Details about David Giles

Homepage:	http://web.uvic.ca/~dgiles
Phone:	(613)332-6833
Postal address:	58 Rock Lake Court L'Amable, ON Canada, K0L 2L0
Workplace:	Department of Economics, University of Victoria, (more information at EDIRC)

Access statistics for papers by David Giles.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pgi8

---

Jump to Journal Articles Chapters Editor

Working Papers

2017

1. A Note on Improved Estimation for the Topp-Leone Distribution
   Econometrics Working Papers, Department of Economics, University of Victoria
   Also in Econometrics Working Papers, Department of Economics, University of Victoria (2012)
2. Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant
   Econometrics Working Papers, Department of Economics, University of Victoria
3. Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
   Econometrics Working Papers, Department of Economics, University of Victoria
   Also in Econometrics Working Papers, Department of Economics, University of Victoria (2014) View citations (1)

2013

4. Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
   Econometrics Working Papers, Department of Economics, University of Victoria View citations (8)
   See also Journal Article Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2015) View citations (108) (2015)

2012

5. Constructing Confidence Bands for the Hodrick-Prescott Filter
   Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
   See also Journal Article Constructing confidence bands for the Hodrick--Prescott filter, Applied Economics Letters, Taylor & Francis Journals (2013) (2013)
6. Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
   Econometrics Working Papers, Department of Economics, University of Victoria

2011

7. Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
   Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
   Also in Econometrics Working Papers, Department of Economics, University of Victoria (2009) View citations (1)
   See also Journal Article Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2016) View citations (9) (2016)
8. Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
   Econometrics Working Papers, Department of Economics, University of Victoria
   See also Journal Article Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2014) View citations (1) (2014)
9. Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution
   Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
10. Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
11. Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (31)
12. On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria
13. On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables, Journal of Quantitative Economics, Springer (2017) View citations (2) (2017)
14. Quantity versus Quality: What’s in a (Journal) Name?
    Econometrics Working Papers, Department of Economics, University of Victoria
15. Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)

2010

16. Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    Econometrics Working Papers, Department of Economics, University of Victoria
17. Hermite Regression Analysis of Multi-Modal Count Data
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article Hermite regression analysis of multi-modal count data, Economics Bulletin, AccessEcon (2010) (2010)
18. The Extreme-Value Dependence Between the Chinese and Other International Stock Markets
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article The extreme-value dependence between the Chinese and other international stock markets, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (3) (2012)

2009

19. Almost Unbiased Estimation of the Poisson Regression Model
    Econometrics Working Papers, Department of Economics, University of Victoria
20. Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2007) View citations (1)
21. Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
22. Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
23. Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (4) (2010)
24. Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
    See also Journal Article Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates, Statistical Papers, Springer (2012) View citations (2) (2012)
25. Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)

2008

26. Finite-Sample Moments of the MLE for the Binary Logit Model
    Econometrics Working Papers, Department of Economics, University of Victoria

2007

27. A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
28. A Survival Analysis of the Approval of U.S. Patent Applications
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article A survival analysis of the approval of US patent applications, Applied Economics, Taylor & Francis Journals (2011) View citations (12) (2011)
29. An Application of Extreme Value Theory to U.S. Movie Box Office Returns
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
30. Extreme Value Analysis of Daily Canadian Crude Oil Prices
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article Extreme value analysis of daily Canadian crude oil prices, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (11) (2010)
31. General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
    Econometrics Working Papers, Department of Economics, University of Victoria
32. Some Properties of Absolute Returns as a Proxy for Volatility
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article Some properties of absolute returns as a proxy for volatility, Applied Financial Economics Letters, Taylor & Francis Journals (2008) View citations (1) (2008)

2006

33. Benford's Law and Psychological Barriers in Certain eBay Auctions
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article Benford's Law and psychological barriers in certain eBay auctions, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (1) (2010)
34. Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
35. Spurious Regressions With Time-Series data: Further Asymptotic Results
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
36. The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data
    Econometrics Working Papers, Department of Economics, University of Victoria

