Journal Articles
Giles, D. E. A., 2024, "Improved Maximum Likelihood Estimation for the Akash Distribution", forthcoming in Journal of Econometrics and Statistics
Giles, D. E. A., 2024, "New Goodness-of-Fit Tests for the Kumaraswamy Distribution”, Stats, 7, 373-391
Giles, D. E. A., 2024, "The Performance of the Maximum Likelihood Estimator for the Bell Distribution for Count Data", Journal of Modern Applied Statistical Methods, 23(2), article 3
Giles, D. E. A., 2022, "Unbiased Estimation of the Standard Deviation for Non-Normal Populations”, WSEAS Transactions on Mathematics, 21, 119-121
Giles, D. E. A., 2022, “Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models”, Journal of Quantitative Economics, 20, 329-336
Giles, D. E. A., 2021, “Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling”, Journal of Quantitative Economics, 19, 59-77
Godwin, R. T. & D. E. A. Giles, 2019, “Improved Analytic Bias Correction for Maximum Likelihood Estimators”, Communications in Statistics – Simulation and Computation, 48, 15-26
Giles, D. E. A., 2017, “On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables”, Journal of Quantitative Economics, 15, 15-26
Giles, D. E. A., H. Feng & R. T. Godwin, 2016, “Bias-Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution”, Communications in Statistics – Theory and Methods, 45, 2465-2483
Schwartz, J. & D. E. A. Giles, 2016, “Bias-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution”, Communications in Statistics – Theory and Methods, 45, 465-478
Li, Y. & D. E. A. Giles, 2015, “Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets”, International Journal of Finance and Economics, 20, 155-177
Xiao, L. & D. E. A. Giles, 2014, “Bias Reduction for the Maximum Likelihood Estimator of the Generalized Rayleigh Family of Distributions”, Communications in Statistics – Theory and Methods, 43, 1778-1792
Schwartz, J., R. T. Godwin & D. E. A. Giles, 2013, “Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution”, Journal of Statistical Computation and Simulation, 83, 434-445
Giles, D. E. A., 2013, “Constructing Confidence Bands for the Hodrick-Prescott Filter”, Applied Economics Letters, 20, 480-484
Giles, D. E. A., 2013, “Exact Asymptotic Goodness-of-Fit Testing for Discrete Circular Data, With Applications”, Chilean Journal of Statistics, 4, 19-34
Giles, D. E. A., H. Feng & R. T. Godwin, 2013, “On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution”, Communications in Statistics – Theory and Methods, 42, 1934-1950
Chen, Q. & D. E. A. Giles, 2012, “Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model with Random Covariates”, Statistical Papers, 53, 409-426
Giles, D. E. A. & R. T. Godwin, 2012, “Testing for Multivariate Cointegration in the Presence of Structural Breaks: p Values and Critical Values”, Applied Economics Letters, 19, 1561-1565
Chen, Q., D. E. A. Giles & H. Feng, 2012, “The Extreme Dependence Between Chinese and Other International Stock Markets”, Applied Financial Economics, 22, 1147-1160
Giles, D. E. A., 2012, “Bias Reduction for the Maximum Likelihood Estimator of the Parameters in the Half-Logistic Distribution”, Communications in Statistics – Theory & Methods, 41, 212-222
Giles, D. E. A. & H. Feng, 2011, “Reducing the Bias of the Maximum Likelihood Estimator for the Poisson Regression Model”, Economics Bulletin, 31 (4), 2933-294
Chen, Q. & D. E. A. Giles, 2011, “A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model”, Communications in Statistics - Theory & Methods, 40, 3903-3916
Xie, Y. & D. E. A. Giles, 2011, “A Survival Analysis of the Approval of U.S. Patent Applications”, Applied Economics, 43, 1375-1384
Chen, Q. & D. E. A. Giles, 2011, “Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model with Random Covariates”, Communications in Statistics - Theory & Methods, 40, 1000-1014
