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Testing for asymmetry in the measured and underground business cycles in New Zealand
Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168488
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Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.; Giles, David E. A. - 1998
Persistent link: https://www.econbiz.de/10000997817
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The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970178
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On the estimation of regression "goodness of fit" under absolute error loss
Ohtani, Kazuhiro; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970203
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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401
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The hidden economy and tax-evasion prosecutions in New Zealand
Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168403
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.; Giles, David E. A.; Ohtani, Kazuhiro - 1996
Persistent link: https://www.econbiz.de/10000168487
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Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.; Keil, Andrea S. - 1996
Persistent link: https://www.econbiz.de/10000998492
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Alternative strategies for "augmenting" the Dickey-Fuller test : size-robustness in the face of pre-testing
Dods, Johannah L.; Giles, David E. A. - 1994
Persistent link: https://www.econbiz.de/10000970179