2005

37. Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (6)
    See also Journal Article Benford's law and naturally occurring prices in certain ebaY auctions, Applied Economics Letters, Taylor & Francis Journals (2007) View citations (29) (2007)
38. Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (2003) View citations (2)
    See also Journal Article Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence, Empirical Economics, Springer (2006) View citations (6) (2006)
39. Increasing Returns to Information in the U.S. Popular Music Industry
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article Increasing returns to information in the US popular music industry, Applied Economics Letters, Taylor & Francis Journals (2007) View citations (14) (2007)
40. Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article Rational exuberance at the mall: addiction to carrying a credit card balance, Applied Economics, Taylor & Francis Journals (2006) View citations (4) (2006)
41. Superstardom in the U.S. Popular Music Industry Revisited
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article Superstardom in the US popular music industry revisited, Economics Letters, Elsevier (2006) View citations (17) (2006)
42. Survival of the Hippest: Life at the Top of the Hot 100
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
    See also Journal Article Survival of the hippest: life at the top of the hot 100, Applied Economics, Taylor & Francis Journals (2007) View citations (8) (2007)
43. The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article The bias of elasticity estimators in linear regression: Some analytic results, Economics Letters, Elsevier (2007) View citations (1) (2007)
44. The Bias of Inequality Measures in Very Small Samples: Some Analytic Results
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)

2004

45. An Empirical Likelihood Ratio Test for Normality
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
46. An Empirical Likelihood Ratio Test for Normality in Linear Regression
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
47. Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
48. No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)
    Econometrics Working Papers, Department of Economics, University of Victoria
49. Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test
    Department Discussion Papers, Department of Economics, University of Victoria

2003

50. Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve
    Computing in Economics and Finance 2003, Society for Computational Economics
51. Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
    See also Journal Article Gender convergence in crime: Evidence from Canadian adult offense charge data, Journal of Criminal Justice, Elsevier (2004) View citations (2) (2004)
52. Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
53. Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (11)
54. Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)

2002

55. Calculating a Standard Error for the Gini Coefficient: Some Further Results
    Econometrics Working Papers, Department of Economics, University of Victoria
    See also Journal Article Calculating a Standard Error for the Gini Coefficient: Some Further Results, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2004) View citations (13) (2004)
56. On the Futility of Testing the Error Term Assumptions in a Spurious Regression
    Econometrics Working Papers, Department of Economics, University of Victoria
57. The Canadian Underground and Measured Economies: Granger Causality Results
    MPRA Paper, University Library of Munich, Germany View citations (43)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) View citations (16)
    See also Journal Article The Canadian underground and measured economies: Granger causality results, Applied Economics, Taylor & Francis Journals (2002) View citations (43) (2002)

2001

58. Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (10)
59. Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
    See also Journal Article Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2005) View citations (3) (2005)

2000

60. A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
61. Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (9)
62. Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    Econometrics Working Papers, Department of Economics, University of Victoria
63. Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (6)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1999) View citations (3)

1999

64. A Fuzzy Logic Approach to Modelling the Underground Economy
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (4)
65. Are Cigarette Bans Really Good Economic Policy?
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (9)
    See also Journal Article Are cigarette bans really good economic policy?, Applied Economics, Taylor & Francis Journals (2001) View citations (7) (2001)
66. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
    See also Journal Article Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data, The Economic Record, The Economic Society of Australia (2001) View citations (6) (2001)
67. Modelling the Hidden Economy and the Tax-Gap in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (92)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations (10)
    See also Journal Article Modelling the hidden economy and the tax-gap in New Zealand, Empirical Economics, Springer (1999) View citations (113) (1999)
68. Our Fans in the North: The Demand for British Rugby League
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (14)
    See also Journal Article Our fans in the north: the demand for British Rugby League, Applied Economics, Taylor & Francis Journals (2000) View citations (17) (2000)
69. Testing for Unit Roots in Semi-Annual Data
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (1)
70. The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (11)
    See also Journal Article The learning path of the hidden economy: the tax burden and tax evasion in New Zealand, Applied Economics, Taylor & Francis Journals (2001) View citations (11) (2001)

