Access Statistics for Leslie George Godfrey

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
MODIFIED RAINBOW TESTS 0 0 0 0 2 2 7 241
On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods 0 0 0 0 0 0 3 141
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 1 10 16 200
Total Working Papers 0 0 0 0 3 12 26 582

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Further Note on the Treatment of Serial Correlation 0 0 0 0 0 0 1 16
A Note on the Treatment of Serial Correlation 0 0 1 3 0 0 7 42
A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables 1 1 6 71 1 3 40 376
A Simplified Version of the Differencing Test 0 2 5 17 0 4 12 156
A note on f statistics for instrumental variable regessions 0 0 7 13 1 3 25 54
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure 0 0 1 4 0 0 2 18
A note on variable addition tests for linear and log-linear models 0 1 3 11 0 3 11 43
A simple derivation of the limited information maximum likelihood estimator 0 0 15 40 1 1 29 72
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models 1 2 4 16 2 5 13 78
Alternative approaches to testing by variable addition 0 0 1 3 2 2 6 15
Bootstrap-based critical values for tests of common factor restrictions 0 0 1 5 0 1 5 56
Checks of model adequacy for univariate time series models and their application to econometric relationships 0 1 6 11 0 1 12 30
Comment 0 1 1 1 0 1 1 5
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests 0 1 5 12 0 5 36 139
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 22 0 1 9 103
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 3 36 748
Data Transformation Tests 2 3 6 20 5 6 25 93
Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models 0 0 0 0 4 16 65 312
Diagnostics for the diagnostics 0 0 0 0 0 0 1 7
Discriminating between Autocorrelation and Misspecification in 0 1 3 15 2 3 8 53
Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models 1 6 10 57 2 12 44 141
Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence 0 0 0 0 1 5 10 44
Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results 0 0 4 19 1 1 10 56
Identifying and Estimating the Parameters of a Symmetrical Model of Inventory Investment 0 0 0 0 0 0 3 32
Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods 2 2 10 25 2 5 19 55
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 0 3 48
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis 1 2 3 17 3 4 7 84
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics 0 1 1 4 0 1 1 26
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses 0 0 1 5 0 3 6 20
Reply 0 0 0 0 0 1 1 5
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 3 40 1 1 33 162
Some results on the Glejser and Koenker tests for heteroskedasticity 0 0 10 39 2 5 24 98
Some results on the finite sample significance levels of instrumental variable tests for non-nested models 0 0 1 2 0 1 6 12
Testing AR(1) against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 1 1 7 30 5 8 32 127
Testing Linear and Log-Linear Regressions for Functional Form 0 2 29 111 6 16 86 354
Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares 0 2 2 18 1 5 9 83
Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 1 5 35 129 2 10 92 518
Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models 3 8 26 28 4 15 83 91
Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables 2 6 36 155 6 15 111 643
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables 0 0 3 37 0 1 25 191
Testing for Serial Correlation in Dynamic Simultaneous Equation Models 0 0 3 16 2 3 9 72
Testing for multiplicative heteroskedasticity 2 9 35 86 9 18 73 173
Testing for skewness of regression disturbances 0 3 19 72 4 15 79 241
Tests for regression models with heteroskedasticity of unknown form 0 1 5 16 1 2 6 25
Tests of non-nested regression models some results on small sample behaviour and the bootstrap 0 3 6 27 0 6 26 133
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 3 10 21 67 5 23 77 213
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 2 4 20 8 13 28 114
The robustness, reliabiligy and power of heteroskedasticity tests 0 1 5 7 1 2 10 20
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 1 8 17 0 1 10 24
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 2 21 1 1 8 71
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 2 5 16 112 4 11 67 684
Total Journal Articles 22 83 370 1,441 89 262 1,342 6,976

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Books 0 0 0 0 0 0 0 0
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Statistics updated 2009-11-04