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Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David; Scott, Murray - In: Economics Letters 38 (1992) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10005159049
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The bias of elasticity estimators in linear regression: Some analytic results
Qian, Chen; Giles, David E. - In: Economics Letters 94 (2007) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10005355958
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Superstardom in the US popular music industry revisited
Giles, David E. - In: Economics Letters 92 (2006) 1, pp. 68-74
Persistent link: https://www.econbiz.de/10005296421
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Testing for a Santa Claus effect in growth cycles
Giles, David E. - In: Economics Letters 87 (2005) 3, pp. 421-426
Persistent link: https://www.econbiz.de/10005257720
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The estimation of allocation models with autocorrelated disturbances
Giles, David E. A. - In: Economics Letters 28 (1988) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10005355530
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The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation
Giles, David E. A. - In: Economics Letters 10 (1982) 1-2, pp. 77-79
Persistent link: https://www.econbiz.de/10005355671
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Preliminary-test estimation in a dynamic linear model
Giles, David E. A.; Cunneen, Matthew C. - In: Economics Letters 44 (1994) 1-2, pp. 21-26
Persistent link: https://www.econbiz.de/10005158819
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Testing for parameter stability in structural econometric relationships
Giles, David E. A. - In: Economics Letters 7 (1981) 4, pp. 323-326
Persistent link: https://www.econbiz.de/10005158947
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The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.; Giles, David E. A. - In: Economics Letters 38 (1992) 4, pp. 375-380
Persistent link: https://www.econbiz.de/10005296413
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The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman; Giles, David E. A. - In: Economics Letters 26 (1988) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10005297051