GILES, David Evan Albert CURRICULUM VITAE

Octomber 2012

PERSONAL

Address: Department of Economics Telephone: 250-***-**** (Office)

University of Victoria 250-***-**** (Home)

P.O. Box 1700, STN CSC

Victoria, B.C., V8W 2Y2 Fax: 250-***-**** (Office)

CANADA

e-mail: abqk3l@r.postjobfree.com (Office) Web Page: web.uvic.ca/~dgiles

abqk3l@r.postjobfree.com (Home)

Born: July 1949, Sheffield, England Citizenship: Canadian (& New Zealand & British)

Academic Qualifications: University of Canterbury, Christchurch, New Zealand

1967-69 B.Sc. (Majors: Pure Mathematics and Statistics)

1970-71 M.Com., 1st Class Hons. (Economics)

1973-75 Ph.D. (Economics), Bayesian Applications in Econometrics

Erd s Number: 4

Google Scholar h-Index: 23

Blog: http://davegiles.blogspot.com

APPOINTMENTS

Professor of Economics, Department of Economics, University of Victoria (since January 1994)

Professor of Econometrics, Department of Economics, University of Canterbury (February 1986 - December

1993)

Professor of Econometrics, Department of Econometrics and Operations Research, Monash University

(November 1978 - January 1986)

Chair, Department of Econometrics and Operations Research, Monash University (January 1980 - December

1981; January 1984 - December 1985)

Visiting Professor, Department of Economics, University of Western Ontario (September 1983 - December

1983)

Visiting Professor, Department of Economics, University of Canterbury (March 1983 - May 1983)

Lecturer in Econometrics, Monash University (February 1977 - October 1978)

Research Officer, Reserve Bank of New Zealand (October 1975 - January 1977).

Seconded to New Zealand Government Task Force on Economic and Social Planning (April 1976 - October 1976)

Assistant Research Officer, Reserve Bank of New Zealand (December 1971 - February 1973; March 1975

October 1975)

Part-time Teaching Assistant, Department of Economics, University of Canterbury (1971, 1973, 1974)

Part-time Teaching Assistant, Department of Economics, Victoria University of Wellington (1972)

TEACHING EXPERIENCE

Economic Statistics, Econometric Theory, Applied Econometrics at all undergraduate and graduate levels

ADMINISTRATIVE EXPERIENCE

Member, Faculty of Graduate Studies Executive Committee, 2011 2014

Member, Faculty of Graduate Studies Donor Awards Committee, 2012 - 2012

Chair, Faculty of Social Sciences Committee on Committees, 2012 - 2015

Member, Dean s Advisory Committee on Honorary Degrees, 2005

Member, University Selection Committee for Dean of Social Sciences, 2001

Member, University Selection Committee for Associate V.P. (Research), 1999

Member, Social Sciences Colloquium Committee, 1998 - 1999

1

Member, President s Advisory Committee on Computing Services, 1996 - 1998

Member, Faculty of Arts & Science Curriculum Committee, 1995 - 1997

Graduate Advisor, Department of Economics, 1996 -2001

Acting Graduate Advisor, Department of Economics, July-December 2012

Chair, Department Ph.D. Proposal Committee, 1997 1998

Member, Department Computing Committee, 2008 2010; 2011-2012

Member, Department Visiting Speakers Committee, 2004 2005

Member, Department External Review Report Committee, 2005

Member, Department Graduate Committee, 1994 1995; 2004 2005; 2008 2010; 2011-2012

Chair, Department Search Committee, 1994 - 1995; 1996 1997; 2006 - 2007

Member, Department Search Committee, 1995 - 1996, 2000-2001; 2003-2004; 2008-2010

Member, Department Salary Committee, 2007 - 2008

Member, Department Planning Committee, 2005 2006

Member, Department Advisory Committee, 1994 1996

Member, Department Executive Committee, 1994 - 1995

AWARDS

University of Victoria, Faculty of Social Sciences Excellence in Teaching Award, 2004

Commonwealth Fellowship (Canada, 1986) - declined

New Zealand University Grants Committee Postgraduate Scholarship (1973 - 1975)

William Georgetti Postgraduate Scholarship (1973 - 1975)

GRANTS

2012 University of Victoria, SSHRC General Research Grant

2010 University of Victoria, SSHRC General Research Grant

2010 University of Victoria, SSHRC International Conference Travel Award

2009 University of Victoria, SSHRC International Conference Travel Award

2007 University of Victoria, SSHRC International Conference Travel Awards (2)

2006 University of Victoria, SSHRC General Research Grant

2005 SSHRC / Conference Board of Canada Canada Project Grant

2005 University of Victoria, SSHRC 4A Decision Grant

2005 University of Victoria, SSHRC General Research Grant

2004 University of Victoria, SSHRC 4A Decision Grant

2004 University of Victoria, SSHRC General Research Grant

2003 Faculty of Social Sciences, Grant Preparation Support Grant

2003 Department of Economics, Grant Preparation Support Grant

2003 University of Victoria, SSHRC General Research Grant

2001 University of Victoria, SSHRC International Conference Travel Award

2000 University of Victoria, SSHRC General Research Grant

1999 University of Victoria, Provost s Faculty Lecture Series Grant

1999 University of Victoria, SSHRC General Research Grant

1999 Canadian Tax Foundation, Research Grant (with L.M. Tedds)

1998 University of Victoria, SSHRC International Conference Travel Award

1998 University of Victoria, SSHRC General Research Grant

1996 University of Victoria, SSHRC General Research Grant

1995 University of Victoria, General Research Grant

1994 University of Victoria, Dean s Interim Research Grant

1994 University of Victoria, SSHRC General Research Grant

1992 University of Canterbury, Research Grant (with J.A. Giles).

1991 Two University of Canterbury Research Grants (with J.A. Giles)

1990 Department of Economics Research Grant (with J.A. Giles)

1990 Department of Economics Research Grant (with B.A. Goss and J.A. Giles)

1988 University of Canterbury Research Grant

1988 Department of Economics Research Grant (with P.D. Owen, E. McCann and R. Harrison)

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1983 Monash University Special Research Grant

