Bio

David Giles joined UVic as professor of economics in 1994. He holds a B.Sc. (double major in pure mathematics and mathematical statistics), M.Comm. (Hons. I in economics), and a Ph.D. in econometrics, from the University of Canterbury, New Zealand. After a short period with the Reserve Bank of New Zealand’s research section, he held positions at Monash University (Australia) from 1977 to 1986, including professor of econometrics and Chair of the Department of Econometrics & Operations Research. He was subsequently professor of economics at the University of Canterbury for eight years from 1986 until his appointment at UVic.

Dr. Giles’s research interests span a number of areas of econometric theory and statistics. His research has been published in numerous peer-reviewed journals, including Econometrica, Journal of Econometrics, Econometric Theory, Review of Economics & Statistics, International Economic Review, Oxford Bulletin of Economics & Statistics, Econometric Reviews, Journal of the American Statistical Association, Journal of Statistical Inference & Planning, Communications in Statistics, and Journal of Statistical Computation & Simulation. He has co-authored two books, and edited/co-edited four more. Dr. Giles has supervised a dozen Ph.D. students, and approximately 50 Masters students and 20 Honours students during his career.

In addition to the editorial duties listed below, Dr. Giles was a foundation member of the editorial board of Econometric Theory, and served as an associate editor of Journal of Econometrics for nine years.

• Nth. American Editor, Journal of International Trade & Economic Development
• Associate Editor, Communications in Statistics
• Editorial Board Member, Statistical Papers
• Associate Editor, Journal of Quantitative Economics
• Associate Editor, Indian Growth & Development Review
• Editorial Board Member, Economics Research International
• Editorial Board Member, Arthaniti
• Editorial Board Member, Journal of Economic Theory & Social Development
• Editorial Advisor, Chapman & Hall/CRC, Statistics: A Series of Textbooks & Monographs

Publications

Selected Publications (for complete list, see Dr. Giles' Website):

Refereed Books:

• Ullah, A. and D.E.A. Giles (eds.), 2010, Handbook of Empirical Economics and Finance (Chapman & Hall/CRC, Boca Raton FL), pp. xix+512
• Giles, D.E.A. (ed.), 2003, Computer-Aided Econometrics (Marcel Dekker, New York), pp. xxv + 507
  
• Giles, D.E.A. and L.M. Tedds, 2002, Taxes and the Canadian Underground Economy (Canadian Tax Foundation, Toronto), pp. xiv+270
• Ullah, A. and D.E.A. Giles (eds.), 1998, Handbook of Applied Economic Statistics (Marcel Dekker, New York), pp. xi + 625
  
• King, M.L. and D.E.A. Giles (eds.), 1987, Specification Analysis in the Linear Model (Essays in Honour of Donald Cochrane) (Routledge and Kegan-Paul, London), pp. ix + 358
  
• Srivastava, V.K. and D.E.A. Giles, 1987, Seemingly Unrelated Regression Equations Models: Estimation and Inference (Marcel Dekker, New York), pp.xii + 374

Refereed Book Chapters:

• Giles, D.E.A. and R. Draeseke, 2003, “Econometric Modelling Using Pattern Recognition via the Fuzzy c Means Algorithm”, in D.E.A. Giles (ed.), Computer-Aided Econometrics (Marcel Dekker, New York), 407-450
  
• Feltham, S.G. and D.E.A. Giles, 2003, “Testing for Unit Roots in Semi-Annual Data”, in D.E.A. Giles (ed.), Computer-Aided Econometrics (Marcel Dekker, New York), 175-208
  
• Giles, D.E.A., 2002, “Preliminary Test and Bayes Estimation of a Location Parameter Under ‘Reflected Normal’ Loss”, in A. Ullah, A. Wan and A. Chaturvedi (eds.), Handbook of Applied Econometrics and Statistical Inference (Marcel Dekker, New York), 287-303
  
• Caragata, P.J. and D.E.A. Giles, 2000, “Simulating the Relationship Between the Hidden Economy and the Tax Size and Tax Mix in New Zealand”, in G.W. Scully and P.J. Caragata (eds.), Taxation and the Limits of Government (Kluwer, Boston), 221-240
  
• Giles, D.E.A., 2000, “Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence From Audit Records”, in G.W. Scully and P.J. Caragata (eds.), Taxation and the Limits of Government (Kluwer, Boston), 243-269
  
• Giles, D.E.A., 2000, “Modelling the Hidden Economy and the Tax-Gap in New Zealand”, reprinted in G.W. Scully and P.J. Caragata (eds.), Taxation and the Limits of Government (Kluwer, Boston), 195-219
  
• Giles, D.E.A., 2000, “Modelling the Hidden Economy and the Tax-Gap in New Zealand”, reprinted in R. Boadway and B. Raj (eds.), Advances in Public Economics (Phyisica-Verlag, Heidelberg), 71-90

