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 8 9 21
A Guide to Using the Collinearity Diagnostics 0 0 0 71 0 2 11 154
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 1 4 8 1,083
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 80 2 5 7 546
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 1 6 7 524
Conditioning in Models with Logs 0 0 0 2 1 1 2 11
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 0 0 461 2 6 8 2,222
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 2 5 5 761
Mathematica and Economic Research: A Student Tutorial 0 0 0 770 2 6 6 1,342
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 3 10 10 2,868
Modeling and Forecasting Reliability 0 1 1 4 0 4 4 16
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 36 0 2 2 24
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 1 1 1 665 2 8 10 2,357
The Simple Analytics of the Snob and Mr. Smith 0 0 0 7 1 3 3 15
Two or Three Stages of Least Squares? 0 0 0 9 2 10 10 41
Well-Conditioned Collinearity Indices? 0 0 0 4 1 2 3 23
Total Working Papers 1 2 2 3,599 20 82 105 12,008

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 3 4 494
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 71 1 3 3 591
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 3 3 126
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 1 1 5 11 27
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 1 4 6 276
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 2 113 2 5 9 254
Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity 0 0 0 28 1 1 1 171
Community Antenna Television Systems and Local Television Station Audience 0 0 0 0 0 1 1 26
Conditioning in models with logs 0 0 0 19 0 1 1 46
Editor's Preface 0 0 0 0 0 0 2 32
Editor's Preface 0 0 0 19 0 1 1 112
Editor's Preface 0 0 0 0 0 3 4 35
Editor's introduction 0 0 0 0 0 1 2 19
Editorial 0 0 0 1 0 1 3 32
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 0 2 2 62
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 0 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 0 2 6 376
Modelling and forecasting reliability 0 1 1 56 0 2 2 213
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 1 1 4 93 2 3 14 288
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 3 6 6 1,443
Preface 0 0 0 3 0 3 4 55
Second Special issue on Computational Econometrics 0 0 0 14 0 4 4 50
Specification With Deflated Variables and Specious Spurious Correlation 0 0 0 92 0 4 4 723
The Constant Term and Deviations about the Mean 0 0 0 0 0 1 1 6
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 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 0 2 2 525
The Third Special Issue on Computational Econometrics 0 0 0 46 2 7 7 146
The fourth special issue on Computational Econometrics 0 0 0 33 1 5 9 128
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 0 1 1 191
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 1 3 5 949
Total Journal Articles 1 2 7 1,317 15 84 129 9,382

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 4 7 100
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 0 1 3 69
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 0 8 0 3 5 65
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 0 0 13 0 2 5 64
Time-Varying Parameter Structures: An Overview 0 0 0 13 0 7 9 67
Total Chapters 0 0 0 68 1 17 29 365

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 0 7 19 3,019
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 0 1 1,184 1 4 12 3,189
ECONOMETRICS: Mathematica package of econometric tools 0 0 0 1,227 0 4 8 3,225
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 2 6 7 2,064
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 2 4 5 1,365
STATUTILITIES: Mathematica package of statistical utilities 0 0 0 324 0 1 3 1,026
Total Software Items 0 0 2 4,078 5 26 54 13,888

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04