Friday, July 19, 2013

Some Current Projects

I often get emails asking me what research projects I'm working on. Generally, I have several projects underway at any given time - usually at various stages of development or completion. In that respect I guess I'm pretty typical.

I also tend to have a mixture of theoretical and applied projects, some econometric and some essentially statistical in nature. I find that this provides some continuity in my work. It's not easy to focus on just one or two research projects all of the time, especially if they're not progressing as well as you'd like them to!

So, what am I up to right now? Here are some of the papers/projects that I'm working on:

  • A couple of "revise and re-submits", relating to work on dummy variables. (See here.)
  • "Modelling the duration of Canadian labour contracts". (With Lindsay Tedds, who's the primary co-author.)
  •  "Specification tests for count data analysis". (With Ryan Godwin.)
  • "Volatility spill-overs between stock markets in developed and emerging economies." (With Yanan Li, who's the primary co-author.)
  • "Statistical modelling with multivariate beta distributions."
  • "Time series modelling of the Canadian gasoline market."
  • "ARDL modelling and bounds testing with structural breaks."
  • "Bias reduction for extremum estimators."
  • "Bias reduction for certain forecasting models."
  • "Modified Wald estimation."
  • "Variational Bayes methods in econometrics."

© 2013, David E. Giles


  1. I would be interested in reading your work on specification testin in count models. I have been reading about the topic and I'd like to read your contributions.


    1. Pedro - thanks - I'll make it available once the work is complete.


  2. Great to hear that you are working on a paper regarding ARDL bound testings with breaks. You wrote breaks, will that be two breaks or more? Especially looking forward to tables with critical values!

    Kind regards,

    T.E.H. Notten

    1. Hi - still early days. One break at the moment, but hope to cover more than one. I'll keep you posted on the blog.