David E. A. Giles

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Person:356562

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zbMath Open giles.david-e-aMaRDI QIDQ356562

List of research outcomes

PublicationDate of PublicationType
Analytic bias correction for maximum likelihood estimators when the bias function is non-constant2022-07-01Paper
https://portal.mardi4nfdi.de/entity/Q52070882020-01-06Paper
Book review of: D. A. Harville, Linear models and the relevant distributions and matrix algebra2019-06-21Paper
Book review of: R. Koenker (ed.) et al., Handbook of quantile regression2018-08-02Paper
Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution2016-06-10Paper
Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution2016-05-25Paper
Preliminary-test estimation in mis-specified regressions2016-01-01Paper
The positive-part Stein-rule estimator and tests of linear hypotheses2016-01-01Paper
Preliminary-test estimation of the scale parameter in a mis-specified regression model2016-01-01Paper
Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions2014-06-11Paper
Instrumental variables regressions involving seasonal data2013-10-24Paper
The interpretation of dummy variables in semilogarithmic equations: unbiased estimation2013-07-26Paper
General instrumental variables estimation under stochastic linear restrictions2013-07-26Paper
On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution2013-07-04Paper
Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution2013-06-03Paper
The bias of elasticity estimators in linear regression: some analytic results2013-01-09Paper
Testing for a Santa Claus effect in growth cycles2013-01-02Paper
Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates2012-09-20Paper
Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution2012-08-02Paper
A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model2012-06-08Paper
Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates2011-06-17Paper
Modelling the financial risk associated with U.S. Movie box office earnings2009-08-19Paper
General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic2009-05-12Paper
Spurious Regressions with Time-Series Data: Further Asymptotic Results2007-07-23Paper
An Empirical Likelihood Ratio Test for Normality2007-06-28Paper
A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC2003-01-08Paper
A fuzzy logic approach to modelling the New Zealand underground economy2002-09-03Paper
The exact risks of some pre-test and stein-type regression estimators umder balanced loss1998-02-17Paper
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function1997-09-17Paper
Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing1997-09-04Paper
Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss1996-09-05Paper
Preliminary-test estimation in a dynamic linear model1994-07-03Paper
https://portal.mardi4nfdi.de/entity/Q52874561994-01-31Paper
Pre-test estimation in regression under absolute error loss1994-01-23Paper
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric1994-01-20Paper
Bounds on the effect of heteroscedasticity on the chow test for structural change1994-01-20Paper
Testing for ARCH-GARCH errors in a mis-specified regression1993-10-07Paper
https://portal.mardi4nfdi.de/entity/Q40406941993-06-05Paper
The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test1993-05-16Paper
Some consequences of using the Chow tests in the context of autocorrelated disturbances1993-04-01Paper
The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated1992-10-05Paper
The power of the Durbin-Watson test when the errors are heteroscedastic1991-01-01Paper
Estimating the error variance in regression after a preliminary test of restrictions on the coefficients1987-01-01Paper
EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36677891982-01-01Paper
The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators1979-01-01Paper
Fourth-order autocorrelation: Further significance points for the Wallis test1978-01-01Paper
A Note on Wallis' Bounds Test and Negative Autocorrelation1977-01-01Paper
Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods1975-01-01Paper

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