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The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.; Giles, David E. A.; White, Kenneth J. - 1993
Persistent link: https://www.econbiz.de/10000856953
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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 - 1993
Persistent link: https://www.econbiz.de/10000859965
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The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro; Giles, David E. A.; Giles, Judith A. - 1993
Persistent link: https://www.econbiz.de/10000859966
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Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.; Giles, Judith A.; Wong, Jason - 1992
Persistent link: https://www.econbiz.de/10000835468
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Intertemporal allocation in the corn and soybeans markets with rational expectations
Giles, David E. A.; Goss, Barry A.; Chin, Olive P. - 1985
Persistent link: https://www.econbiz.de/10000731443
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An unbiased estimator of the covariance matrix of the mixed regression estimator
Giles, David E. A.; Srivastava, Virendra K. - 1989
Persistent link: https://www.econbiz.de/10000803332
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Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models
Giles, David E. A.; Saxton, Guy N. - 1990
Persistent link: https://www.econbiz.de/10000805008
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The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Giles, David E. A.; Srivastava, Virendra K. - 1990
Persistent link: https://www.econbiz.de/10000805012
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The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.; Lieberman, Offer; Giles, Judith A. - 1990
Persistent link: https://www.econbiz.de/10000805028
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Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.; Lieberman, Offer - 1991
Persistent link: https://www.econbiz.de/10000812974