1998

71. Measuring The Hidden Economy: Implications for Econometric Modelling
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (19)
    See also Journal Article Measuring the Hidden Economy: Implications for Econometric Modelling, Economic Journal, Royal Economic Society (1999) View citations (158) (1999)
72. Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    Department Discussion Papers, Department of Economics, University of Victoria View citations (7)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations (5)
73. Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (3)
74. Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (11)
75. Testing for Unit Roots With Missing Observations
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (16)
    Also in Department Discussion Papers, Department of Economics, University of Victoria (1998) View citations (16)
76. The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (2)
77. The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (5)
78. The Underground Economy: Minimizing the Size of Government
    Econometrics Working Papers, Department of Economics, University of Victoria View citations (8)
    Also in Econometrics Working Papers, Department of Economics, University of Victoria (1998) View citations (8)
    Department Discussion Papers, Department of Economics, University of Victoria (1998) View citations (8)

Journal Articles

2024

1. New Goodness-of-Fit Tests for the Kumaraswamy Distribution
   Stats, 2024, 7, (2), 1-16

2022

2. Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models
   Journal of Quantitative Economics, 2022, 20, (2), 329-336

2021

3. Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling
   Journal of Quantitative Economics, 2021, 19, (1), 59-77 View citations (1)

2019

4. David A. Harville: Linear models and the relevant distributions and matrix algebra
   Statistical Papers, 2019, 60, (3), 1017-1019

2018

5. Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression
   Statistical Papers, 2018, 59, (2), 849-850 View citations (1)

2017

6. On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
   Journal of Quantitative Economics, 2017, 15, (1), 15-26 View citations (2)
   See also Working Paper On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables, Econometrics Working Papers (2011) View citations (1) (2011)

2016

7. Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
   Communications in Statistics - Theory and Methods, 2016, 45, (8), 2465-2483 View citations (9)
   See also Working Paper Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution, Econometrics Working Papers (2011) View citations (1) (2011)
8. Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution
   Communications in Statistics - Theory and Methods, 2016, 45, (2), 465-478 View citations (6)

2015

9. Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
   International Journal of Finance & Economics, 2015, 20, (2), 155-177 View citations (108)
   See also Working Paper Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets, Econometrics Working Papers (2013) View citations (8) (2013)

2014

10. Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
    Communications in Statistics - Theory and Methods, 2014, 43, (8), 1778-1792 View citations (1)
    See also Working Paper Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions, Econometrics Working Papers (2011) (2011)

2013

11. Constructing confidence bands for the Hodrick--Prescott filter
    Applied Economics Letters, 2013, 20, (5), 480-484
    See also Working Paper Constructing Confidence Bands for the Hodrick-Prescott Filter, Econometrics Working Papers (2012) View citations (1) (2012)

2012

12. Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
    Statistical Papers, 2012, 53, (2), 409-426 View citations (2)
    See also Working Paper Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates, Econometrics Working Papers (2009) View citations (4) (2009)
13. The extreme-value dependence between the Chinese and other international stock markets
    Applied Financial Economics, 2012, 22, (14), 1147-1160 View citations (3)
    See also Working Paper The Extreme-Value Dependence Between the Chinese and Other International Stock Markets, Econometrics Working Papers (2010) (2010)

2011

14. A survival analysis of the approval of US patent applications
    Applied Economics, 2011, 43, (11), 1375-1384 View citations (12)
    See also Working Paper A Survival Analysis of the Approval of U.S. Patent Applications, Econometrics Working Papers (2007) View citations (1) (2007)
15. Reducing the bias of the maximum likelihood estimator for the Poisson regression model
    Economics Bulletin, 2011, 31, (4), 2933-2943

