15
H index
24
i10 index
1083
Citations
University of Victoria | 15 H index 24 i10 index 1083 Citations RESEARCH PRODUCTION: 87 Articles 90 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 47 years (1975 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgi8 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Giles. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Econometrics Working Papers / Department of Economics, University of Victoria | 84 |
Department Discussion Papers / Department of Economics, University of Victoria | 4 |
Year | Title of citing document |
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2023 | Mind the Income Gap: Behavior of Inequality Estimators from Complex Survey Small Samples. (2021). Pacei, Silvia ; Ferrante, Maria Rosaria ; de Nicolo, Silvia. In: Papers. RePEc:arx:papers:2107.08950. Full description at Econpapers || Download paper |
2023 | Adverse weather amplifies social media activity. (2023). Obradovich, Nick ; Moro, Esteban ; Minor, Kelton. In: Papers. RePEc:arx:papers:2302.08456. Full description at Econpapers || Download paper |
2023 | The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.12731. Full description at Econpapers || Download paper |
2024 | On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549. Full description at Econpapers || Download paper |
2024 | Hedonic Price Indices for Moscow Short-Term Rental Housing. (2024). Fokin, Nikita ; Polbin, Andrey ; Bobrovskaya, Ekaterina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:77-103. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525. Full description at Econpapers || Download paper |
2023 | Shadow Economy in France: What Factors Matter?. (2023). Politronacci, Emmanuelle ; Devigne, Lucas ; Chouteau, Lorraine ; Avouyi-Dovi, Sanvi. In: Revue d'économie politique. RePEc:cai:repdal:redp_333_0453. Full description at Econpapers || Download paper |
2023 | Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48. Full description at Econpapers || Download paper |
2023 | Irrational exuberance and deception — Why markets spin out of control. (2023). Mesly, Olivier. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000491. Full description at Econpapers || Download paper |
2023 | Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281. Full description at Econpapers || Download paper |
2023 | Optimal tax enforcement with productive public inputs. (2023). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Dzhumashev, Ratbek. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002560. Full description at Econpapers || Download paper |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper |
2023 | Screening for partial collusion in retail electricity markets. (2023). Skjeret, Frode ; Garcia, Armando J. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006028. Full description at Econpapers || Download paper |
2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
2024 | The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904. Full description at Econpapers || Download paper |
2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper |
2024 | Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper |
2023 | Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636. Full description at Econpapers || Download paper |
2024 | Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709. Full description at Econpapers || Download paper |
2024 | Patent priority examination under mission orientation: can speed and quality coexist?. (2024). Liu, LI ; Zhang, Yumei ; Yang, Haodong. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x23002579. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence. (2023). Assaf, Rima ; Hussainey, Khaled ; Nasrallah, Nohad ; el Khoury, Rim. In: Post-Print. RePEc:hal:journl:hal-04564870. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Asymmetric Globalization, Top Performers’ Income and Inequality. (2023). Hellier, Joel. In: Working Papers. RePEc:inq:inqwps:ecineq2023-634. Full description at Econpapers || Download paper |
2023 | Floods, Agricultural Production, and Household Welfare: Evidence from Tanzania. (2023). Tiague, Berenger Djoumessi. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00769-3. Full description at Econpapers || Download paper |
2023 | Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x. Full description at Econpapers || Download paper |
2023 | Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491. Full description at Econpapers || Download paper |
2023 | Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:118447. Full description at Econpapers || Download paper |
2023 | Estimate of shadow economy dynamics in Russia and regions: The inflationary aspect. (2023). Arzhenovskiy, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0467. Full description at Econpapers || Download paper |
2024 | Promotional Effects of Recorded Music and Superstars on Concert Financial Outcomes. (2024). Hogue, Eric. In: Journal of Interdisciplinary Economics. RePEc:sae:jinter:v:36:y:2024:i:2:p:166-203. Full description at Econpapers || Download paper |
2023 | A cross-site comparison of online review manipulation using Benford’s law. (2023). Wang, Chong Alex ; Zhao, Cheng. In: Electronic Commerce Research. RePEc:spr:elcore:v:23:y:2023:i:1:d:10.1007_s10660-020-09455-8. Full description at Econpapers || Download paper |
2023 | Does the economic freedom hinder the underground economy? Evidence from a cross-country analysis. (2023). Sobbrio, Giuseppe ; de Benedetto, Marco Alberto ; Dagostino, Elena. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:1:d:10.1007_s40888-022-00288-2. Full description at Econpapers || Download paper |
2023 | On the life cycles of successful rock bands. (2023). Franses, Philip Hans. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01577-5. Full description at Econpapers || Download paper |
2023 | Prediction of patent grant and interpreting the key determinants: an application of interpretable machine learning approach. (2023). Ni, HE ; Yao, LI. In: Scientometrics. RePEc:spr:scient:v:128:y:2023:i:9:d:10.1007_s11192-023-04736-z. Full description at Econpapers || Download paper |
2023 | Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function. (2023). Kairanlar, Selahattin ; Mirezi, Buatikan. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01298-9. Full description at Econpapers || Download paper |
2023 | The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment: A sector?wise analysis. (2023). Ul, Noor ; Seetanah, Boopen ; Moraghen, Warren. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:208-224. Full description at Econpapers || Download paper |
2023 | International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46. Full description at Econpapers || Download paper |
2023 | Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510. Full description at Econpapers || Download paper |
2024 | Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695. Full description at Econpapers || Download paper |
Journal | |
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The Journal of International Trade & Economic Development | |
Department Discussion Papers | |
Econometrics Working Papers |
Year | Title | Type | Cited |
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1981 | FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL In: Australian Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 5 |
1981 | FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL.(1981) In: Australian Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
1978 | A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers. [Citation analysis] | article | 0 |
1980 | The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market. In: Australian Economic Papers. [Citation analysis] | article | 1 |
1984 | Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice. In: Australian Economic Papers. [Citation analysis] | article | 1 |
1985 | An Engel Curve Analysis of Household Expenditure in New Zealand In: The Economic Record. [Full Text][Citation analysis] | article | 12 |
1997 | Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand In: The Economic Record. [Full Text][Citation analysis] | article | 20 |
