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subject:"Estimation theory"
person:"Giles, David E. A."
~subject:"Unit root test"
~subject:"Underground economy"
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Estimation theory
Unit root test
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64
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64
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35
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9
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9
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7
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Giles, David E. A.
Phillips, Peter C. B.
110
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76
Härdle, Wolfgang
68
Gouriéroux, Christian
52
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49
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48
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47
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42
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41
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41
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40
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39
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38
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37
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35
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34
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33
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32
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31
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30
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30
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29
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29
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29
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28
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28
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26
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26
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26
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26
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25
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25
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25
Newbold, Paul
25
Westerlund, Joakim
25
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24
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24
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24
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24
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11
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8
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6
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6
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2
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1
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1
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1
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1
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ECONIS (ZBW)
41
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1
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
2
Taxes, risk-aversion, and the size of the underground economy : a nonparametric analysis with New Zealand data
Giles, David E. A.
;
Johnson, Betty J.
- In:
Pacific economic review
7
(
2002
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001708835
Saved in:
3
Asymmetric responses of the underground economy to tax changes : evidence from New Zealand data
Giles, David E. A.
;
Werkneh, Gugsa T.
;
Johnson, Betty J.
- In:
The economic record : er
77
(
2001
),
pp. 148-159
Persistent link: https://www.econbiz.de/10001601861
Saved in:
4
Measuring the hidden economy : implications for econometric modelling
Giles, David E. A.
- In:
The economic journal : the journal of the Royal …
109
(
1999
),
pp. 370-380
Persistent link: https://www.econbiz.de/10001411729
Saved in:
5
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
6
Testing for unit roots in economic time series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10001362834
Saved in:
7
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
8
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
9
The hidden economy and tax-evasion prosecutions in New Zealand
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168403
Saved in:
10
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
11
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
12
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
13
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
14
Alternative strategies for "augmenting" the Dickey-Fuller test : size-robustness in the face of pre-testing
Dods, Johannah L.
;
Giles, David E. A.
-
1994
Persistent link: https://www.econbiz.de/10000970179
Saved in:
15
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
16
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
17
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
18
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
19
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
20
The Goldfeld-Quandt test : a re-consideration of the "one third" rule of thumb
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10001147603
Saved in:
21
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
22
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
23
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
24
Causality, unit roots and export-led growth : the New Zealand experience
Giles, David E. A.
- In:
The journal of international trade & economic development
1
(
1992
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10001140875
Saved in:
25
Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
38
(
1992
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
Saved in:
26
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
Saved in:
27
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
28
Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812975
Saved in:
29
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Giles, Judith A.
-
1991
Persistent link: https://www.econbiz.de/10000816267
Saved in:
30
The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.
- In:
Economics letters
36
(
1991
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
Saved in:
31
Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models
Giles, David E. A.
;
Saxton, Guy N.
-
1990
Persistent link: https://www.econbiz.de/10000805008
Saved in:
32
The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Giles, David E. A.
;
Srivastava, Virendra K.
-
1990
Persistent link: https://www.econbiz.de/10000805012
Saved in:
33
The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.
;
Lieberman, Offer
;
Giles, Judith A.
-
1990
Persistent link: https://www.econbiz.de/10000805028
Saved in:
34
An unbiased estimator of the covariance matrix of the mixed regression estimator
Giles, David E. A.
;
Srivastava, Virendra K.
-
1989
Persistent link: https://www.econbiz.de/10000803332
Saved in:
35
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A.
- In:
Economics letters
30
(
1989
)
3
,
pp. 201-205
Persistent link: https://www.econbiz.de/10001075039
Saved in:
36
Coefficient sign changes when restricting regression models under instrumental variables estimation
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
51
(
1989
)
4
,
pp. 465-467
Persistent link: https://www.econbiz.de/10001077245
Saved in:
37
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
38
The estimation of allocation models with autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
2
(
1988
),
pp. 147-150
Persistent link: https://www.econbiz.de/10001054616
Saved in:
39
Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K.
;
Giles, David E. A.
;
Giles, David E.
-
1987
Persistent link: https://www.econbiz.de/10000092042
Saved in:
40
Missing measurements and estimator inefficiency in linear regression : a generalization
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
1
,
pp. 87-91
Persistent link: https://www.econbiz.de/10001056716
Saved in:
41
A note on regression estimation with extraneous information
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
1
(
1985
)
1
,
pp. 151-159
Persistent link: https://www.econbiz.de/10001056925
Saved in:
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