David E. A. Giles

david-e-a-giles

Professor of Economics
Department of Economics
University of Victoria
E-mail: dgiles@uvic.ca
Page: http://web.uvic.ca/~dgiles

Fields of interest: 

Economic Statistics, Econometric Theory, Applied Econometrics

 

Recent publications:

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

Chen, Q. and D.E.A. Giles: 
“Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates”,
forthcoming in Statistical Papers

Schwartz, J., R.T. Godwin and 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 and 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 and H. Feng, 2012: 
“The Extreme Dependence Between Chinese and Other International Stock Markets”,
Applied Financial Economics, 22, 1147-1160

Giles, D.E.A. and R.T. Godwin: 
“Testing for Multivariate Cointegration in the Presence of Structural Breaks: p Values and Critical Values”,
Applied Economics Letters, 19, 1561-1565

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. and H. Feng, 2011: 
“Reducing the Bias of the Maximum Likelihood Estimator for the Poisson Regression Model”,
Economics Bulletin, 31 (4), 2933-2943

Chen, Q. and 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. and D.E.A. Giles, 2011: 
“A Survival Analysis of the Approval of U.S. Patent Applications”,
Applied Economics, 43, 1375-1384