1982 Australian Research Grants Committee Grant (with B.A. Goss);

1982 Monash University Special Research Grant (with G.H. Hillier and M.L. King)

1981 Australian Research Grants Committee Grant (with B.A. Goss);

1981 Monash University Special Research Grant (with G.H. Hillier)

1979 Australian Research Grants Committee Grant(with B.A. Goss);

1979 Monash University Special Research Grant

LISTED

Canadian Who s Who, 1999-2012

New Zealand Who s Who Aotearoa, 1992-1993

Who s Who in New Zealand, 1991-1993

Who s Who in the Commonwealth, 1984-1985

Who s Who in Australia, 1979-1985

PUBLICATIONS AND RESEARCH

Refereed Books

Ullah, A. and D.E.A. Giles (eds.), 2010, Handbook of Empirical Economics and Finance (Chapman & Hall/CRC,

Boca Raton FL), pp. xix+532

Giles, D.E.A. (ed.), 2003, Computer-Aided Econometrics (Marcel Dekker, New York), pp. xxv + 507

Giles, D.E.A. and L.M. Tedds, 2002, Taxes and the Canadian Underground Economy (Canadian Tax

Foundation, Toronto), pp. xiv+270

Ullah, A. and D.E.A. Giles (eds.), 1998, Handbook of Applied Economic Statistics (Marcel Dekker, New York),

pp. xi + 625

King, M.L. and D.E.A. Giles (eds.), 1987, Specification Analysis in the Linear Model (Essays in Honour of

Donald Cochrane) (Routledge and Kegan-Paul, London), pp. ix + 358

Srivastava, V.K. and D.E.A. Giles, 1987, Seemingly Unrelated Regression Equations Models: Estimation and

Inference (Marcel Dekker, New York), pp.xii + 374

Refereed Book Chapters

Giles, D.E.A. and R. Draeseke, 2003, Econometric Modelling Using Pattern Recognition via the Fuzzy c

Means Algorithm, in D.E.A. Giles (ed.), Computer-Aided Econometrics (Marcel Dekker, New York), 407-450

Feltham, S.G. and D.E.A. Giles, 2003, Testing for Unit Roots in Semi-Annual Data, in D.E.A. Giles

(ed.), Computer-Aided Econometrics (Marcel Dekker, New York), 175-208

Giles, D.E.A., 2002, Preliminary Test and Bayes Estimation of a Location Parameter Under Reflected

Normal Loss, in A. Ullah, A. Wan and A. Chaturvedi (eds.), Handbook of Applied Econometrics and

Statistical Inference (Marcel Dekker, New York), 287-303

Caragata, P.J. and D.E.A. Giles, 2000, Simulating the Relationship Between the Hidden Economy and the Tax

Size and Tax Mix in New Zealand, in G.W. Scully and P.J. Caragata (eds.), Taxation and the Limits of Government

(Kluwer, Boston), 221-240

Giles, D.E.A., 2000, Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence From Audit

Records, in G.W. Scully and P.J. Caragata (eds.), Taxation and the Limits of Government (Kluwer,

Boston), 243-269

Giles, D.E.A., 2000, Modelling the Hidden Economy and the Tax-Gap in New Zealand, reprinted in G.W.

Scully and P.J. Caragata (eds.), Taxation and the Limits of Government (Kluwer, Boston), 195-219

Giles, D.E.A., 2000, Modelling the Hidden Economy and the Tax-Gap in New Zealand, reprinted in R.

Boadway and B. Raj (eds.), Advances in Public Economics (Phyisica-Verlag, Heidelberg), 71-90

Giles, D.E.A., 1998, The Underground Economy: Minimizing the Size of Government, in H. Grubel (ed.),

How to Spend the Fiscal Dividend: The Optimal Size of Government (Fraser Institute, Vancouver), 93-110

Ryan, K.F. and D.E.A. Giles, 1998, Testing for Unit Roots in Economic Time-Series With Missing

Observations, in T.B. Fomby and R.C. Hill (eds.), Advances in Econometrics (JAI Press,

Greenwich, CT), 203-242

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DeBenedictis, L.F. and D.E.A. Giles, 1998, Diagnostic Testing in Econometrics: Variable Addition, RESET,

and Fourier Approximations, in A. Ullah and D.E.A. Giles (eds.), Handbook of Applied Economic

Statistics (Marcel Dekker, New York), 383-417

Giles, J.A. and D.E.A. Giles, 1995, Pre-Test Estimation and Testing in Econometrics: Recent Developments

reprinted in L.T. Oxley et al. (eds.), Surveys in Econometrics (Blackwell, Oxford), 42-90

Giles, D.E.A. and N.S. Wyatt, 1992, Economies of Scale in the New Zealand Electricity Distribution

Industry, in P.C.B. Phillips (ed.), Models, Methods and Applications of Econometrics: In Honour of A.R.

