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The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970178
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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
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The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970183
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The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro; Giles, David E. A.; Giles, Judith A. - 1994
Persistent link: https://www.econbiz.de/10000970188
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On the estimation of regression "goodness of fit" under absolute error loss
Ohtani, Kazuhiro; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970203
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The underground economy : minimizing the size of government
Giles, David E. A. - 1998
Persistent link: https://www.econbiz.de/10000997796
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The rise and fall of the New Zealand underground economy : are the responses symmetric?
Giles, David E. A. - 1997
Persistent link: https://www.econbiz.de/10000997799
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The hidden economy and the tax-gap in New Zealand : a latent variable analysis
Giles, David E. A. - 1998
Persistent link: https://www.econbiz.de/10000997800
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Income distribution in the United States : Kuznets' inverted-U hypothesis and data non-stationarity
Jacobsen, Peter W. F.; Giles, David E. A. - 1995
Persistent link: https://www.econbiz.de/10000997808
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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