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 12 25
A Guide to Using the Collinearity Diagnostics 0 0 0 71 1 4 8 159
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 80 2 2 18 557
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 1 4 17 1,096
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 1 1 11 528
Conditioning in Models with Logs 0 0 0 2 0 0 3 13
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 0 1 462 1 2 13 2,228
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 2 2 7 763
Mathematica and Economic Research: A Student Tutorial 0 0 0 770 1 2 9 1,345
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 4 4 21 2,879
Modeling and Forecasting Reliability 0 0 1 4 1 1 9 21
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 36 1 3 9 31
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 1 665 3 6 18 2,365
The Simple Analytics of the Snob and Mr. Smith 0 0 0 7 3 3 9 21
Two or Three Stages of Least Squares? 1 1 2 11 2 3 18 49
Well-Conditioned Collinearity Indices? 0 0 0 4 0 0 6 27
Total Working Papers 1 1 5 3,602 25 39 188 12,107

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 1 7 498
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 71 2 3 15 603
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 1 6 129
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 1 2 4 17 36
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 1 1 9 281
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 0 113 2 2 11 259
Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity 0 0 0 28 3 3 6 176
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 1 1 4 49
Editor's Preface 0 0 0 0 1 1 6 38
Editor's Preface 0 0 0 19 1 2 6 117
Editor's Preface 0 0 0 0 0 0 1 33
Editor's introduction 0 0 0 0 1 1 4 22
Editorial 0 0 0 1 2 2 3 34
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 1 1 8 68
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 1 1 5 879
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 3 295
Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation] 0 0 0 0 1 5 11 385
Modelling and forecasting reliability 0 0 1 56 1 1 6 217
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 0 1 93 0 0 7 290
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 0 7 1,444
Preface 0 0 0 3 0 0 6 58
Second Special issue on Computational Econometrics 0 0 0 14 2 2 7 53
Specification With Deflated Variables and Specious Spurious Correlation 0 0 1 93 1 1 10 729
The Constant Term and Deviations about the Mean 0 0 0 0 1 3 6 11
The Fifth Special Issue on Computational Econometrics 0 0 0 32 2 2 7 132
The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions 0 0 0 0 2 2 4 692
The Relative Power of the t-Test: A Furthering Comment 0 0 0 15 0 1 4 527
The Third Special Issue on Computational Econometrics 0 0 0 46 2 2 13 152
The fourth special issue on Computational Econometrics 0 0 0 33 1 1 13 136
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 2 2 5 195
The t-Test and High-Order Serial Correlation: A Reply 0 1 1 127 0 1 8 953
Total Journal Articles 0 1 4 1,319 34 48 226 9,517

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 2 2 8 104
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 2 2 7 75
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 1 9 1 1 6 68
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 1 1 1 14 2 2 7 67
Time-Varying Parameter Structures: An Overview 0 0 0 13 4 4 12 71
Total Chapters 1 1 2 70 11 11 40 385

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 4 20 3,030
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 0 0 1,184 1 1 10 3,194
ECONOMETRICS: Mathematica package of econometric tools 0 1 2 1,229 0 1 14 3,235
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 0 2 12 2,070
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 0 1 8 1,369
STATUTILITIES: Mathematica package of statistical utilities 0 1 1 325 0 2 4 1,029
Total Software Items 0 2 3 4,081 3 11 68 13,927

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 2026-11-12