2001 | Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data In: The Economic Record. [Full Text][Citation analysis] | article | 7 |
1999 | Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1991 | The Structure of Econometric Analysis: Review Article. In: Journal of Economic Surveys. [Citation analysis] | article | 0 |
1993 | Pre-test Estimation and Testing in Econometrics: Recent Developments. In: Journal of Economic Surveys. [Citation analysis] | article | 25 |
1989 | Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
2004 | Calculating a Standard Error for the Gini Coefficient: Some Further Results In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
2002 | Calculating a Standard Error for the Gini Coefficient: Some Further Results.(2002) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2006 | A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
2010 | Hermite regression analysis of multi-modal count data In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2010 | Hermite Regression Analysis of Multi-Modal Count Data.(2010) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Reducing the bias of the maximum likelihood estimator for the Poisson regression model In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
1999 | Measuring the Hidden Economy: Implications for Econometric Modelling. In: Economic Journal. [Full Text][Citation analysis] | article | 169 |
1998 | Measuring The Hidden Economy: Implications for Econometric Modelling.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 169 | paper | |
1977 | A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
1982 | The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation In: Economics Letters. [Full Text][Citation analysis] | article | 35 |
1982 | General instrumental variables estimation under stochastic linear restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1984 | Instrumental variables regressions involving seasonal data In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
1986 | Preliminary-test estimation in mis-specified regressions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1988 | The positive-part Stein-rule estimator and tests of linear hypotheses In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1988 | The estimation of allocation models with autocorrelated disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1989 | Preliminary-test estimation of the scale parameter in a mis-specified regression model In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
1991 | The power of the Durbin-Watson test when the errors are heteroscedastic In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1992 | Some consequences of using the Chow test in the context of autocorrelated disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
1992 | The exact distribution of R2 when the regression disturbances are autocorrelated In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
1993 | Pre-test estimation in regression under absolute error loss In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1994 | Preliminary-test estimation in a dynamic linear model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1981 | Testing for parameter stability in structural econometric relationships In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2005 | Testing for a Santa Claus effect in growth cycles In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
1981 | Recursions for instrumental variables estimators In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2006 | Superstardom in the US popular music industry revisited In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
2005 | Superstardom in the U.S. Popular Music Industry Revisited.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2007 | The bias of elasticity estimators in linear regression: Some analytic results In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2005 | The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1979 | The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1984 | Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
1987 | Estimating the error variance in regression after a preliminary test of restrictions on the coefficients In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1975 | Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1978 | Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2004 | Gender convergence in crime: Evidence from Canadian adult offense charge data In: Journal of Criminal Justice. [Full Text][Citation analysis] | article | 1 |
2003 | Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data.(2003) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1983 | Urban migration in New Zealand: Dummy variable interpretations In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 0 |
1978 | A note on urban migration in New Zealand In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 2 |
2002 | A fuzzy logic approach to modelling the New Zealand underground economy In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
2009 | Modelling the financial risk associated with U.S. movie box office earnings In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
1993 | The exact distribution of a least squares regression coefficient estimator after a preliminary t-test In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
2005 | Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 9 |
1981 | Interval estimation in the calibration of certain trip distribution models In: Transportation Research Part B: Methodological. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | chapter | 0 | |
1999 | TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
1977 | A Note on the Minimum Error Variance Rule and the Restricted Regression Model. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
1985 | Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 7 |
2002 | The Canadian Underground and Measured Economies: Granger Causality Results In: MPRA Paper. [Full Text][Citation analysis] | paper | 57 |
2002 | The Canadian underground and measured economies: Granger causality results.(2002) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
1999 | The Canadian Underground and Measured Economies: Granger Causality Results.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2003 | Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
1999 | Modelling the hidden economy and the tax-gap in New Zealand In: Empirical Economics. [Full Text][Citation analysis] | article | 114 |
1998 | Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
1999 | Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
2006 | Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2003 | Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2003) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2005 | Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2017 | On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 2 |
2011 | On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables.(2011) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
2010 | K. Krishnamoorthy (2006): Handbook of statistical distributions with applications In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2012 | Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates In: Statistical Papers. [Full Text][Citation analysis] | article | 3 |
2009 | Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
2019 | David A. Harville: Linear models and the relevant distributions and matrix algebra In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2007 | Benfords law and naturally occurring prices in certain ebaY auctions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 32 |
2005 | Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2007 | Increasing returns to information in the US popular music industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 14 |
