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 6 8 9 21
A Guide to Using the Collinearity Diagnostics 0 0 1 71 1 3 13 154
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 1 3 7 1,082
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 80 3 5 5 544
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 4 6 6 523
Conditioning in Models with Logs 0 0 0 2 0 0 1 10
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 0 0 461 3 5 6 2,220
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 3 3 4 759
Mathematica and Economic Research: A Student Tutorial 0 0 1 770 4 4 5 1,340
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 6 7 7 2,865
Modeling and Forecasting Reliability 1 1 1 4 4 4 4 16
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 36 2 2 2 24
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 0 664 5 8 8 2,355
The Simple Analytics of the Snob and Mr. Smith 0 0 0 7 1 2 2 14
Two or Three Stages of Least Squares? 0 0 0 9 8 8 8 39
Well-Conditioned Collinearity Indices? 0 0 0 4 0 1 2 22
Total Working Papers 1 1 3 3,598 51 69 89 11,988

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 1 3 4 494
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 71 2 2 2 590
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 2 3 3 126
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 1 4 7 10 26
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 1 3 5 275
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 2 113 2 4 8 252
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 0 170
Community Antenna Television Systems and Local Television Station Audience 0 0 0 0 1 1 1 26
Conditioning in models with logs 0 0 0 19 1 1 1 46
Editor's Preface 0 0 0 19 1 1 1 112
Editor's Preface 0 0 0 0 3 3 5 35
Editor's Preface 0 0 0 0 0 0 2 32
Editor's introduction 0 0 0 0 0 1 2 19
Editorial 0 0 0 1 1 1 3 32
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 2 2 2 62
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 2 2 5 876
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 1 1 293
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 6 376
Modelling and forecasting reliability 1 1 1 56 2 2 2 213
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 0 3 92 0 3 12 286
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 1 3 5 1,440
Preface 0 0 0 3 2 3 4 55
Second Special issue on Computational Econometrics 0 0 0 14 3 4 4 50
Specification With Deflated Variables and Specious Spurious Correlation 0 0 0 92 3 4 4 723
The Constant Term and Deviations about the Mean 0 0 0 0 1 1 1 6
The Fifth Special Issue on Computational Econometrics 0 0 0 32 3 3 4 128
The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions 0 0 0 0 0 1 1 689
The Relative Power of the t-Test: A Furthering Comment 0 0 0 15 2 2 2 525
The Third Special Issue on Computational Econometrics 0 0 0 46 4 5 6 144
The fourth special issue on Computational Econometrics 0 0 0 33 3 4 8 127
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 1 1 2 191
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 2 3 4 948
Total Journal Articles 1 1 6 1,316 51 76 120 9,367

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 3 6 99
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 0 1 4 69
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 0 8 1 3 6 65
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 0 0 13 2 4 6 64
Time-Varying Parameter Structures: An Overview 0 0 0 13 7 8 9 67
Total Chapters 0 0 0 68 11 19 31 364

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 1 712 7 9 20 3,019
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 0 2 1,184 3 4 13 3,188
ECONOMETRICS: Mathematica package of econometric tools 0 0 0 1,227 3 4 8 3,225
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 3 4 7 2,062
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 1 2 4 1,363
STATUTILITIES: Mathematica package of statistical utilities 0 0 0 324 0 1 3 1,026
Total Software Items 0 0 3 4,078 17 24 55 13,883

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Statistics updated 2026-02-12