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