It's always great to see the latest research from former grad. students - no matter how long since they "left the nest". Here's what some of my former students have been up to recently.
I've limited the items to one per person, and (as far as I can tell) just the latest contribution. In the case of recent grads., the joint research that is mentioned is not related to their thesis/dissertation work.
Kevin Albertson (Manchester Metropolitan University)
- Fox, C., K. Albertson & K. Wong, 2013. Justice Reinvestment: Can the Criminal Justice System Deliver More for Less? Routledge, in press.
- Chen, Q., D. E. Giles, & H. Feng, 2012. The extreme-value dependence between the Chinese and other international stock markets. Applied Financial Economics, 22, 1147-1160.
- Chen, W., J. A. Clarke & N. Roy, 2013. Health and wealth: Short panel Granger causality tests for developing countries. Journal of International Trade & Economic Development, in press.
Hui Feng (King's College, University of Western Ontario):
- Giles, D. E., H. Feng & R. T. Godwin, 2013. On the bias of the maximum likelihood estimator for the two-parameter Lomax distribution. Communications in Statistics – Theory and Methods, in press.
- Giles, D.E. & 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.
- Lieberman, O., R. Rosemarin, & J. Rousseau, 2012.Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processess. Econometric Theory, 457-470.
- Hirschberg, J. & J. Lye, 2013. Gambling with stimulus payments: Feeding gaming machines with federal dollars. Research Paper Number 1166, Department of Economics, University of Melbourne.
Jacob Schwartz (University of British Columbia):
- Schwartz, J., R.T. Godwin & D.E. Giles, 2013. Improved maximum likelihood estimation of the shape parameter in the Nakagami distribution. Journal of Statistical Computation and Simulation, in press.
Lindsay Tedds (University of Victoria):
- Compton, R., C. Nicholls, D. Sandler, & L. M. Tedds, 2013. Quantifying the benefits of backdating: A Canada-US comparison. Columbia Journal of Tax Law, in press.
- Zhang, X., A.T.K. Wan and G.H. Zou, 2013. Model averaging by jackknife criterion in models with dependent data. Journal of Econometrics, in press.
© 2013, David E. Giles