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Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K.; Giles, David E. A.; Giles, … - 1987
Persistent link: https://www.econbiz.de/10000092042
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The exact distribution of r 2 when the regression disturbances are autocorrelated
Carrodus, Mark L. - 1991
Persistent link: https://www.econbiz.de/10000830383
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Prices indices : systems estimation and tests
Giles, David E. A. - 1991
Persistent link: https://www.econbiz.de/10000831014
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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
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Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A. - 1992
Persistent link: https://www.econbiz.de/10000835930
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Causality, unit roots and export-led growth : the New Zealand experience
Giles, David E. A.; Giles, Judith A.; McCann, Ewen - 1992
Persistent link: https://www.econbiz.de/10000839693
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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
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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
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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
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The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.; Small, John P. - 1990
Persistent link: https://www.econbiz.de/10000805014