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Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David; Scott, Murray - In: Economics Letters 38 (1992) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10005159049
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Superstardom in the US popular music industry revisited
Giles, David E. - In: Economics Letters 92 (2006) 1, pp. 68-74
Persistent link: https://www.econbiz.de/10005296421
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The bias of elasticity estimators in linear regression: Some analytic results
Qian, Chen; Giles, David E. - In: Economics Letters 94 (2007) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10005355958
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Testing for a Santa Claus effect in growth cycles
Giles, David E. - In: Economics Letters 87 (2005) 3, pp. 421-426
Persistent link: https://www.econbiz.de/10005257720
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The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.; Giles, David E. A. - In: Economics Letters 38 (1992) 4, pp. 375-380
Persistent link: https://www.econbiz.de/10005296413
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The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman; Giles, David E. A. - In: Economics Letters 26 (1988) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10005297051
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The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.; Small, John P. - In: Economics Letters 36 (1991) 1, pp. 37-41
Persistent link: https://www.econbiz.de/10005307321
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General instrumental variables estimation under stochastic linear restrictions
Giles, David E. A. - In: Economics Letters 10 (1982) 3-4, pp. 269-275
Persistent link: https://www.econbiz.de/10005307432
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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/10005362270
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The estimation of allocation models with autocorrelated disturbances
Giles, David E. A. - In: Economics Letters 28 (1988) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10005355530