Bergstrom (Blackwell, Oxford), 370-382

Giles, D.E.A., 1992, The Exact Distribution of a Simple Pre-Test Estimator, in W.E. Griffiths et al. (eds.),

Readings in Econometric Theory and Practice: In Honor of George Judge (North-Holland Amsterdam),

57-74

Giles, D.E.A. and M. Beattie, 1987, Autocorrelation Pre-Test Estimation in Models with a Lagged Dependent

Variable, in M.L. King and D.E.A. Giles (eds.), Specification Analysis in the Linear Model (Essays in Honour of

Donald Cochrane) (Routledge and Kegan-Paul, London), 99-116

Goss, B.A., and D.E.A. Giles, 1986, Intertemporal Allocation in the Australian Wool Market, in B.A. Goss

(ed.), Futures Markets: Their Establishment and Performance (Croom-Helm, London), 93-118

Goss, B.A. and D.E.A. Giles, 1986, Price Determination and Storage in Commodity Markets: Soybeans and

Wool, in K.A. Tucker and C. Baden Fuller (eds.), Economics of Firms and Markets (Croom-Helm, London), 3-41

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Refereed Journal Articles

Giles, D.E.A., Exact Asymptotic Goodness-of-Fit Testing for Discrete Circular Data, With Applications,

forthcoming in Chilean Journal of Statistics

Xiao, L. and D.E.A. Giles, Bias Reduction for the Maximum Likelihood Estimator of the Generalized Rayleigh

Family of Distributions, forthcoming in Communications in Statistics Theory and Methods

Giles, D.E.A., 2013, Constructing Confidence Bands for the Hodrick-Prescott Filter, Applied Economics

Letters, 20, 480-484

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, Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit

Model With Random Covariates, Statistical Papers, 53, 409-426

Schwartz, J., R.T. Godwin & D.E.A. Giles, Improved Maximum Likelihood Estimation of the Shape Parameter in

the Nakagami Distribution, forthcoming in Journal of Statistical Computation and Simulation

Giles, D. E., H. Feng & R. T. Godwin, On the Bias of the Maximum Likelihood Estimator for the Two-Parameter

Lomax Distribution, forthcoming in Communications in Statistics Theory and Methods

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), 2933-2943

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. 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. and D.E. Giles, 2010, Extreme Value Analysis of Canadian Daily Crude Oil Prices, Applied Financial

Economics, 20, 941-954

Bi, G. and 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. and 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. and D.E.A. Giles, 2008, Income Convergence and Trade Openness: Fuzzy Clustering and Time

Series Evidence, International Trade Journal, XXII, 115-155

Chen, Q. and D.E.A. Giles, 2008, General Saddlepoint Approximations: Application to the Anderson-Darling Test

Statistic, Communications in Statistics, B, 37, 789-804

Dong, Laura Bin and 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

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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, Qian and 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. and 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, 68-74

Shen, Kaili 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. and Hui 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

Chen, J-Y. and D.E.A. Giles, 2004, Gender Convergence in Crime: Evidence from Canadian Adult Offence Charge

Data, Journal of Criminal Justice, 32, 593-606

Giles, D.E.A., 2004, Calculating a Standard Error for the Gini Coefficient: Some Further Results, Oxford Bulletin

of Economics & Statistics, 66, 425-433

Giles, D.E.A., L.M. Tedds and G. Werkneh, 2002, The Canadian Underground and Measured Economies: Granger

Causality Results, Applied Economics, 34, 2347-2352

Draeseke, R. and D.E.A. Giles, 2002, Modelling the New Zealand Underground Economy Using Fuzzy Logic

Techniques, Mathematics and Computers in Simulation, 59, 115-123

Giles, D.E.A. and B.J. Johnson, 2002, Taxes, Risk-Aversion, and the Size of the Underground Economy: A

Nonparametric Analysis With New Zealand Data, Pacific Economic Review, 7, 97-113

Giles, D.E.A. and P.J. Caragata, 2001, The Learning Path of the Hidden Economy: Tax and Growth Effects in

New Zealand, Applied Economics, 33, 1857-1867

Giles, D.E.A., 2001, A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test

Statistic, Communications in Statistics: Simulation and Computation, 30, 899-905

Reinhardt, F.S. and D.E.A. Giles, 2001, Are Cigarette Bans Really Good Economic Policy?, Applied Economics,

33, 1365-1368

Giles, D.E.A., G.T. Werkneh and 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 and D.E.A. Giles, 2000, Our Fans in the North: The Demand for British Rugby

League, Applied Economics, 32, 1877-1887

DeBenedictis, L.F. and 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. and 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

6

Giles, D.E.A. and 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 and 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 and 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. and 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. and D.E.A. Giles, 1996, Estimation of the Regression Scale After a Pre-Test for Homoscedasticity

Under LINEX Loss, Journal of Statistical Planning and Inference, 50, 21-35

Sullivan, M. J. and 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. and 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. and 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. and E. McCann, 1994, Price Indices: Systems Estimation and Tests, Journal of Quantitative

Economics, 10, 219-225

Small, J.P., D.E.A. Giles and 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. and 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. and 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. and 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 and J.K. Wong, 1993, Testing for ARCH-GARCH Errors in a Mis-Specified

Regression, Computational Statistics, 8, 109-126

Giles, D.E.A. and 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. and 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. and 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 and 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 and 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. and 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. and 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. and 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. and M. Scott, 1992, Some Consequences of Using the Chow Test in the Context of Autocorrelated

Disturbances, Economics Letters, 38, 145-150

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Srivastava, V.K. and 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. and 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. and 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. and 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 and 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. and 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. and D.E.A. Giles, 1988, The Positive-Part Stein-Rule Estimator and Tests of Linear Hypotheses,