2010

16. Benford's Law and psychological barriers in certain eBay auctions
    Applied Economics Letters, 2010, 17, (10), 1005-1008 View citations (1)
    See also Working Paper Benford's Law and Psychological Barriers in Certain eBay Auctions, Econometrics Working Papers (2006) View citations (1) (2006)
17. Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China
    Applied Financial Economics, 2010, 20, (19), 1531-1545 View citations (4)
    See also Working Paper Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China, Econometrics Working Papers (2009) (2009)
18. Extreme value analysis of daily Canadian crude oil prices
    Applied Financial Economics, 2010, 20, (12), 941-954 View citations (11)
    See also Working Paper Extreme Value Analysis of Daily Canadian Crude Oil Prices, Econometrics Working Papers (2007) View citations (1) (2007)
19. Hermite regression analysis of multi-modal count data
    Economics Bulletin, 2010, 30, (4), 2936-2945
    See also Working Paper Hermite Regression Analysis of Multi-Modal Count Data, Econometrics Working Papers (2010) (2010)
20. K. Krishnamoorthy (2006): Handbook of statistical distributions with applications
    Statistical Papers, 2010, 51, (4), 1005-1006

2009

21. Modelling the financial risk associated with U.S. movie box office earnings
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2759-2766 View citations (3)

2008

22. Some properties of absolute returns as a proxy for volatility
    Applied Financial Economics Letters, 2008, 4, (5), 347-350 View citations (1)
    See also Working Paper Some Properties of Absolute Returns as a Proxy for Volatility, Econometrics Working Papers (2007) (2007)

2007

23. Benford's law and naturally occurring prices in certain ebaY auctions
    Applied Economics Letters, 2007, 14, (3), 157-161 View citations (29)
    See also Working Paper Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions, Econometrics Working Papers (2005) View citations (6) (2005)
24. Increasing returns to information in the US popular music industry
    Applied Economics Letters, 2007, 14, (5), 327-331 View citations (14)
    See also Working Paper Increasing Returns to Information in the U.S. Popular Music Industry, Econometrics Working Papers (2005) View citations (1) (2005)
25. Survival of the hippest: life at the top of the hot 100
    Applied Economics, 2007, 39, (15), 1877-1887 View citations (8)
    See also Working Paper Survival of the Hippest: Life at the Top of the Hot 100, Econometrics Working Papers (2005) View citations (2) (2005)
26. The bias of elasticity estimators in linear regression: Some analytic results
    Economics Letters, 2007, 94, (2), 185-191 View citations (1)
    See also Working Paper The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results, Econometrics Working Papers (2005) (2005)

2006

27. A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment
    Oxford Bulletin of Economics and Statistics, 2006, 68, (3), 395-396 View citations (4)
28. Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
    Empirical Economics, 2006, 31, (4), 883-903 View citations (6)
    See also Working Paper Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence, Econometrics Working Papers (2005) (2005)
29. Rational exuberance at the mall: addiction to carrying a credit card balance
    Applied Economics, 2006, 38, (5), 587-592 View citations (4)
    See also Working Paper Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance, Econometrics Working Papers (2005) (2005)
30. Superstardom in the US popular music industry revisited
    Economics Letters, 2006, 92, (1), 68-74 View citations (17)
    See also Working Paper Superstardom in the U.S. Popular Music Industry Revisited, Econometrics Working Papers (2005) View citations (1) (2005)

2005

31. Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992
    The Journal of International Trade & Economic Development, 2005, 14, (1), 93-114 View citations (3)
    See also Working Paper Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992, Econometrics Working Papers (2001) View citations (3) (2001)
32. Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis
    Structural Change and Economic Dynamics, 2005, 16, (2), 285-308 View citations (10)
33. Testing for a Santa Claus effect in growth cycles
    Economics Letters, 2005, 87, (3), 421-426 View citations (4)

2004

34. Calculating a Standard Error for the Gini Coefficient: Some Further Results
    Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 425-433 View citations (13)
    See also Working Paper Calculating a Standard Error for the Gini Coefficient: Some Further Results, Econometrics Working Papers (2002) (2002)
35. Gender convergence in crime: Evidence from Canadian adult offense charge data
    Journal of Criminal Justice, 2004, 32, (6), 593-606 View citations (2)
    See also Working Paper Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data, Econometrics Working Papers (2003) View citations (1) (2003)

