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Preliminary-test estimation in a dynamic linear model
Giles, David E. A.; Cunneen, Matthew C. - 1993
Persistent link: https://www.econbiz.de/10000855179
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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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The exact distribution of r 2 when the regression disturbances are autocorrelated
Carrodus, Mark L. - 1991
Persistent link: https://www.econbiz.de/10000830383
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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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Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A. - 1992
Persistent link: https://www.econbiz.de/10000835930
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Workers' compensation rates and the demand for apprentices and non-apprentices in Victoria
Sgro, Pasquale M. - 1988
Persistent link: https://www.econbiz.de/10000750743
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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