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 0 0 0 11
A Guide to Using the Collinearity Diagnostics 0 1 5 70 0 2 8 139
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 1 80 0 0 1 539
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 0 0 0 1,074
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 1 1 2 513
Conditioning in Models with Logs 0 0 0 2 0 0 0 8
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 0 0 461 0 1 1 2,213
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 0 0 0 755
Mathematica and Economic Research: A Student Tutorial 0 0 0 769 0 0 0 1,335
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 0 0 1 2,858
Modeling and Forecasting Reliability 0 0 0 3 0 0 0 12
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 1 36 0 0 1 21
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 1 664 0 0 3 2,345
The Simple Analytics of the Snob and Mr. Smith 0 0 1 7 0 0 1 12
Two or Three Stages of Least Squares? 0 0 0 8 0 0 2 28
Well-Conditioned Collinearity Indices? 0 0 0 4 0 0 0 19
Total Working Papers 0 1 9 3,594 1 4 20 11,882

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 0 0 0 489
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 71 0 0 0 588
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 0 0 123
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 1 1 0 0 1 16
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 0 0 0 268
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 2 111 0 0 4 242
Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity 0 0 0 28 0 0 0 169
Community Antenna Television Systems and Local Television Station Audience 0 0 0 0 0 1 2 24
Conditioning in models with logs 0 0 0 19 0 0 0 45
Editor's Preface 0 0 0 0 0 0 0 29
Editor's Preface 0 0 0 0 0 0 0 30
Editor's Preface 0 0 0 19 0 0 0 110
Editor's introduction 0 0 0 0 0 0 0 16
Editorial 0 0 0 1 0 1 2 29
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 0 0 0 59
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 0 0 1 870
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 0 0 0 291
Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation] 0 0 0 0 1 2 3 370
Modelling and forecasting reliability 0 0 0 55 0 0 0 210
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 2 4 89 0 4 11 273
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 0 1 1,434
Preface 0 0 0 3 0 0 2 49
Second Special issue on Computational Econometrics 0 0 0 14 0 0 0 46
Specification With Deflated Variables and Specious Spurious Correlation 0 0 2 92 0 0 3 718
The Constant Term and Deviations about the Mean 0 0 0 0 0 0 0 4
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 1 124
The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions 0 0 0 0 0 0 0 688
The Relative Power of the t-Test: A Furthering Comment 0 0 0 15 0 0 1 522
The Third Special Issue on Computational Econometrics 0 0 0 46 0 0 0 137
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 0 119
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 0 0 0 189
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 0 0 1 943
Total Journal Articles 0 2 9 1,310 1 8 33 9,224

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 0 0 0 92
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 0 0 0 64
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 0 8 0 0 0 58
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 0 1 13 0 0 1 58
Time-Varying Parameter Structures: An Overview 0 0 0 13 0 0 2 58
Total Chapters 0 0 1 68 0 0 3 330

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 2 710 2 5 18 2,995
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 0 1 1,181 0 0 3 3,172
ECONOMETRICS: Mathematica package of econometric tools 0 2 5 1,227 0 4 13 3,216
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 0 1 2 2,055
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 0 4 6 1,358
STATUTILITIES: Mathematica package of statistical utilities 0 0 0 323 0 0 1 1,021
Total Software Items 0 2 8 4,072 2 14 43 13,817

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Statistics updated 2024-12-04