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Fourth-order autocorrelation : Further significance points for the Wallis test
Giles, D. E. A.; King, M. L. - In: Journal of Econometrics 8 (1978) 2, pp. 255-259
Persistent link: https://www.econbiz.de/10005203988
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The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators
Giles, D. E. A.; Rayner, A. C. - In: Journal of Econometrics 11 (1979) 2-3, pp. 319-334
Persistent link: https://www.econbiz.de/10005192254
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Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods
Giles, D. E. A. - In: Journal of Econometrics 3 (1975) 3, pp. 229-248
Persistent link: https://www.econbiz.de/10005192356
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Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
Clarke, Judith A.; Giles, David E. A.; Wallace, T. Dudley - In: Journal of Econometrics 34 (1987) 3, pp. 293-304
Persistent link: https://www.econbiz.de/10005122601