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David Giles

Global rank #1999 97%

Institution: University of Victoria

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://web.uvic.ca/~dgiles

First Publication: 1975

Most Recent: 2011

RePEc ID: pgi8 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 8.71 6.03 0.00 42.23

Publication Statistics

Raw Publications 37
Coauthorship-Adjusted Count 52.51

Publications (37)

Year Article Journal Tier Authors
2011 A survival analysis of the approval of US patent applications Applied Economics C 2
2007 The bias of elasticity estimators in linear regression: Some analytic results Economics Letters C 2
2007 Survival of the hippest: life at the top of the hot 100 Applied Economics C 1
2006 A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment Oxford Bulletin of Economics and Statistics B 1
2006 Superstardom in the US popular music industry revisited Economics Letters C 1
2006 Rational exuberance at the mall: addiction to carrying a credit card balance Applied Economics C 2
2005 Testing for a Santa Claus effect in growth cycles Economics Letters C 1
2004 Calculating a Standard Error for the Gini Coefficient: Some Further Results Oxford Bulletin of Economics and Statistics B 1
2002 The Canadian underground and measured economies: Granger causality results Applied Economics C 3
2001 Are cigarette bans really good economic policy? Applied Economics C 2
2001 The learning path of the hidden economy: the tax burden and tax evasion in New Zealand Applied Economics C 2
2000 Our fans in the north: the demand for British Rugby League Applied Economics C 3
1994 Preliminary-test estimation in a dynamic linear model Economics Letters C 2
1993 Pre-test Estimation and Testing in Econometrics: Recent Developments. Journal of Economic Surveys C 2
1993 Pre-test estimation in regression under absolute error loss Economics Letters C 1
1992 Some consequences of using the Chow test in the context of autocorrelated disturbances Economics Letters C 2
1992 The exact distribution of R2 when the regression disturbances are autocorrelated Economics Letters C 2
1991 The Structure of Econometric Analysis: Review Article. Journal of Economic Surveys C 1
1991 The power of the Durbin-Watson test when the errors are heteroscedastic Economics Letters C 2
1989 Preliminary-test estimation of the scale parameter in a mis-specified regression model Economics Letters C 2
1989 Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation. Oxford Bulletin of Economics and Statistics B 1
1988 The positive-part Stein-rule estimator and tests of linear hypotheses Economics Letters C 2
1988 The estimation of allocation models with autocorrelated disturbances Economics Letters C 1
1987 Estimating the error variance in regression after a preliminary test of restrictions on the coefficients Journal of Econometrics A 3
1986 Preliminary-test estimation in mis-specified regressions Economics Letters C 1
1984 Instrumental variables regressions involving seasonal data Economics Letters C 1
1984 Autocorrelation pre-testing in the linear model: Estimation, testing and prediction Journal of Econometrics A 2
1983 Urban migration in New Zealand: Dummy variable interpretations Journal of Urban Economics A 2
1982 The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation Economics Letters C 1
1982 General instrumental variables estimation under stochastic linear restrictions Economics Letters C 1
1981 Testing for parameter stability in structural econometric relationships Economics Letters C 1
1981 Recursions for instrumental variables estimators Economics Letters C 1
1981 Choosing between Alternative Structural Equations Estimated by Instrumental Variables. Review of Economics and Statistics A 2
1979 The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators Journal of Econometrics A 2
1978 Fourth-order autocorrelation : Further significance points for the Wallis test Journal of Econometrics A 2
1978 A note on urban migration in New Zealand Journal of Urban Economics A 2
1975 Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods Journal of Econometrics A 1