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 10 23
A Guide to Using the Collinearity Diagnostics 0 0 0 71 1 3 11 158
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 80 0 0 16 555
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 2 3 16 1,095
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 0 0 10 527
Conditioning in Models with Logs 0 0 0 2 0 0 4 13
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 1 1 462 1 2 12 2,227
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 0 0 5 761
Mathematica and Economic Research: A Student Tutorial 0 0 0 770 1 1 8 1,344
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 0 1 17 2,875
Modeling and Forecasting Reliability 0 0 1 4 0 0 8 20
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 36 0 2 8 30
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 1 665 3 3 15 2,362
The Simple Analytics of the Snob and Mr. Smith 0 0 0 7 0 0 6 18
Two or Three Stages of Least Squares? 0 0 1 10 1 1 16 47
Well-Conditioned Collinearity Indices? 0 0 0 4 0 0 7 27
Total Working Papers 0 1 4 3,601 9 16 169 12,082

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 1 2 13 601
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 2 6 129
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 1 0 4 15 34
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 0 0 9 280
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 1 113 0 2 10 257
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 3 173
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 0 0 3 48
Editor's Preface 0 0 0 19 0 3 5 116
Editor's Preface 0 0 0 0 0 1 5 37
Editor's Preface 0 0 0 0 0 0 1 33
Editor's introduction 0 0 0 0 0 0 4 21
Editorial 0 0 0 1 0 0 2 32
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 0 0 7 67
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 0 1 5 878
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 2 294
Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation] 0 0 0 0 2 6 10 384
Modelling and forecasting reliability 0 0 1 56 0 2 5 216
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 0 2 93 0 1 8 290
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 0 7 1,444
Preface 0 0 0 3 0 0 7 58
Second Special issue on Computational Econometrics 0 0 0 14 0 0 5 51
Specification With Deflated Variables and Specious Spurious Correlation 0 0 1 93 0 1 9 728
The Constant Term and Deviations about the Mean 0 0 0 0 2 2 5 10
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 6 130
The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions 0 0 0 0 0 0 2 690
The Relative Power of the t-Test: A Furthering Comment 0 0 0 15 1 1 4 527
The Third Special Issue on Computational Econometrics 0 0 0 46 0 1 11 150
The fourth special issue on Computational Econometrics 0 0 0 33 0 1 12 135
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 0 1 3 193
The t-Test and High-Order Serial Correlation: A Reply 1 1 1 127 1 2 9 953
Total Journal Articles 1 1 6 1,319 7 34 201 9,483

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 6 102
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 0 0 7 73
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 1 9 0 0 6 67
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 0 0 13 0 1 5 65
Time-Varying Parameter Structures: An Overview 0 0 0 13 0 0 9 67
Total Chapters 0 0 1 69 0 1 33 374

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 2 18 3,028
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 0 0 1,184 0 0 9 3,193
ECONOMETRICS: Mathematica package of econometric tools 1 1 2 1,229 1 1 16 3,235
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 2 2 12 2,070
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 1 1 9 1,369
STATUTILITIES: Mathematica package of statistical utilities 1 1 1 325 2 2 5 1,029
Total Software Items 2 2 3 4,081 8 8 69 13,924

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Statistics updated 2026-10-11