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On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables

Giles, David E. A. - In: Journal of quantitative economics 15 (2017) 1, pp. 15-26

Persistent link: https://www.econbiz.de/10012418247

Some consequences of including impulse-indicator dummy variables in econometric models

Giles, David E. A. - In: Journal of quantitative economics 20 (2022) 2, pp. 329-336

Persistent link: https://www.econbiz.de/10013441650

Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling

Giles, David E. A. - In: Journal of quantitative economics 19 (2021), pp. 59-77

Persistent link: https://www.econbiz.de/10013441707

Modelling the duration of interest rate spells under inflation targeting in Canada

Shih, R.; Giles, D. E. - In: Applied Economics 41 (2009) 10, pp. 1229-1239

We use survival models to analyse the duration of the spells associated with the interest rate used by the Bank of Canada as its monetary policy instrument. Both nonparametric and parametric models are estimated, allowing for right-censoring of the data, and time-varying covariates. We find that...

Persistent link: https://www.econbiz.de/10004992325

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

Our fans in the north: the demand for British Rugby League

Jones, J. C. H.; Schofield, J. A.; Giles, D. E. A. - In: Applied Economics 32 (2000) 14, pp. 1877-1887

This paper reports the results of estimating a single equation model of an attendance function for British Rugby League over the seasons 1982/83 to 1990/91. The data are panel data covering virtually every team which played in the two division league over the nine year time period. Diagnostic...

Persistent link: https://www.econbiz.de/10009205293