Giles, D. E. A., 2010, “Hermite Regression Analysis of Multi-Modal Count Data”, Economics Bulletin, 30, 2936-2945
Ni, Y., S. Guo & D. E. A. Giles, 2010, “Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China”, Applied Financial Economics, 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. & D. E. Giles, 2010, “Extreme Value Analysis of Canadian Daily Crude Oil Prices”, Applied Financial Economics, 20, 941-954
Bi, G. & 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. & 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. & D. E. A. Giles, 2008, “Income Convergence and Trade Openness: Fuzzy Clustering and Time Series Evidence”, International Trade Journal, XXII, 115-155
Chen, Q. & D. E. A. Giles, 2008, “General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic”, Communications in Statistics, B, 37, 789-804
Dong, L. B. & 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, Q. & 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. & 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, 68-7
Shen, K. and D. E. A. Giles, 2006, “Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance”, Applied Economics, 38, 587-592
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. & H. Feng, 2005, “Output and Well-Being in Industrialized Nations in the Second Half of the 20th Century: Testing for Convergence Using Fuzzy Clustering Analysis”, Structural Change & Economic Dynamics, 16, 285-308
Reinhardt, F. S. & D. E. A. Giles, 2001, “Are Cigarette Bans Really Good Economic Policy?”, Applied Economics, 33, 1365-1368
Giles, D. E. A., G. T. Werkneh & B. J. Johnson, 2001, “Asymmetric Responses of the Underground Economy to Tax Changes: Evidence from New Zealand Data”, Economic Record, 77, 148-159
Jones, J. C. H., J. A. Schofield & D. E. A. Giles, 2000, “Our Fans in the North: The Demand for British Rugby League”, Applied Economics, 32, 1877-1887
DeBenedictis, L. F. & D. E. A. Giles, 1999, “Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances”, Journal of Quantitative Economics, 15, 67-75
Giles, D. E. A., 1999, “Modelling the Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis”, Empirical Economics, 24, 621-640
Giles, D. E. A., 1999, “Measuring the Hidden Economy: Implications for Econometric Modelling”, Economic Journal, 109, F370-F380 (Reprinted in F. Schneider (ed.), The Economics of the Hidden Economy, Edward Elgar, Cheltenham, 2008)
Giles, D. E. A., 1999, “The Rise and Fall of the New Zealand Underground Economy: Are the Responses Symmetric?”, Applied Economics Letters, 6, 185-189
Jacobsen, P. W. F. & D. E. A. Giles, 1998, “Income Distribution in the United States: Kuznets’ Inverted U Hypothesis and Data Non-Stationarity”, Journal of International Trade & Economic Development, 7, 405-423
Giles, D. E. A., 1997, “Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand”, Economic Record, 72, 225-232
Giles, D. E. A. & A. S. Keil, 1997, “Applying the RESET Test in Allocation Models: A Cautionary Note”, Applied Economics Letters, 4, 359-363
Giles, D. E. A., 1997, “The Hidden Economy and Tax-Evasion Prosecutions in New Zealand”, Applied Economics Letters, 4, 281-285
Ohtani, K., D. E. A. Giles & J. A. Giles, 1997, “The Exact Risk Performance of a Pre-Test Estimator in a Heteroscedastic Linear Regression Model Under the Balanced Loss Function”, Econometric Reviews, 16, 119-130
Giles, D. E. A., 1997, “Causality Between the Measured and Underground Economies in New Zealand”, Applied Economics Letters, 4, 63-67
Giles, J. A., D. E. A. Giles & K. Ohtani, 1996, “The Exact Risks of Some Pre-Test and Stein-Type Estimators Under Balanced Loss”, Communications in Statistics, A, 25, 2901-2924
Ohtani, K. & D. E. A. Giles, 1996, “On the Estimation of Regression ‘Goodness of Fit’ Under Absolute Error Loss”, Journal of Quantitative Economics, 12, 17-26
Giles, J.A. & D.E.A. Giles, 1996, “Risk of a Pre-Test Estimator of the Regression Scale Under LINEX Loss”, Journal of Statistical Planning and Inference, 50, 21-35
Sullivan, M. J. & D. E. A. Giles, 1995, “The Robustness of ARCH/GARCH Tests to First-Order Autocorrelation”, Journal of Quantitative Economics, 11, 35-61
Mandeno, R. J. & D. E. A. Giles, 1995, “The Expectations Theory of the Term Structure: A Cointegration / Causality Analysis of U.S. Interest Rate Data”, Applied Financial Economics, 5, 273-283
Dods, J. L. & D. E. A. Giles, 1995, “Alternative Strategies for ‘Augmenting’ the Dickey-Fuller Test: Size Robustness in the Face of Pre-Testing”, Journal of Statistical Computation and Simulation, 53, 243-258
Giles, D. E. A. & E. McCann, 1994, “Price Indices: Systems Estimation and Tests”, Journal of Quantitative Economics, 10, 219-225
Small, J. P., D. E. A. Giles & K. J. White, 1994, “The Exact Powers of Some Autocorrelation Tests When Relevant Regressors Are Omitted”, Journal of Statistical Computation and Simulation, 50, 45-57
Giles, D. E. A. & M. C. Cunneen, 1994, “Preliminary-Test Estimation in a Dynamic Linear Model”, Economics Letters, 44, 21-26
Giles, D. E. A., 1993, “Pre-Test Estimation in Regression Under Absolute Error Loss”, Economics Letters, 41, 339-343
Giles, J. A. & D. E. A. Giles, 1993, “Preliminary-Test Estimation of the Regression Scale Parameter When the Loss Function is Asymmetric”, Communications in Statistics: Theory and Methods, 22, 1709-1734
Giles, D. E. A. & G. N. Saxton, 1993, “The Goldfeld-Quandt Test: A Reappraisal of the ‘One Third’ Rule”, Journal of Quantitative Economics, 9, 111-122
Giles, D. E. A., J. A. Giles & J. K. Wong, 1993, “Testing for ARCH-GARCH Errors in a Mis-Specified Regression”, Computational Statistics, 8, 109-126
Giles, D. E. A. & O. Lieberman, 1993, “Bounds on the Effect of Heteroscedasticity on the Chow Test for Structural Change”, Communications in Statistics: Theory and Methods, 22, 687-703
Giles, J. A. & D. E. A. Giles, 1993, “Pre-Test Estimation and Testing in Econometrics: Recent Developments”, Journal of Economic Surveys, 7, 145-197
Giles, D. E. A. & V. K. Srivastava, 1993, “The Exact Distribution of a Least Squares Regression Coefficient Estimator After a Preliminary t-Test”, Statistics and Probability Letters, 16, 59-64
Giles, D. E. A., O. Lieberman & J. A. Giles, 1992, “The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-Specified Regression Model”, Journal of the American Statistical Association, 87, 1153-1157
Giles, D. E. A., J. A. Giles & E. McCann, 1992, “Causality, Unit Roots and Export-Led Growth: The New Zealand Experience”, Journal of International Trade and Economic Development, 1, 195-218
Browning, K. & D. E. A. Giles, 1992, “Provisional Data and the Rational Prediction of Economic Time-Series”, Journal of Quantitative Economics, 8, 359-367
Carrodus, M. L. & D. E. A. Giles, 1992, “The Exact Distribution of R2 When the Regression Disturbances are Autocorrelated”, Economics Letters, 38, 375-380
Giles, D. E. A. & O. Lieberman, 1992, “Some Properties of the Durbin-Watson Test After a Preliminary t-Test”, Journal of Statistical Computation and Simulation, 41, 219-227
Giles, D. E. A. & M. Scott, 1992, “Some Consequences of Using the Chow Test in the Context of Autocorrelated Disturbances”, Economics Letters, 38, 145-150
Srivastava, V. K. & D. E. A. Giles, 1991, “Unbiased Estimation of the Mean Squared Error of the Feasible Generalised Ridge Regression Estimator”, Communications in Statistics: Theory and Methods, 20, 2375-2386
Srivastava, V. K. & D. E. A. Giles, 1991, “Asymptotic Properties of the OLS Estimator in Simultaneous Equations Models”, Journal of Quantitative Economics, 7, 273-276
Giles, D. E. A. & J. P. Small, 1991, “The Power of the Durbin-Watson Test When the Errors are Heteroscedastic”, Economics Letters, 36, 37-41
Giles, D. E. A. & V. K. Srivastava, 1991, “An Unbiased Estimator of the Covariance Matrix of the Mixed Regression Estimator”, Journal of the American Statistical Association, 86, 441-446
Giles, D. E. A., 1991, “Some Recent Developments in Econometrics: Lessons for Applied Economists”, in K. W. Clements, R. G. Gregory & T. Takayama (eds.), International Economics Postgraduate Research Conference Volume (Supplement to Economic Record), 3-19
Giles, D. E. A., 1989, “Coefficient Sign Changes When Restricting Regression Models Under Instrumental Variables Estimation”, Oxford Bulletin of Economics and Statistics, 51, 465-467
McCann, E. & D. E. A. Giles, 1989, “Divisia Monetary Aggregates and the Real User Cost of Money”, Journal of Quantitative Economics, 5, 127-141
Giles, D. E. A. and J. A. Clarke, 1989, “Preliminary-Test Estimation of the Scale Parameter in a Mis-Specified Regression Model”, Economics Letters, 30, 201-205
Giles, D. E. A., 1988, “The Estimation of Allocation Models with Autocorrelated Disturbances”, Economics Letters, 28, 147-150
Ullah, A. & D. E. A. Giles, 1988, “The Positive-Part Stein-Rule Estimator and Tests of Linear Hypotheses”, Economics Letters, 26, 49-51
Dissanayake, M. & D. E. A. Giles, 1988, “Household Expenditure in Sri Lanka: An Engel Curve Analysis”, Journal of Quantitative Economics, 4, 133-156
Hampton, P. & D. E. A. Giles, 1988, “Urban Expenditure Patterns in New Zealand”, Regional Studies, 1988, 22, 49-54
Clarke, J. A., D. E. A. Giles & T. D. Wallace, 1987, “Preliminary-Test Estimation of the Error Variance in Linear Regression”, Econometric Theory, 3, 299-304
Giles, D. E. A. & P. Hampton, 1987, “A Regional Consumer Demand Model for New Zealand”, Journal of Regional Science, 27, 103-118
Clarke, J. A., D. E. A. Giles & T. D. Wallace, 1987, “Estimating the Error Variance in Regression After a Preliminary Test of Restrictions on the Coefficients”, Journal of Econometrics, 34, 293-304
Giles, D. E. A., 1986, “Preliminary Test Estimation in Mis-Specified Regressions”, Economics Letters, 21, 325-328
Giles, D. E. A., 1986, “Missing Measurements and Estimator Inefficiency in Linear Regression: A Generalization”, Journal of Quantitative Economics, 2, 87-91
Giles, D. E. A., B. A. Goss & O. P. L. Chin, 1985, “Intertemporal Allocation in the Corn and Soybeans Market With Rational Expectations”, American Journal of Agricultural Economics, 67, 749-760
Giles, D. E. A. & P. Hampton, 1985, “An Engel Curve Analysis of Household Expenditure in New Zealand”, Economic Record, 61, 450-462
Giles, D. E. A., 1985, “A Note on Regression with Extraneous Information”, Journal of Quantitative Economics, 1, 151-159
Hillier, G. H. & D. E. A. Giles, 1984, “Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice”, Australian Economic Papers, 23, 179-196
Giles, D. E. A. & P. Hampton, 1984, “Regional Production Relationships During the Industrialization of New Zealand, 1935-1948”, Journal of Regional Science, 24, 519-533
Srivastava, V. K. & D. E. A. Giles, 1984, “A Pre-Test General Ridge Regression Estimator: Exact Finite-Sample Properties”, Australian Journal of Statistics, 26, 323-336
King, M. L. & D. E. A. Giles, 1984, “Autocorrelation Pre-Testing in the Linear Model: Estimation, Testing and Prediction”, Journal of Econometrics, 25, 35-48
Giles, D. E. A., 1984, “Instrumental Variables Regressions Involving Seasonal Data”, Economics Letters, 14, 339-343
Giles, D. E. A. & P. Hampton, 1983, “Urban Migration in New Zealand: Dummy Variable Interpretations”, Journal of Urban Economics, 14, 124-125
Giles, D. E. A., 1982, “General Instrumental Variables Estimation Under Stochastic Linear Restrictions”, Economics Letters, 10, 269-275
Giles, D. E. A., 1982, “Instrumental Variables Estimation with Linear Restrictions”, Sankhyā: The Indian Journal of Statistics, B, 44, 343-350
