Printed from https://ideas.repec.org/s/vic/vicewp.html
Content
2019
- 1901 Suits' Watermelon Model: The Missing Simultaneous Equations Empirical Application
by Kenneth G. Stewart
2017
- 1704 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
by David E. Giles & Qinlu Chen - 1703 A Note on Improved Estimation for the Topp-Leone Distribution
by David E. Giles - 1702 Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant
by Ryan T. Godwin & David E. Giles - 1701 Model Averaging OLS and 2SLS: An Application of the WALS Procedure
by Judith Anne Clarke
2014
- 1403 Factor substitution, factor-augmenting technical progress, and trending factor shares: the Canadian evidence
by Kenneth G. Stewart & Jiang Li - 1402 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
by David E. Giles & Qinlu Chen - 1401 On Variance Estimation for a Gini Coefficient Estimator Obtained from Complex Survey Data
by Judith A. Clarke & Ahmed A. Hoque
2013
- 1301 Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
by David E. Giles & Yanan Li
2012
- 1204 Health and Wealth: Short Panel Granger Causality Tests for Developing Countries
by Judith A. Clarke & Nilanjana Roy & Weichun Chen - 1203 A Note on Improved Estimation for the Topp-Leone Distribution
by David E. Giles - 1202 Constructing Confidence Bands for the Hodrick-Prescott Filter
by David E. Giles - 1201 Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
by David E. Giles
2011
- 1111 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
by David E. Giles & Xiao Ling - 1110 Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
by David E. Giles & Ryan T. Godwin - 1109 Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution
by Jacob Schwartz & Ryan T. Godwin & David E. Giles - 1107 The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference
by Kenneth G. Stewart - 1106 On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
by David E. Giles - 1105 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
by David E. Giles & Hui Feng & Ryan T. Godwin - 1104 On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
by David E. Giles & Hui Feng & Ryan T. Godwin - 1103 Quantity versus Quality: What’s in a (Journal) Name?
by David E. Giles - 1102 Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution
by Jacob Schwartz & David E. Giles - 1101 Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results
by David E. Giles
2010
- 1004 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
by David E. Giles - 1003 The Extreme-Value Dependence Between the Chinese and Other International Stock Markets
by David E. Giles - 1002 On Statistical Inference for Inequality Measures Calculated from Complex Survey Data
by Judith A. Clarke & Nilanjana Roy - 1001 Hermite Regression Analysis of Multi-Modal Count Data
by David E. Giles
2009
- 0909 Almost Unbiased Estimation of the Poisson Regression Model
by David E. Giles & Hui Feng - 0908 Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited
by David E. Giles & Hui Feng - 0907 Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates
by Qian Chen & David E. Giles - 0906 Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates
by Qian Chen & David E. Giles - 0905 Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China
by Yang Ni & Shasha Guo & David E. Giles - 0904 On Statistical Inference for Inequality Measures Calculated from Complex Survey Data
by Judith A. Clarke & Nilanjana Roy - 0903 Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
by Hui Feng & David E. Giles - 0902 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
by David E. Giles & Hui Feng - 0901 Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution
by David E. Giles
2008
- 0802 Competition Within a Cartel: Correction
by Scott A. Brave & Donald G. Ferguson & Kenneth G. Stewart - 0801 Finite-Sample Moments of the MLE for the Binary Logit Model
by Qian Chen & David E. Giles
2007
- 0710 Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
by Hui Feng & David E. Giles - 0709 Nonjointness and Scope Economies in the Multiproduct Symmetric Generalized McFadden Cost Function
by Kenneth G. Stewart - 0708 Extreme Value Analysis of Daily Canadian Crude Oil Prices
by Feng Ren & David E. Giles - 0707 A Survival Analysis of the Approval of U.S. Patent Applications
by Ying Xie & David E. Giles - 0706 Some Properties of Absolute Returns as a Proxy for Volatility
by David E. Giles - 0705 An Application of Extreme Value Theory to U.S. Movie Box Office Returns
by Guang Bi & David E. Giles - 0704 An Updated Assessment of the Lucas Supply Curve
by Brant Abbott & Cristina Martinez - 0703 A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle
by Qian Chen & David E. Giles - 0702 General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
by Qian Chen & David E. Giles - 0701 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty
by Judith A. Clarke
2006
- 0607 The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data
by David E. A. Giles - 0606 Benford's Law and Psychological Barriers in Certain eBay Auctions
by Ocean Fan Lu & David E. A. Giles - 0605 Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
by Ruby Shih & David E. A. Giles - 0604 On the Robustness of Racial Disrcimination Findings in Motgage Lending Studies
by Judith A. Clarke & Nilanjana Roy & Marsha J. Courchane - 0603 Spurious Regressions With Time-Series data: Further Asymptotic Results
by David E. A. Giles - 0602 Accounting for Achievement in Athens: A Count Data Analysis of National Olympic Performance
by Glen Roberts - 0601 Determinants of Capital Flows: A Cross-Country Analysis
by Mukesh Ralhan
2005
- 0517 The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results
by Chen Qian & David E. Giles - 0516 On the Robustness of Racial Discrimination Findings in Mortgage Lending Studies
by Judith A. Clarke & Marsha J. Courchane & Nilanjana Roy - 0515 Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?
by Hui Feng - 0514 The Bias of Inequality Measures in Very Small Samples: Some Analytic Results
by David E. Giles - 0513 Are Sports Teams Multi-Product Firms?