2002

36. A fuzzy logic approach to modelling the New Zealand underground economy
    Mathematics and Computers in Simulation (MATCOM), 2002, 59, (1), 115-123 View citations (2)
37. The Canadian underground and measured economies: Granger causality results
    Applied Economics, 2002, 34, (18), 2347-2352 View citations (43)
    See also Working Paper The Canadian Underground and Measured Economies: Granger Causality Results, MPRA Paper (2002) View citations (43) (2002)

2001

38. Are cigarette bans really good economic policy?
    Applied Economics, 2001, 33, (11), 1365-1368 View citations (7)
    See also Working Paper Are Cigarette Bans Really Good Economic Policy?, Econometrics Working Papers (1999) View citations (9) (1999)
39. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data
    The Economic Record, 2001, 77, (237), 148-159 View citations (6)
    See also Working Paper Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data, Econometrics Working Papers (1999) View citations (2) (1999)
40. Editors' introduction
    The Journal of International Trade & Economic Development, 2001, 13, (4), 359-369 View citations (4)
41. The learning path of the hidden economy: the tax burden and tax evasion in New Zealand
    Applied Economics, 2001, 33, (14), 1857-1867 View citations (11)
    See also Working Paper The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand, Econometrics Working Papers (1999) View citations (11) (1999)

2000

42. Our fans in the north: the demand for British Rugby League
    Applied Economics, 2000, 32, (14), 1877-1887 View citations (17)
    See also Working Paper Our Fans in the North: The Demand for British Rugby League, Econometrics Working Papers (1999) View citations (14) (1999)

1999

43. Measuring the Hidden Economy: Implications for Econometric Modelling
    Economic Journal, 1999, 109, (456), F370-80 View citations (158)
    See also Working Paper Measuring The Hidden Economy: Implications for Econometric Modelling, Econometrics Working Papers (1998) View citations (19) (1998)
44. Modelling the hidden economy and the tax-gap in New Zealand
    Empirical Economics, 1999, 24, (4), 621-640 View citations (113)
    See also Working Paper Modelling the Hidden Economy and the Tax-Gap in New Zealand, Econometrics Working Papers (1999) View citations (92) (1999)
45. The rise and fall of the New Zealand underground economy: are the responses symmetric?
    Applied Economics Letters, 1999, 6, (3), 185-189 View citations (43)

1998

46. Income distribution in the United States: Kuznets' inverted-U hypothesis and data non-stationarity
    The Journal of International Trade & Economic Development, 1998, 7, (4), 405-423 View citations (16)

1997

47. Applying the RESET test in allocation models: a cautionary note
    Applied Economics Letters, 1997, 4, (6), 359-363 View citations (3)
48. Causality between the measured and underground economies in New Zealand
    Applied Economics Letters, 1997, 4, (1), 63-67 View citations (65)
49. Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand
    The Economic Record, 1997, 73, (222), 225-232 View citations (21)
50. The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
    Econometric Reviews, 1997, 16, (1), 119-130 View citations (4)
51. The hidden economy and tax-evasion prosecutions in New Zealand
    Applied Economics Letters, 1997, 4, (5), 281-285 View citations (3)

1994

52. Preliminary-test estimation in a dynamic linear model
    Economics Letters, 1994, 44, (1-2), 21-26

1993

53. Pre-test Estimation and Testing in Econometrics: Recent Developments
    Journal of Economic Surveys, 1993, 7, (2), 145-97 View citations (26)
54. Pre-test estimation in regression under absolute error loss
    Economics Letters, 1993, 41, (4), 339-343 View citations (1)
55. The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
    Statistics & Probability Letters, 1993, 16, (1), 59-64 View citations (5)

1992

56. Some consequences of using the Chow test in the context of autocorrelated disturbances
    Economics Letters, 1992, 38, (2), 145-150 View citations (7)
57. The exact distribution of R2 when the regression disturbances are autocorrelated
    Economics Letters, 1992, 38, (4), 375-380 View citations (5)

1991

58. The Structure of Econometric Analysis: Review Article
    Journal of Economic Surveys, 1991, 5, (2), 199-213
59. The power of the Durbin-Watson test when the errors are heteroscedastic
    Economics Letters, 1991, 36, (1), 37-41