Refereed Journal Articles

• Xiao, L. and D.E.A. Giles, “Bias Reduction for the Maximum Likelihood Estimator of the Generalized Rayleigh Family of Distributions”, Communications in Statistics – Theory and Methods, 2012, to appear.
• Giles, D.E.A., “Bias Reduction for the Maximum Likelihood Estimator of the Parameters in the Half-Logistic Distribution”, Communications in Statistics – Theory & Methods, 2012, 41, 212-222
• Giles, D.E.A. & R.T. Godwin, "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values", Applied Economics Letters, 2012, 19, 1561-1565.
• Giles, D.E.A. & H. Feng, "Reducing the Bias of the Maximum Likelihood Estimator for the Poisson Regression Model", Economics Bulletin, 2011, 31(4), 2933-2943.
• Chen, Q. D. E. A. Giles and H. Feng, "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets", Applied Financial Economics, 2012, 22, 1147-1160.
• Schwartz, J., R.T. Godwin & D.E.A. Giles, “Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution”, forthcoming in Journal of Statistical Computation and Simulation
• Giles, D. E., H. Feng & R. T. Godwin, “On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution”, forthcoming in Communications in Statistics – Theory and Methods
• Giles, D.E.A., “Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution”, forthcoming in Communications in Statistics – Theory & Methods
  
• Chen, Q. & D.E.A. Giles, “Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates”, forthcoming in Statistical Papers
  
• Chen, Q. & D.E.A. Giles, “A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model”, Communications in Statistics - Theory & Methods, 2011, 40, 3903-3916.
  
• Chen, Q. & D. E. Giles, “Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates”, Communications in Statistics - Theory & Methods, 2011, 40, 1000-1014
  
• Xie, Y. & D.E.A. Giles, “A Survival Analysis of the Approval of U.S. Patent Applications”, Applied Economics, 2011, 43, 1375-1384
• Giles, D. E. A., "Hermite Regression Analysis of Multi-modal Count Data", Economics Bulletin, 2010, 30, 2936-2945
• Ni, Y., S. Guo & D.E.A. Giles, “Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China”, Applied Financial Economics, 2010, 20, 1531-1545
• Lu, F. & D.E.A. Giles, 2010, “Benford’s Law and Psychological Barriers in certain eBay Auctions”, Applied Economics Letters, 17, 1005-1008
  
• Ren, F. and D.E. Giles, 2010 “Extreme Value Analysis of Canadian Daily Crude Oil Prices”, Applied Financial Economics, 20, 941-954
  
• Bi, G. and D.E.A. Giles, 2009, “Modelling the Financial Risk Associated With U.S. Movie Box Office Earnings”, Mathematics and Computers in Simulation, 79, 2759-2766
  
• Shih, R. and D.E.A. Giles, 2009, “Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada”, Applied Economics, 41, 1229-1239
  
• Giles, D.E.A., 2008, “Some Properties of Absolute Returns as a Proxy for Volatility”, Applied Financial Economics Letters, 4, 347-350
  
• Stroomer, C.N. and D.E.A. Giles, 2008, “Income Convergence and Trade Openness: Fuzzy Clustering and Time Series Evidence”, International Trade Journal, XXII, 115-155.
  
• Chen, Q. and D.E.A. Giles, 2008, “General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic”, Communications in Statistics, B, 37, 789-804
  
• Dong, Laura Bin and D.E.A. Giles, 2007, “An Empirical Likelihood Ratio Test for Normality”, Communications in Statistics B, 36, 197-215
  
• Giles, D.E.A., 2007, “Increasing Returns to Information in the U.S. Popular Music Industry”, Applied Economics Letters, 14, 327-331
  
• Giles, D.E.A., 2007, “Survival of the Hippest: Life at the Top of the Hot 100”, Applied Economics, 39, 1877-1887
  
• Giles, D.E.A., 2007, “Benford’s Law and Naturally Occurring Prices in Certain eBay Auctions”, Applied Economics Letters, 14, 157-161
  
• Chen, Qian and D.E.A. Giles, 2007, “The Bias of Elasticity Estimators in Linear Regression: Some Analytic Results”, Economics Letters, 94, 185-191
  
• Giles, D.E.A., 2007, “Spurious Regressions With Time-Series Data: Further Asymptotic Results”, Communications in Statistics A, 36, 967-979
  
• Giles, D.E.A. and C.N. Stroomer, 2006, “Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence”, Empirical Economics, 31, 883-903
  
• Giles, D.E.A., 2006, “Superstardom in the U.S. Popular Music Industry Revisited”, Economics Letters, 92, 68-74
  
• Shen, Kaili and D.E.A. Giles, 2006, “Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance”, Applied Economics, 38, 587-592 5
  
• Giles, D.E.A., 2005, “Testing For a Santa Claus Effect in Growth Cycles”, Economics Letters, 87, 421-426
  
• Giles, D.E.A., 2005, “Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992”, Journal of International Trade & Economic Development, 14, 93-114
  
• Giles, D.E.A. and Hui Feng, 2005, “Testing for Convergence in Output and in ‘Well-Being’ in Industrialized Countries”, Structural Change & Economic Dynamics, 16, 285-308

Courses

ECON 246, Statistical Inference

ECON 545, Econometric Analysis

ECON 546, Themes in Econometrics

ECON 547, Time-Series Econometrics

ECON 575, Advanced Topics in Econometrics

Research Projects

Current Research: