval of U.S. Patent Applications.(2007) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1997 | The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 2001 | Editors introduction In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 4 |
| 2005 | Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992 In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 0 |
| 2001 | Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992.(2001) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | Income distribution in the United States: Kuznets inverted-U hypothesis and data non-stationarity In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 15 |
| 2014 | Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 1 |
| 2011 | Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions.(2011) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 4 |
| 2016 | Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 7 |
| 2009 | Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution.(2011) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 2007 | Some Properties of Absolute Returns as a Proxy for Volatility.(2007) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1981 | Choosing between Alternative Structural Equations Estimated by Instrumental Variables. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | The Underground Economy: Minimizing the Size of Government In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 1998 | The Underground Economy: Minimizing the Size of Government.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1998 | The Underground Economy: Minimizing the Size of Government.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1998 | Testing for Unit Roots With Missing Observations In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 1998 | Testing for Unit Roots With Missing Observations.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 1998 | Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1998 | Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2000 | Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2000 | Preliminary-Test and Bayes Estimation of a Location Parameter Under Reflected Normal Loss In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1999 | Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2001 | Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | On the Futility of Testing the Error Term Assumptions in a Spurious Regression In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Testing For Convergence in Output and in Well-Being in Industrialized Countries In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Ruminant Eructation and a Long-Run Environmental Kuznets Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | An Empirical Likelihood Ratio Test for Normality In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | An Empirical Likelihood Ratio Test for Normality in Linear Regression In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | No, Virginia, There Isnt a Santa Claus (For Most Countries Growth Cycles) In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | The Bias of Inequality Measures in Very Small Samples: Some Analytic Results In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Spurious Regressions With Time-Series data: Further Asymptotic Results In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | The Exact Asymptotic Distribution Function of Watsons UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | An Application of Extreme Value Theory to U.S. Movie Box Office Returns In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Finite-Sample Moments of the MLE for the Binary Logit Model In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Almost Unbiased Estimation of the Poisson Regression Model In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2011 | Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Quantity versus Quality: What’s in a (Journal) Name? In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Note on Improved Estimation for the Topp-Leone Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A Note on Improved Estimation for the Topp-Leone Distribution.(2017) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 117 |
| 2015 | Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets.(2015) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | article | |
| 2014 | Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory.(2017) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1998 | The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1998 | The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | A Fuzzy Logic Approach to Modelling the Underground Economy In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Testing for Unit Roots in Semi-Annual Data In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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