Economics Letters, 26, 49-51

Dissanayake, M. and D.E.A. Giles, 1988, Household Expenditure in Sri Lanka: An Engel Curve Analysis,

Journal of Quantitative Economics, 4, 133-156

Hampton, P. and D.E.A. Giles, 1988, Urban Expenditure Patterns in New Zealand, Regional Studies, 1988,

22, 49-54

Clarke, J.A., D.E.A. Giles and T.D. Wallace, 1987, Preliminary-Test Estimation of the Error Variance in

Linear Regression, Econometric Theory, 3, 299-304

Giles, D.E.A. and 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 and 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 and 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. and 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. and D.E.A. Giles, 1984, Estimation in Equilibrium Models Involving Discretionary Policy

Instrument Choice, Australian Economic Papers, 23, 179-196

Giles, D.E.A. and P. Hampton, 1984, Regional Production Relationships During the Industrialization of New

Zealand, 1935-1948, Journal of Regional Science, 24, 519-533

Srivastava, V.K. and 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. and 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. and P. Hampton, 1983, Urban Migration in New Zealand: Dummy Variable Interpretations,

Journal of Urban Economics, 14, 124-125

8

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, Sankhy : 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. and 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. and 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. and P. Hampton, 1981, Interval Estimation in the Calibration of Certain Trip Distribution

Models, Transportation Research, B, 15, 203-219

Giles, D.E.A. and 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. and 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. and 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. and B.M. Sturmfels, 1979, Choosing Between Rank-Deficient Restricted Models, New Zealand

Economic Papers, 13, 202-210

Giles, D.E.A. and 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 and 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. and M.L. King, 1978, Fourth Order Autocorrelation: Further Significance Points for the Wallis

Test, Journal of Econometrics, 8, 255-259

Giles, D.E.A. and P. Hampton, 1978, A Note on Urban Migration in New Zealand, Journal of Urban

Economics, 5, 403-408

King, M.L. and D.E.A. Giles, 1978, A Comparison of Some Tests for Fourth-Order Autocorrelation,

Australian Economic Papers, 17, 323-333

Giles, D.E.A. and 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. and 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. and D.E.A. Giles, 1977, A Note on Wallis' Bounds Test and Negative Autocorrelation,

Econometrica, 45, 1023-1026

Giles, D.E.A., P. Hampton and D. Craig, 1976, A Note on Distance, Preferences and New Zealand's Trading

Patterns, New Zealand Economic Papers, 10, 187-196

Hampton, P. and 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

9

Under Submission

Giles, D.E.A., H. Feng & R.T. Godwin, Bias-Corrected Maximum Likelihood Estimation of the Parameters of the

Generalized Pareto Distribution (Revision re-submitted)

Giles, D.E.A., Bayesian Estimation of a Possibly Mis-Specified Linear regression Model (Under revision)

Giles, D.E.A., On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy

Variables (Under revision)

Schwartz, J. & D.E.A. Giles, Bias-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson

Distribution

Giles, D.E.A., A Note on Improved Estimation for the Topp-Leone Distribution

Giles, D.E.A., Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional

Results

Review Articles

Giles, D.E.A., 2010, Review of Handbook of Statistical Distributions With Applications, by K. Krishnamoorthy,

Statistical Papers, 51, 1005-1006

Giles, D.E.A., 2003, Review of Exchange Rate Regimes: Choices and Consequences, by A.R. Ghosh, A.-M.

Hulde and H.C. Wolf, Journal of International Trade & Economic Development, 12, 311-313

Giles, D.E.A., 2001, Review of Cointegration, Causality, and Forecasting: A Festschrfit in Honour of Clive

W. J. Granger, by Robert F. Engle and Halbert White (eds.), Journal of Economic Literature, XXXIX, 576-577

Giles, D.E.A., 1997, Review of Intermediate Statistics and Econometrics: A Comparative Approach, by D. J.

Poirier, Canadian Journal of Economics, XXX, 497-499

Giles, D.E.A., 1991, The Structure of Econometric Analysis (Review of: Modelling Economic Series:

Readings in Econometric Methodology, by C.W.J. Granger (ed.); Misspecification Tests in Econometrics: The

Lagrange Multiplier Principle and Other Approaches, by L.G. Godfrey; and Lectures on Advanced

Econometric Theory, by D. Sargan (M. Desai, ed in Journal of Economic Surveys, 5, 199-213

Giles, D.E.A., 1987, Review of: Econometrics and Structural Change, by L.D. Broemeling and H. Tsurumi,

New Zealand Statistician, 22, 55-56

Giles, D.E.A., 1986, Review of: Econometrics and Quantitative Economics, by D.F. Hendry and K.F. Wallis

(eds.), Economic Record, 62, 126-127

Giles, D.E.A., 1983, Review of: The Structure and Control of a State Economy, by W.L. L Esperance, New

Zealand Papers, 17, 144-145

Giles, D.E.A., 1983, Review of: Share Markets and Portfolio Theory, by R. Ball et al., Economic Record, 59,

93-94

Giles, D.E.A., 1981, Review of: The Algebra of Econometrics, by D.S.G. Pollock, Australian Journal of

Statistics, 23, 133-134

Giles, D.E.A., 1980, Review of: The Econometrics of Disequilibrium, by R.J. Bowden, Economic Record, 56,

285-286

Giles, D.E.A., 1979, Review of: Modelling the Australian Economy, by D.W. Challen and A.J. Hagger,

