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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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Prices indices : systems estimation and tests
Giles, David E. A. - 1991
Persistent link: https://www.econbiz.de/10000831014
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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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Causality, unit roots and export-led growth : the New Zealand experience
Giles, David E. A.; Giles, Judith A.; McCann, Ewen - 1992
Persistent link: https://www.econbiz.de/10000839693
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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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A regional consumer demand model for New Zealand
Giles, David E. A.; Hampton, Peter - 1985
Persistent link: https://www.econbiz.de/10000727178
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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