1989

60. Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation
    Oxford Bulletin of Economics and Statistics, 1989, 51, (4), 465-67
61. Preliminary-test estimation of the scale parameter in a mis-specified regression model
    Economics Letters, 1989, 30, (3), 201-205 View citations (3)

1988

62. The estimation of allocation models with autocorrelated disturbances
    Economics Letters, 1988, 28, (2), 147-150 View citations (1)
63. The positive-part Stein-rule estimator and tests of linear hypotheses
    Economics Letters, 1988, 26, (1), 49-51

1987

64. Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
    Journal of Econometrics, 1987, 34, (3), 293-304 View citations (4)

1986

65. Preliminary-test estimation in mis-specified regressions
    Economics Letters, 1986, 21, (4), 325-328

1985

66. An Engel Curve Analysis of Household Expenditure in New Zealand
    The Economic Record, 1985, 61, (1), 450-462 View citations (13)
67. Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations
    American Journal of Agricultural Economics, 1985, 67, (4), 749-760 View citations (7)

1984

68. Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
    Journal of Econometrics, 1984, 25, (1-2), 35-48 View citations (12)
69. Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
    Australian Economic Papers, 1984, 23, (43), 179-96 View citations (1)
70. Instrumental variables regressions involving seasonal data
    Economics Letters, 1984, 14, (4), 339-343 View citations (7)

1983

71. Urban migration in New Zealand: Dummy variable interpretations
    Journal of Urban Economics, 1983, 14, (1), 124-125

1982

72. General instrumental variables estimation under stochastic linear restrictions
    Economics Letters, 1982, 10, (3-4), 269-275
73. The interpretation of dummy variables in semilogarithmic equations: Unbiased estimation
    Economics Letters, 1982, 10, (1-2), 77-79 View citations (35)

1981

74. Choosing between Alternative Structural Equations Estimated by Instrumental Variables
    The Review of Economics and Statistics, 1981, 63, (3), 476-68
75. FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL
    Australian Journal of Agricultural Economics, 1981, 25, (1), 13 View citations (5)
    Also in Australian Journal of Agricultural and Resource Economics, 1981, 25, (1), 1-13 (1981) View citations (3)
76. Interval estimation in the calibration of certain trip distribution models
    Transportation Research Part B: Methodological, 1981, 15, (3), 203-219 View citations (1)
77. Recursions for instrumental variables estimators
    Economics Letters, 1981, 8, (3), 235-238
78. Testing for parameter stability in structural econometric relationships
    Economics Letters, 1981, 7, (4), 323-326

1980

79. The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market
    Australian Economic Papers, 1980, 19, (35), 291-300 View citations (1)

1979

80. The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators
    Journal of Econometrics, 1979, 11, (2-3), 319-334 View citations (3)

1978

81. A Comparison of Some Tests for Fourth-Order Autocorrelation
    Australian Economic Papers, 1978, 17, (31), 323-33
82. A note on urban migration in New Zealand
    Journal of Urban Economics, 1978, 5, (3), 403-408 View citations (2)
83. Fourth-order autocorrelation: Further significance points for the Wallis test
    Journal of Econometrics, 1978, 8, (2), 255-259 View citations (2)

1977

84. A Note on Wallis' Bounds Test and Negative Autocorrelation
    Econometrica, 1977, 45, (4), 1023-26 View citations (1)
85. A Note on the Minimum Error Variance Rule and the Restricted Regression Model
    International Economic Review, 1977, 18, (1), 247-51 View citations (2)

1975

86. Discriminating between autoregressive forms: A Monte Carlo comparison of Bayesian and ad hoc methods
    Journal of Econometrics, 1975, 3, (3), 229-248 View citations (1)

Chapters

1999

1. TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS
   A chapter in Messy Data, 1999, pp 203-242

Editor

1. Department Discussion Papers
   Department of Economics, University of Victoria
2. Econometrics Working Papers
   Department of Economics, University of Victoria
3. The Journal of International Trade & Economic Development
   Taylor & Francis Journals