2005 | Increasing Returns to Information in the U.S. Popular Music Industry.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2010 | Benfords Law and psychological barriers in certain eBay auctions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Benfords Law and Psychological Barriers in Certain eBay Auctions.(2006) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Constructing confidence bands for the Hodrick--Prescott filter In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2012 | Constructing Confidence Bands for the Hodrick-Prescott Filter.(2012) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1997 | Causality between the measured and underground economies in New Zealand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 57 |
1997 | The hidden economy and tax-evasion prosecutions in New Zealand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
1997 | Applying the RESET test in allocation models: a cautionary note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
1999 | The rise and fall of the New Zealand underground economy: are the responses symmetric? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 38 |
2010 | Extreme value analysis of daily Canadian crude oil prices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
2007 | Extreme Value Analysis of Daily Canadian Crude Oil Prices.(2007) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2010 | Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2009 | Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2012 | The extreme-value dependence between the Chinese and other international stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2010 | The Extreme-Value Dependence Between the Chinese and Other International Stock Markets.(2010) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2000 | Our fans in the north: the demand for British Rugby League In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
1999 | Our Fans in the North: The Demand for British Rugby League.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2001 | Are cigarette bans really good economic policy? In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
1999 | Are Cigarette Bans Really Good Economic Policy?.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2001 | The learning path of the hidden economy: the tax burden and tax evasion in New Zealand In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
1999 | The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2006 | Rational exuberance at the mall: addiction to carrying a credit card balance In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2005 | Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2007 | Survival of the hippest: life at the top of the hot 100 In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2005 | Survival of the Hippest: Life at the Top of the Hot 100.(2005) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | A survival analysis of the approval of US patent applications In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
2007 | A Survival Analysis of the Approval of U.S. Patent Applications.(2007) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
1997 | The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
2001 | Editors introduction In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 4 |
2005 | Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992 In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 0 |
2001 | Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992.(2001) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1998 | Income distribution in the United States: Kuznets inverted-U hypothesis and data non-stationarity In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 15 |
2014 | Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 1 |
2011 | Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions.(2011) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 4 |
2016 | Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 7 |
2009 | Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2011 | Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution.(2011) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
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2007 | Some Properties of Absolute Returns as a Proxy for Volatility.(2007) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1981 | Choosing between Alternative Structural Equations Estimated by Instrumental Variables. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2004 | Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | The Underground Economy: Minimizing the Size of Government In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
1998 | The Underground Economy: Minimizing the Size of Government.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
1998 | The Underground Economy: Minimizing the Size of Government.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
1998 | Testing for Unit Roots With Missing Observations In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
1998 | Testing for Unit Roots With Missing Observations.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
1998 | Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records In: Department Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1998 | Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records.(1998) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2000 | Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2000 | Preliminary-Test and Bayes Estimation of a Location Parameter Under Reflected Normal Loss In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 5 |
1999 | Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data.(1999) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2001 | Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | On the Futility of Testing the Error Term Assumptions in a Spurious Regression In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Testing For Convergence in Output and in Well-Being in Industrialized Countries In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Ruminant Eructation and a Long-Run Environmental Kuznets Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | An Empirical Likelihood Ratio Test for Normality In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2004 | An Empirical Likelihood Ratio Test for Normality in Linear Regression In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | No, Virginia, There Isnt a Santa Claus (For Most Countries Growth Cycles) In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | The Bias of Inequality Measures in Very Small Samples: Some Analytic Results In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Spurious Regressions With Time-Series data: Further Asymptotic Results In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | The Exact Asymptotic Distribution Function of Watsons UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | An Application of Extreme Value Theory to U.S. Movie Box Office Returns In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence.(2009) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Finite-Sample Moments of the MLE for the Binary Logit Model In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Almost Unbiased Estimation of the Poisson Regression Model In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 31 |
2011 | Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Quantity versus Quality: What’s in a (Journal) Name? In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A Note on Improved Estimation for the Topp-Leone Distribution In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A Note on Improved Estimation for the Topp-Leone Distribution.(2017) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 115 |
2015 | Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets.(2015) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | article | |
2014 | Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory.(2017) In: Econometrics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
1998 | The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 2 |
1998 | The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | A Fuzzy Logic Approach to Modelling the Underground Economy In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 3 |
1999 | Testing for Unit Roots in Semi-Annual Data In: Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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