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  1. 1
    by Giles, David E. A., 1949-
    Published 1989
    “...Dept. of Economics, University of Canterbury,...”
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    An unbiased estimator of the covariance matrix of the mixed regression estimator /
  2. 2
    by Giles, David E. A., 1949-
    Published 1989
    “...Dept. of Economics, University of Canterbury,...”
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    Coefficient sign changes when restricting regression models under instrumental variables estimation /
  3. 3
    “...Dept. of Economics, University of Canterbury,...”
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    Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric /
  4. 4
    by Giles, David E. A., 1949-
    Published 1991
    “...Dept. of Economics, University of Canterbury,...”
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    Some properties of the Durbin-Watson test after a preliminary t-test /
  5. 5
    by Giles, David E. A., 1949-
    Published 1991
    “...Dept. of Economics, University of Canterbury,...”
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    Bounds on the effect of heteroscedasticity on the Chow test for structural change /
  6. 6
    by Carrodus, Mark L.
    Published 1991
    “...Dept. of Economics, University of Canterbury,...”
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    The exact distribution of R2 when the regression disturbances are autocorrelated /
  7. 7
    by Giles, David E. A., 1949-
    Published 1991
    “...Dept. of Economics, University of Canterbury,...”
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    Some consequences of using the Chow test in the context of autocorrelated disturbances /
  8. 8
    by Giles, David E. A., 1949-
    Published 1990
    “...Dept. of Economics, University of Canterbury,...”
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    The optimal size of a preliminary test of linear restrictions in a mis-specified regression model /
  9. 9
    “...Dept. of Economics, University of Canterbury,...”
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    Pre-test estimation and testing in econometrics : recent developments /
  10. 10
    by Giles, David E. A., 1949-
    Published 1992
    “...Dept. of Economics, University of Canterbury,...”
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    Testing for ARCH-GARCH errors in a mis-specified regression /
  11. 11
    “...Dept. of Economics, University of Canterbury,...”
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    The exact risks of some pre-test and stein-type regression estimators under balanced loss /
  12. 12
    “...Dept. of Economics, University of Canterbury,...”
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    Estimation of the regression scale after a pre-test for homoscedasticity under linex loss /
  13. 13
    by Giles, David E. A., 1949-
    Published 1992
    “...Dept. of Economics, University of Canterbury,...”
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    Pre-test estimation in regression under absolute error loss /
  14. 14
    by Giles, David E. A., 1949-
    Published 1990
    “...Dept. of Economics, University of Canterbury,...”
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    The power of the Durbin-Watson test when the errors are heteroscedastic /
  15. 15
    by Giles, David E. A., 1949-
    Published 1990
    “...Dept. of Economics, University of Canterbury,...”
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    The exact distribution of a least squares regression coefficient estimator after a preliminary t-test /
  16. 16
    by Giles, David E. A., 1949-
    Published 1990
    “...Dept. of Economics, University of Canterbury,...”
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    Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models /
  17. 17
    by Giles, David E. A., 1949-
    Published 1987
    “...University of Canterbury, Department of Economics & Operations Research,...”
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    Preliminary-test estimation of the scale parameter in a mis-specified regression model /
  18. 18
    by Giles, David E. A., 1949-
    Published 1986
    “...University of Canterbury, Dept. of Economics and Operations Research,...”
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    Estimating the error variance in regression after a preliminary test of restrictions on the coefficients /
  19. 19
    by Giles, David E. A., 1949-
    Published 1987
    “...University of Canterbury, Department of Economics and Operations Research,...”
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    Instrumental variables regression without an intercept /
  20. 20
    by Giles, David E. A., 1949-
    Published 1987
    “...University of Canterbury, Department of Economics and Operations Research ,...”
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    Preliminary-test estimation of mis-specified regression models /

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