by Kenneth G. Stewart & J. C. H. Jones - 0512 Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters
by Judith A. Clarke & Mukesh Ralhan - 0511 Superstardom in the U.S. Popular Music Industry Revisited
by David E. Giles - 0510 Increasing Returns to Information in the U.S. Popular Music Industry
by David E. Giles - 0509 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
by David E. Giles & Chad N. Stroomer - 0508 Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance
by Kaili Shen & David E. Giles - 0507 Survival of the Hippest: Life at the Top of the Hot 100
by David E. Giles - 0506 Failed States and Failed Economies: Nationalism and Economic Behavior, 1955-1995
by Carl Mosk - 0505 Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions
by David E. Giles - 0504 Price Index Convergence Among Provinces and Cities of Canada: 1978 - 2001
by Ajit Dayanandan & Mukesh Ralhan - 0503 A Recursive Thick Frontier Approach To Estimating Production Efficiency
by Rien Wagenvoort & Paul Schure - 0502 Convergence of Income Among Provinces in Canada – An Application of GMM Estimation
by Mukesh Ralhan & Ajit Dayanandan - 0501 Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993
by Wing Yuk
2004
- 0406 Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering
by David E. Giles & Chad N. Stroomer - 0405 Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach
by Lauren Bin Dong - 0404 The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach
by Lauren Bin Dong - 0403 No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)
by David E. A. Giles - 0402 An Empirical Likelihood Ratio Test for Normality in Linear Regression
by Lauren Bin Dong & David E. A. Giles - 0401 An Empirical Likelihood Ratio Test for Normality
by Lauren Bin Dong & David E. A. Giles
2003
- 0307 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
by David E. A. Giles & Chad Stroomer - 0306 Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis
by David E. A. Giles & Carl Mosk - 0305 Some Finite Sample Results On Testing For Granger Noncausality
by Judith A. Clarke & Sadaf Mirza - 0304 Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence
by Chad Stroomer & David E.A. Giles - 0303 Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data
by Jyh-Yaw Joseph Chen & David E.A. Giles - 0302 Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries
by David E.A. Giles & Hui Feng - 0301 Capital Taxation, Globalization, and International Tax Competition
by Kenneth G. Stewart & Michael C. Webb
2002
- 0206 A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons
by Hui Feng & Jia Liu - 0205 On the Relationship Between the Tax Burden and Income Convergence: Some Further Results
by Kwami Adanu & Lili Sun - 0204 A Cross-Province Comparison of Okun's Coefficient for Canada
by Kwami Adanu - 0203 On the Futility of Testing the Error Term Assumptions in a Spurious Regression
by David E. A. Giles - 0202 Calculating a Standard Error for the Gini Coefficient: Some Further Results
by David E. A. Giles - 0201 A Comparison of U.S. and Canadian Residential Mortgage Markets
by Marsha J. Courchane & Judith A. Giles
2001
- 0102 Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992
by David E. A. Giles - 0101 Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm
by David E. A. Giles & Robert Draeseke
2000
- 0008 Testing for Two-Step Granger Noncausality in Trivariate VAR Models
by Judith A. Giles - 0007 Stratified Sample Design for Fair Lending Binary Logit Models
by Judith A. Giles & Marsha J. Courchane - 0006 Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data
by David E. A. Giles & Betty J. Johnson - 0005 A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
by David E. A. Giles - 0004 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
by David E. A. Giles - 0003 Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
by Lindsay M. Tedds & David E. A. Giles - 0002 Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2
by Judith A. Giles & Cara L. Williams - 0001 Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 1
by Judith A. Giles & Cara L. Williams
1999
- 9914 Some Pretesting Issues on Testing for Granger Noncausality
by Judith A. Giles & Sadaf Mirza - 9913 Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence
by Nilanjana Roy - 9912 Testing for Unit Roots in Semi-Annual Data
by Sandra G. Feltham & David E.A. Giles - 9911 Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data
by David E. A. Giles & Gugsa T. Werkneh & Betty J. Johnson - 9910 Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data
by David E. A. Giles & Betty J. Johnson - 9909 A Fuzzy Logic Approach to Modelling the Underground Economy
by Robert Draeseke & David E. A. Giles - 9908 The Rental Cost of Sunk and Regulated Capital
by John P. Small & Henry Ergas - 9907 The Canadian Underground and Measured Economies: Granger Causality Results
by David E. A. Giles & Lindsay Tedds & Gugsa Werkneh - 9906 The Timing and Scale of Investment Under Uncertainty
by John P. Small - 9905 Modelling the Hidden Economy and the Tax-Gap in New Zealand
by David E. A. Giles - 9904 The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand
by David E. A. Giles, & Patrick J. Caragata - 9903 Are Cigarette Bans Really Good Economic Policy?
by Frank S. Reinhardt & David E.A. Giles - 9902 Our Fans in the North: The Demand for British Rugby League
by J. Colin H. Jones & John A. Schofield & David E.A. Giles - 9901 Export-led Growth: A Survey of the Empirical Literature and Some Noncausality Results
by Judith A. Giles, & Cara L. Williams
1998
- 9811 Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions
by Kenneth G. Stewart - 9810 Modelling the Hidden Economy and the Tax-Gap in New Zealand
by David E. A. Giles - 9809 Measuring The Hidden Economy: Implications for Econometric Modelling
by David E. A. Giles - 9808 The Underground Economy: Minimizing the Size of Government
by David E. A. Giles - 9807 The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis
by David E. A. Giles - 9806 Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
by Linda F. DeBenedictis, & David E. A. Giles - 9805 The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand
by David E. A. Giles, & Patrick J. Caragata - 9804 Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand
by Patrick J. Caragata, & David E. A. Giles - 9803 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
by David E. A. Giles - 9802 Testing for Unit Roots With Missing Observations
by Kevin F. Ryan & David E. A. Giles - 9801 The Underground Economy: Minimizing the Size of Government
by David E.A. Giles