Giles, D. E. A., 1982, “The Interpretation of Dummy Variables in Semilogarithmic Equations: Unbiased Estimation”, Economics Letters, 10, 77-79
Goss, B. A. & D. E. A. Giles, 1982, “La Previsione del Prezzo dell'oro” (“Forecasting the Price of Gold”), L'Industria: Rivista di Economia e Politica Industriale, III, 411-430
Giles, D. E. A., 1981, “Recursions for Instrumental Variables Estimators”, Economics Letters, 8, 235-238
Giles, D. E. A., 1981, “Testing for Parameter Stability in Structural Relationships”, Economics Letters, 7, 323-326
Giles, D. E. A. & C. K. Low, 1981, “Choosing Between Alternative Structural Equations Estimated by Instrumental Variables”, Review of Economics and Statistics, LXIII, 476-478
Giles, D. E. A. & P. Hampton, 1981, “Interval Estimation in the Calibration of Certain Trip Distribution Models”, Transportation Research, B, 15, 203-219
Giles, D. E. A. & B. A. Goss, 1981, “Futures Prices as Forecasts of Spot Prices in the Australian Wool and Beef Cattle Markets”, Australian Journal of Agricultural Economics, 2, 1-13
Giles, D. E. A. & B. A. Goss, 1980, “The Predictive Quality of Futures Prices with an Application to the Sydney Wool Futures Market”, Australian Economic Papers, 19, 291-300
Giles, D. E. A. & A. C. Rayner, 1979, “Forecasting from Restricted and Unrestricted Reduced Forms with Undersized Samples”, New Zealand Economic Papers, 13, 36-55
Giles, D. E. A. & B. M. Sturmfels, 1979, “Choosing Between Rank-Deficient Restricted Models”, New Zealand Economic Papers, 13, 202-210
Giles, D. E. A. & A. C. Rayner, 1979, “The Mean Squared Errors of the Maximum Likelihood and Natural Conjugate Bayes Regression Estimators”, Journal of Econometrics, 11, 319-334
Giles, D. E. A., 1978, “A Comment on the Application of the R2 Rule for Model Selection”, New Zealand Statistician, 13, 21-23
Giles, D. E. A., R. G. Smith & B. D. Wilkinson, 1978, “Some Relationships Between Monetary Aggregates and Domestic Activity in New Zealand”, New Zealand Economic Papers, 12, 76-95
Giles, D. E. A. & M. L. King, 1978, “Fourth Order Autocorrelation: Further Significance Points for the Wallis Test”, Journal of Econometrics, 8, 255-259
Giles, D. E. A. & P. Hampton, 1978, “A Note on Urban Migration in New Zealand”, Journal of Urban Economics, 5, 403-408
King, M. L. & D. E. A. Giles, 1978, “A Comparison of Some Tests for Fourth-Order Autocorrelation”, Australian Economic Papers, 17, 323-333
Giles, D. E. A. G. H. T. Morgan, 1977, “Alternative Estimates of a Large New Zealand Econometric Model”, New Zealand Economic Papers, 11, 52-67
Giles, D. E. A., 1977, “Current Payments for New Zealand’s Imports: A Bayesian Analysis”, Applied Economics, 9, 185-201
Giles, D. E. A. & R. G. Smith, 1977, “A Note on the Minimum Error Variance Rule and the Restricted Regression Model”, International Economic Review, 18, 247-251
King, M. L. & D. E. A. Giles, 1977, “A Note on Wallis' Bounds Test and Negative Autocorrelation”, Econometrica, 45, 1023-1026
Giles, D. E. A., P. Hampton & D. Craig, 1976, “A Note on Distance, Preferences and New Zealand's Trading Patterns”, New Zealand Economic Papers, 10, 187-196
Hampton, P. & D. E. A. Giles, 1976, “Growth Centres, City Size and Urban Migration in New Zealand”, Annals of Regional Science, 10, 41-44
Giles, D. E. A., 1975, “Sensitivity Analysis of a New Zealand Econometric Model”, New Zealand Economic Papers, 9, 159-180
Giles, D. E. A., 1975, “Discriminating Between Autoregressive Forms: A Monte Carlo Comparison of Bayesian and Ad Hoc Methods”, Journal of Econometrics, 3, 229-248
Giles, D. E. A., 1975, “A Polynomial Approximation for Distributed Lags”, New Zealand Statistician, 10, 22-26
Giles, D. E. A., 1974, “The Almon Estimator and Serially Correlated Disturbances”, New Zealand Economic Papers, 8, 138-150
