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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
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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
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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
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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
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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
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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
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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
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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
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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
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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