Economic Record, 55, 374-375

Regular reviewer for Mathematical Reviews, since 1980

Other Publications

Giles, D.E.A., 2010, Analytic Bias Reduction for Some Exponential Smoothing Models, Proceedings of the 30th

International Symposium on Forecasting, International Institute of Forecasters, San Diego, electronically linked

from p.38 of http://forecasters.org/isf/pdfs/ISF10_Proceedings.pdf

Giles, D.E.A., 2007, Modeling Inflated Count Data, in Oxley, L. and Kulasiri, D. (eds.), MODSIM 2007

International Congress on Modelling and Simulation, Modelling and Simulation Society of Australia and New

Zealand, Christchurch, N.Z., 919-925

Bi, Guang & D.E.A. Giles, 2007, An Application of Extreme Value Analysis to U.S. Movie Box Office Returns,

in Oxley, L. and Kulasiri, D. (eds.), MODSIM 2007 International Congress on Modelling and Simulation,

Modelling and Simulation Society of Australia and New Zealand, Christchurch, N.Z., 2652-2658

Giles, D.E.A., 2006, A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality:

Comment, Oxford Bulletin of Economics & Statistics, 68, 395-396

10

Giles, D.E.A., 2005, The Statistical Analysis, Appendix in C.A. Mosk, Trade and Migration in the Modern

World, Routledge, London, 213-228

Tedds, L.M. & D.E.A. Giles, 2005, Response to Breusch s Critique, Canadian Tax Journal, 53, 392-395

Giles, D.E.A. & C. Mosk, 2004, Editors Introduction, Journal of International Trade and Economic

Development, 13, 359-369

Giles, D.E.A., 2003, Introduction, in D.E.A. Giles (ed.), Computer-Aided Econometrics (Marcel Dekker, New

York), xiii-xxv

Giles, D.E.A. & L. M. Tedds, 2003, Taxes and the Canadian Underground Economy Response, Canadian Tax

Journal, 50, 1662-1667

Giles, D.E.A., 2001, The Black Market Economy, in J. Michie (ed.), Reader s Guide to the Social Sciences

(Fitzroy Dearborn, London), 716-717

Draeseke, R. and D.E.A. Giles, 1999, A Fuzzy Logic Approach to Modelling the Underground Economy in

L. Oxley, F. Scrimgeour and M. McAleer (eds.), Proceedings of the MODSIM99 Conference Volume 2 (Modelling

and Simulation Society of Australia and New Zealand, Canberra), 453-458

Giles, D.E.A. and P.J. Caragata, 1996, The Learning Path of the Hidden Economy: Tax and Growth Effects in

New Zealand (Working Paper No. 21, Inland Revenue Department, Wellington)

Caragata, P.J. and D.E.A. Giles, 1996, Simulating the Relationship Between the Hidden Economy and the Tax

Mix in New Zealand (Working Paper No. 22, Inland Revenue Department, Wellington)

Nickerson, D.B. and D.E.A. Giles, 1995, Editor s Introduction, Journal of International Trade and Economic

Development, 4, 257-259

Giles, D.E.A., 1995, Measuring the Size of the Hidden Economy and the Tax Gap in New Zealand: An

Econometric Analysis (Working Paper No. 5, Inland Revenue Department, Wellington)

Giles, D.E.A., J.A. Giles and D. Clover, 1992, A Fundamentals Forecasting Model for Tax Revenue in New

Zealand (Inland Revenue Department, Wellington)

Giles, D.E.A., 1990, Anthony Clement Rayner, 1939-1990, Econometric Theory, 6, 403

Giles, D.E.A. and P.M. Sgro, 1989, The Benefits and Costs of Rehabilitation in Victoria, Report commissioned

by the Victorian Accident Rehabilitation Council, Melbourne)

Wyatt, N.S. et al., 1989, Performance Measures and Economies of Scale in the New Zealand Electricity

Distribution System (Ministry of Energy, Wellington)

Giles, D.E.A., 1984, Instrumental Variables Estimation of Mis-Specified Regressions, in The 1983

Proceedings of the American Statistical Association (Business and Economic Statistics Section) (American

Statistical Association, Washington, D.C.), 688-691

Giles, D.E.A. and P. Hampton, 1982, New Zealand s Trading Patterns: A Correction, New Zealand Economic

Papers, 16, 193-196

Gallacher, J., G.H.T. Morgan, D.E.A. Giles and P.B. Quinn, 1977, The Reserve Bank's Model of the New

Zealand Economy (Research Paper No. 22, Reserve Bank of New Zealand, Wellington)

Giles, D.E.A. and A.B. Sturm, 1977, The Development of the Reserve Bank of New Zealand's Econometric

Model 1970-1976, in Jae Yoon Kim (ed.,) Proceedings of the Second Pacific Basin Central Bank Conference on

Econometric Modelling (Bank of Korea, Seoul), 96-131

Giles, D.E.A., 1977, Statistical Inference and the RBA76 Project, in W.E. Norton (ed.), Proceedings of the

Conference in Applied Economic Research (Reserve Bank of Australia, Sydney), 215-228

Holmes, F.W. et al.,1976, New Zealand at the Cross Roads: Report of the Task Force on Economic and Social

Planning (Government Printer, Wellington)

Giles, D.E.A., 1973, Essays on Econometric Topics: From Theory to Practice (Research Paper No. 10, Reserve

Bank of New Zealand)

Giles, D.E.A., 1973, Consumption Expenditure in New Zealand, Reserve Bank Bulletin, 3-13

Deane, R.S. and D.E.A. Giles, 1972, Consumption Equations for New Zealand: Tests of Some Alternative

Hypotheses (Research Paper No. 6, Reserve Bank of New Zealand, Wellington)

Giles, D.E.A., 1972, The Structural Stability of the Reserve Bank Model, in R.S. Deane (ed.), A New Zealand

Model: Structure, Policy Uses and Some Simulation Results (Research Paper No. 8, Reserve Bank of New Zealand,

Wellington)

Giles, D.E.A., 1972, A Note on Some Recent Developments in Large-Model Estimation, in R.S. Deane (ed.)

