David Giles' Recent Working Papers


2017

  • EWP1702: "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant", Ryan T. Godwin & David E. Giles (pdf).
  • EWP1703: "A Note on Improved Estimation for the Topp-Leone Distribution", David E. Giles (pdf).
  • EWP1704: "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory" (revised), Qinlu Chen & David E. Giles (pdf).

    2016

  • “On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables”, David E. Giles (pdf).
        (Published in Journal of Quantitative Economics.)

    2015

  • "The Biases of Marginal Effect Estimators in Log-Transformed Regression Models", David E. Giles (pdf).

    2014

  • EWP1402: "Risk Analysis of Three Precious Metals: An Application of Extreme Value Theory", Louisa Chen & David E. Giles (Revised version, 2015, pdf).
       

    2013

  • EWP1301: "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets", Yanan Li & David E. Giles (pdf).
        (Published in International Journal of Finance and Economics.)

    2012

  • EWP1201: "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications", David E. Giles (pdf).
        (Published in Chilean Journal of Statistics.)
  • EWP1202: "Constructing Confidence Bands for the Hodrick-Prescott Filter", David E. Giles (pdf).
        (Published in Applied Economics Letters.)
  • EWP1203: "A Note on Improved Estimation for the Topp-Leone Distribution", David E. Giles (pdf).

    2011

  • EWP1101: "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results", David E. Giles (pdf).
  • EWP1102: "Bias-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution", Jacob Schwartz & David E. Giles (pdf).
        (Published in Communications in Statistics - Theory & Methods.)
  • EWP1103: "Quantity versus Quality: What's in a (Journal) Name?", David E. Giles (pdf).
  • EWP1104: "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution", David E. Giles, Helen Feng & Ryan T. Godwin (pdf).
        (Published in Communications in Statistics - Theory & Methods.)
  • EWP1105: "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution", David E. Giles, Helen Feng & Ryan T. Godwin (pdf).
        (Published in Communications in Statistics - Theory & Methods.)
  • EWP1106: "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables", David E. Giles (pdf).
  • EWP1109: "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution", Jacob Schwartz, Ryan T. Godwin & David E. Giles (pdf).
        (Published in Journal of Statistical Computation & Simulation.)
  • EWP1110: "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values", David E. Giles & Ryan T. Godwin (pdf).
        (Published in Applied Economics Letters.)
  • EWP1111: "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions", Xiao Ling & David E. Giles (pdf).
        (Published in Communications in Statistics - Theory & Methods.)

    2010

  • "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model", Qian Chen & David E. Giles (pdf). This paper supercedes EWP0703.
        (Published in Communications in Statistics - Theory & Methods.)
  • "Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution", David E. Giles (pdf). This paper supercedes EWP0901.
        (Published in Communications in Statistics - Theory & Methods.)
  • EWP1001: "Hermite Regression Analysis of Multi-Modal Count Data", David E. Giles (pdf)
        (Published in Economics Bulletin.)
  • EWP1003: "Extreme-Value Dependence Between the Chinese and Other International Stock Markets", Qian Chen, David E. Giles & Hui Feng (pdf).
        (Published in Applied Financial Economics.)
  • EWP1004: "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model", David E. Giles (pdf).

    2009

  • EWP0902: "Bias-Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution", David E. Giles, Hui Feng & Ryan T. Godwin (pdf).
        (Published in Communications in Statistics - Theory & Methods.)
  • EWP0903: "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence", Hui Feng & David E. Giles (pdf). This paper supercedes EWP0710.
  • EWP0905: "Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China", Yang Ni, Shasha Guo & David E. Giles. (pdf).
        (Published in Applied Financial Economics.)
  • EWP0906: "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates", Qian Chen & David E. Giles (pdf).
        This paper supercedes EWP0801. (Published in Statistical Papers.)
  • EWP0907: "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates", Qian Chen & David E. Giles (pdf).
        (Published in Communications in Statistics - Theory & Methods.)
  • EWP0908: "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited", David E. Giles & Hui Feng (pdf).
  • EWP0909: "Almost Unbiased Estimators of the Poisson Regression Model", David E. Giles & Hui Feng (pdf).
        (Published in Economics Bulletin.)

    2008 & Earlier

  • See UVic Economics website - Econometrics Working Papers.

  • dgiles@uvic.ca                       D. Giles Home                    (250) 721-8540

    Last Updated: 11 August, 2017