David Giles' Recent Working Papers
2021
“Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling”, (revised) 2021, David E. Giles (pdf); (Supplementary Material).
"Unbiased Estimation of the Standard Deviation for Non-Normal Populations”, 2021, David E. Giles (pdf).
“On the Estimation of the Topp-Leone Distribution”, 2021, David E. Giles (pdf).
2020
“Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models”, 2020, David E. Giles (pdf).
2017
EWP1702: "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant", Ryan T. Godwin & David E. Giles (pdf).
(Published in Communications in Statistics - Theory & Methods.)
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.
Last Updated: 24 February, 2021