A New Zealand Model: Structure, Policy Uses and Some Simulation Results (Research Paper No. 8, Reserve Bank

of New Zealand, Wellington)

11

Conference Presentations

Giles, D.E.A., H. Feng & R.T. Godwin, Almost Unbiased Maximum Likelihood Estimation for the Generalized

Pareto Distribution & Value at Risk, Joint Statistical Meetings, Vancouver BC, July-August 2010

Giles, D.E.A., H. Feng & R.T. Godwin, Almost Unbiased Maximum Likelihood Estimation for the Generalized

Pareto Distribution & Value at Risk, Canadian Econometrics Study Group Meeting, Vancouver BC, October 2010

Giles, D.E.A., Analytic Bias Reduction for Some Exponential Smoothing Models, 30th International Symposium

on Forecasting, San Diego, CA, June 2010

Giles, D.E.A. & H. Feng, Bias-Corrected Maximum Likelihood Estimation of the Parameters of the Generalized

Pareto Distribution, 2009 Hawaii International Conference on Statistics, Mathematics and Related Fields, Honolulu

HI, January 2009

Ren, F. & D.E.A. Giles, Extreme Value Analysis of Daily Canadian Crude Oil Prices, Canadian Economics

Association Conference, Vancouver, BC, June 2008

Giles, D.E.A., Modeling Inflated Count Data, MODSIM 2007 International Congress on Modelling and

Simulation, Christchurch, N.Z., December 2007

Bi, Guang & D.E.A. Giles, An Application of Extreme Value Analysis to U.S. Movie Box Office Returns,

MODSIM 2007 International Congress on Modelling and Simulation, Christchurch, N.Z., December 2007

Shih, R. & D.E.A. Giles, Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada, 6th

Hawaii International Conference on Statistics, Mathematics & Related Fields, Honolulu, HI, January 2007

Giles, D.E.A. and C.N. Stroomer, Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering,

Joint Statistical Meetings, Toronto, August 2004

Giles, D.E.A., Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for

New Zealand and Her Trading Partners, 1950-1992, International Business and Economics Research

Conference, Reno NV, October 2001 (Voted Best Presentation in Session)

Draeseke, R. and D.E.A. Giles, A Fuzzy Logic Approach to Modelling the Underground Economy,

MODSIM99 Conference, University of Waikato, December 1999

Giles, D.E.A., Teaching Econometrics on the Web, 3rd New Zealand Econometric Study Group Meeting,

Auckland, July 1998 (Invited paper for panel discussion)

Ryan, K.F. and D.E.A. Giles, Testing for Unit Roots in Economic Time-Series With Missing Observations, 3rd

New Zealand Econometric Study Group Meeting, Auckland, July 1998

Ryan, K.F. and D.E.A. Giles, Testing for Unit Roots in Economic Time-Series With Missing Observations,

CEFES98 Meetings, Cambridge UK, June-July, 1998

Giles, D.E.A., The Underground Economy: Minimizing the Size of Government, Fraser Institute Conference

on How to Spend the Fiscal Dividend, Ottawa, December 1997

Giles, D.E.A., Modelling the Tax Compliance/Non-Compliance Profiles of Audited New Zealand Firms:

Evidence From the ORACLE Database, Fourth Workshop on the Health of the Tax System, Wellington, May

1997

Giles, D.E.A., Measuring the Size of the Hidden Economy and the Tax-Gap in New Zealand: An Econometric

Analysis, Third Workshop on the Health of the New Zealand Tax System, Wellington, December 1995

Giles, D.E.A., Measuring the Hidden Economy in New Zealand: A Preliminary Analysis, Second Workshop

on the Health of the New Zealand Tax System, Wellington, July 1995

Giles, D.E.A., J.A. Giles and J. Wong, Testing for ARCH-GARCH Errors in a Mis-Specified Regression,

American Statistical Association Meeting, Boston, August 1992

Giles, D.E.A., J.A. Giles and J. Wong, Testing for ARCH-GARCH Errors in a Mis-Specified Regression,

Econometric Society Meeting, Melbourne, July 1992

Giles, D.E.A., Teaching Econometrics, Econometric Society Meeting, Melbourne, July 1992 (Invited paper

for panel discussion)

Giles, D.E.A., J.A. Giles and J. Wong, Testing for ARCH-GARCH Errors in a Mis-Specified Regression,

Econometrics Workshop, University of NSW, May 1992 (Invited paper)

Giles, D.E.A. and O. Lieberman, Bounds on the Effect of Heteroscedasticity in the Chow Test for Structural

Change, Econometric Society Meeting, Sydney, July 1991

Giles, D.E.A. and N.S. Wyatt, Economies of Scale in the New Zealand Electricity Distribution Industry,

Conference on Measurement of Efficiency, Hamilton, November 1989 (Invited paper)

12

Giles, D.E.A., Diagnostic Testers: Can They be Cured?, Conference of Economists, Adelaide, July 1989

(Invited paper for panel discussion)

Giles, D.E.A. and N.S. Wyatt, Economies of Scale in the New Zealand Electricity Distribution Industry,

