Saturday, March 16, 2013

Recent Research by Former Grad. Students

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)
Qian Chen (Central University of Finance & Economics, Beijing):
  • 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.
Judith Clarke (University of Victoria):
  • 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.
Ryan Godwin  (University of Manitoba):
  • 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. 
Offer Lieberman (Bar-Ilan University):
  • 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.
Jenny Lye (University of Melbourne):
  • 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):
Alan Wan (City University of Hong Kong)
  • 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.
A list of all my former graduate students is given on this page of the blog.

© 2013, David E. Giles

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