Access Statistics for David A. Belsley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Conditioning Diagnostic 0 0 0 5 2 2 11 23
A Guide to Using the Collinearity Diagnostics 0 0 0 71 1 1 9 155
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 80 6 9 14 553
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 4 5 12 1,087
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 2 3 9 526
Conditioning in Models with Logs 0 0 0 2 2 3 4 13
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 0 0 461 3 5 11 2,225
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 0 2 5 761
Mathematica and Economic Research: A Student Tutorial 0 0 0 770 0 2 6 1,342
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 3 7 14 2,872
Modeling and Forecasting Reliability 0 0 1 4 2 3 7 19
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 36 2 3 5 27
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 1 1 665 1 3 11 2,358
The Simple Analytics of the Snob and Mr. Smith 0 0 0 7 1 4 6 18
Two or Three Stages of Least Squares? 0 0 0 9 3 5 13 44
Well-Conditioned Collinearity Indices? 0 0 0 4 2 4 6 26
Total Working Papers 0 1 2 3,599 34 61 143 12,049

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions 0 0 0 61 2 3 7 497
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 71 4 7 9 597
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 1 1 4 127
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 1 3 4 14 30
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 3 4 8 279
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 2 113 1 3 10 255
Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity 0 0 0 28 2 3 3 173
Community Antenna Television Systems and Local Television Station Audience 0 0 0 0 0 0 1 26
Conditioning in models with logs 0 0 0 19 2 2 3 48
Editor's Preface 0 0 0 0 1 1 3 33
Editor's Preface 0 0 0 0 1 1 5 36
Editor's Preface 0 0 0 19 1 1 2 113
Editor's introduction 0 0 0 0 2 2 4 21
Editorial 0 0 0 1 0 0 3 32
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 5 5 7 67
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 1 1 6 877
Model selection in regression analysis, regression diagnostics and prior knowledge: A book review article with comments from Anthony C. Atkinson, D.R. Cox And John McDonald 0 0 0 73 1 1 2 294
Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation] 0 0 0 0 1 1 7 377
Modelling and forecasting reliability 0 0 1 56 1 1 3 214
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 1 3 93 0 3 14 289
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 4 7 1,444
Preface 0 0 0 3 2 2 6 57
Second Special issue on Computational Econometrics 0 0 0 14 1 1 5 51
Specification With Deflated Variables and Specious Spurious Correlation 0 1 1 93 1 2 6 725
The Constant Term and Deviations about the Mean 0 0 0 0 2 2 3 8
The Fifth Special Issue on Computational Econometrics 0 0 0 32 2 2 6 130
The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions 0 0 0 0 1 1 2 690
The Relative Power of the t-Test: A Furthering Comment 0 0 0 15 1 1 3 526
The Third Special Issue on Computational Econometrics 0 0 0 46 2 4 9 148
The fourth special issue on Computational Econometrics 0 0 0 33 5 7 14 134
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 1 1 2 192
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 1 2 6 950
Total Journal Articles 0 2 7 1,318 51 73 184 9,440

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for Systematic Variation in Regression Coefficients 0 0 0 15 1 2 8 101
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 3 3 6 72
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 0 8 1 1 6 66
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 0 0 13 0 0 5 64
Time-Varying Parameter Structures: An Overview 0 0 0 13 0 0 9 67
Total Chapters 0 0 0 68 5 6 34 370

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BLOCKMATRIX: Mathematica package to handle block matrix operations 0 0 0 712 2 5 20 3,024
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 0 1 1,184 4 5 15 3,193
ECONOMETRICS: Mathematica package of econometric tools 1 1 1 1,228 3 4 12 3,229
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 2 5 10 2,067
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 3 5 8 1,368
STATUTILITIES: Mathematica package of statistical utilities 0 0 0 324 1 1 3 1,027
Total Software Items 1 1 2 4,079 15 25 68 13,908

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Statistics updated 2026-05-06