Conference of Economists, Adelaide, July 1989

Giles, D.E.A., Some Recent Developments in Econometrics: Lessons for Applied Economists, International

Economics Postgraduate Research Conference, Perth, November 1988. (Special invited address)

Giles, D.E.A., The Exact Distribution of a Simple Pre-Test Estimator, Econometric Society Meeting,

Canberra, August 1988

Dissanayake, M. and D.E.A. Giles, Household Expenditure in Sri Lanka: An Engel Curve Analysis,

Econometric Society Meeting, Christchurch, August 1987

Giles, D.E.A., Preliminary-Test Estimation of Mis-Specified Regression Models, Econometric Society

Meeting, Melbourne, August 1986

Giles, D.E.A., Pre-Test Estimation in Economic Modelling, Joint Meeting of the New Zealand Statistical

Association and the New Zealand Association of Economists, Wellington, February 1986 (Invited paper)

Giles, D.E.A., J.A. Mikolajczyk and T.D. Wallace, Estimating the Error Variance in Regression After a

Preliminary Test of Restrictions on the Coefficients, Econometric Society Fifth World Congress, Cambridge, MA,

August 1985

Mikolajczyk, J.A., D.E.A. Giles and T.D. Wallace, Preliminary-Test Estimation of the Error Variance in

Linear Regression, Finite-Sample Econometrics Conference, London (ON) August 1985 (Invited paper)

Giles, D.E.A. and P. Hampton, A Regional Consumer Demand Model for New Zealand, Fourteenth

Conference of Economists, Sydney, May 1985

Giles, D.E.A. and P. Hampton, An Engel Curve Analysis of Household Expenditure in New Zealand,

Econometric Society Meeting, Sydney, August 1984

King, M.L. and D.E.A. Giles, Autocorrelation Pre-Testing in the Linear Model: Estimation, Testing and

Prediction, Econometric Society Meeting, San Francisco, December 1983

Giles, D.E.A., Instrumental Variables Estimation of Mis-Specified Regressions, American Statistical

Association Meeting, Toronto, August 1983

Giles, D.E.A. and M. Beattie, Autocorrelation Pre-Test Estimation in Models with a Lagged Dependent

Variable, First Meeting of the Australasian Econometrics Study Group, Melbourne, August 1982

Giles, D.E.A. and C.K. Low, Choosing Between Alternative Structural Equations Estimated by Instrumental

Variables, American Statistical Association Meeting, Houston, August 1980

Giles, D.E.A. and B.A. Goss, Futures Prices as Forecasts of Commodity Spot Prices, Jubilee ANZAAS

Congress, Adelaide, May 1980

Goss, B.A. and D.E.A. Giles, Price Determination and Storage in the Australian Wool Market, Eighth

Conference of Economists, Melbourne, August 1979

Hillier, G.H. and D.E.A. Giles, Estimation in Equilibrium Models Involving Discretionary Policy Instrument

Choice: An Application to the Australian Monetary Sector, Forty Ninth ANZAAS Congress, Auckland,

January 1979

Giles, D.E.A. and A.C. Rayner, The Mean Squared Errors of the Maximum Likelihood and Natural Conjugate

Bayes Regression Estimators, First Australasian Mathematics Convention, Christchurch, May 1978

Giles, D.E.A. and A.C. Rayner, Prediction and the Use of Undersized Samples, Forty Eighth ANZAAS

Congress, Melbourne, August 1977

Giles, D.E.A. and M.L. King, A Monte Carlo Comparison of Some Tests for Fourth Order Serial Correlation,

Third Australian Statistical Conference, Melbourne, August 1976

Giles, D.E.A., Consumption Expenditure in New Zealand, Conference of the New Zealand Association of

Economists, Palmerston North, August 1972

13

Current Research

Modelling With Count Data

Bayesian Econometrics

Finite Sample Econometrics

Bias Reduction for Certain Maximum Likelihood Estimators

GRADUATE STUDENT SUPERVISIONS

Ph.D. Theses

Godwin, Ryan, Econometric Analysis of Non-Standard Count Data, University of Victoria, 2012 (Supervisor)

Liu, Jia, Extreme Value Theory and Copula Theory: A Risk Management Application With Energy Futures

University of Victoria, 2011 (Supervisor)

Chen, Qian, Four Essays in Finite-Sample Econometrics, University of Victoria, 2007 (Supervisor)

Feng, Hui, Bayesian and Non-Bayesian Contributions to Fuzzy Regression Analysis, University of Victoria,

2006 (Supervisor)

Tedds, L.M., Three Essays on the Underground Economy, McMaster University, 2005 (Committee Member)

Dong, Lauren Bin, Empirical Likelihood in Econometrics, University of Victoria, 2003 (Supervisor)

(First Ph.D. in Economics to be completed at UVic)

Albertson, K.V., Pre-Test Estimation in a Regression Model With a Mis-Specified Error Covariance Matrix,

University of Canterbury, 1993 (Supervisor)

Small, J.P., Sampling Properties of Some Econometric Tests in the Presence of Model Misspecification,

University of Canterbury, 1993 (Supervisor)

Wan, A. T-K., Inequality Restricted and Pre-test Estimation in a Mis-Specified Econometric Model,

University of Canterbury, 1993 (Co-Supervisor)

Lye, J.N., Some Contributions to Finite-Sample Analysis in Three Econometric Models, University of

Canterbury, 1990 (Supervisor)

Giles, J.A., Preliminary-Test Estimation of a Mis-Specified Linear Model With Spherically Symmetric

Disturbances, University of Canterbury, 1990 (Co-Supervisor)

Perkins, J.L., A Cross-Section Time-Series Analysis of Consumer Demand in Australia with Demographic

Effects, Monash University, 1985 (Co-Supervisor)

Evans, M.A., Inference and Non-Ideal Conditions in the Linear Regression Model, Monash University, 1983

(Co-Supervisor)

Low, C.K., Seemingly Unrelated Regressions With Heteroskedastic Disturbances: Some Finite Sample

Results, Monash University, 1982 (Supervisor)

Masters Theses

Xiao, Ling (Linda) (M.A. Thesis), Bias-Adjusted Maximum Likelihood Estimation for the Generalized Rayleigh

Distribution, University of Victoria, 2011 (Supervisor)

Thorn, Thomas (M.A. Thesis), Testing for Heteroskedasticity in Bivariate Probit Models, University of Victoria,

2011 (Supervisor)

Tseng, Poh-Hsin (Peter), A Meta-Regression Analysis of PPP Studies, Sun Yat-Sen University, 2007 (Co-

Supervisor)

Rizzo, L., Determinants of Municipal Government Expenditures in Alberta Using Multiple Regression

Analysis, University of Victoria, 1995 (Committee Member)

Ravindiran, T., An Analysis of the New Zealand Exchange Rate: Index Number Construction and Some

Causality Tests, University of Canterbury, 1989 (Co-Supervisor)

Clarke, J.A., Some Implications of Estimating a Regression Scale Parameter After a Preliminary Test of

Restrictions, Monash University, 1987 (Co-Supervisor)

Child, A.W., An Econometric Analysis of the Industrial Demand for Energy in Australia, Monash University,

1985 (Co-Supervisor)

Knight, J., An Econometric Analysis of the Effects of Changes in the Commonwealth Employment Service,

Monash University, 1982

Piterman, H.E., Australian Labour Market 1972-1976: Indicators, Problems and Policies, Monash University,

1979 (Co-Supervisor)

14

Rich, M.M., New Zealand Beef and Sheep Supply Relationships: An Econometric Application of Joint

Firm/Household Decision Making, Monash University, 1978

Masters Extended Essays

Xu, Jianfeng (Jackie) (M.A. Extended Essay), China s Areal Income Inequality, Economic Growth and Education

Investment, University of Victoria, 2012 (Supervisor)

Chu, Fang (Fanny) (M.A. Extended Essay), Study of Demographic Dividend and the Economic Development in

Selected Asian Countries, University of Victoria, 2012 (Co-Supervisor)

Nelson, Carla (M.A. Essay), A Comparison of Some Log-Likelihood Based Goodness of Fit Measures for Binary-

Choice Models, University of Victoria, 2011 (Supervisor)

Wisman, Abdul (M.A. Essay), Bias Correction in the AR(1) Model: A Survey and Some New Simulation

Evidence, University of Victoria, 2011 (Supervisor)

Schwartz, Jacob (M.A. Essay), Bias-Reduced Maximum Likelihood Estimation of the Zero-Inflated Poisson

Distribution, University of Victoria, 2011 (Supervisor)

Zhao, Ting (Annie) (M.A. Essay), An Investigation of the Output Gap-Inflation Relationship in Canada,

University of Victoria, 2011 (Supervisor)

Shi, Jingjing (M.A. Essay), Incentives for, and Determinants of, Getting a University Education in Canada,

University of Victoria, 2010 (Supervisor)

Moe, Neal (M.A. Essay), Cointegration and Causality Analysis of West Texas Intermediate Crude Oil and the

United States Gulf Natural Gas Liquids Prices, University of Victoria, 2010 (Supervisor)

Irrcher, Toby (M.A. Essay), Further Exploring Indicator Properties of the Yield Spread in Canada: A Threshold

Approach, University of Victoria, 2010 (Supervisor)

Gong, Lili (M.A. Essay), An Extreme Value Analysis of Daily Stock Returns, University of Victoria, 2010

(Supervisor)

Lee, Seow Chia (Grace) (M.A. Essay), Exploring the Relationship Between Prices in Developed and Emerging

Stock Markets: A Panel Data Analysis, University of Victoria, 2009 (Co-Supervisor)

Homer, Geoffrey (M.A. Essay), Early Maternal Employment and Child Cognitive Development: Evidence From

Canada, University of Victoria, 2009 (Co-Supervisor)

Stroomer, Chad (M.A. Essay.), Model Estimation in the Presence of Survey Uncertainty, University of Victoria,

2008 (Supervisor)

Yu, Shuang (MA Essay), Value at Risk and Expected Shortfall for Returns on the Shanghai Stock Exchange,

University of Victoria, 2008 (Supervisor)

Mei, Peiyu (M.A. Essay), Time Series Count Data: Analysis of the Number One Hit Songs at the Top of the Hot

100, University of Victoria, 2008 (Supervisor)

Guo, Shasha (M.A. Essay), Who Will Make an SEO in the Near Future? A Duration Analysis of the Chinese

Equity Market, University of Victoria, 2007 (Supervisor)

Ren, Feng, Extreme Value Analysis of Daily Crude Oil Prices, University of Victoria, 2007 (Supervisor)

Bi, Guang, An Application of Extreme Value Theory for Measuring Weekend Box Office Returns in the U.S.A.,

University of Victoria, 2007 (Supervisor)

Leng, Jiali, Alcohol Consumption and Determinants in Canada: An Econometric Analysis, University of Victoria,

2007 (Supervisor)

Diles, Demit

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