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 2 5 0 0 2 11
A Guide to Using the Collinearity Diagnostics 0 1 8 65 0 2 20 132
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 79 0 0 0 538
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 0 0 1 1,074
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 0 1 1 512
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 1 461 0 0 1 2,212
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 5 769 0 1 8 1,335
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 0 0 6 2,857
Modeling and Forecasting Reliability 0 0 0 3 0 0 0 12
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 35 0 0 1 20
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 1 663 1 1 4 2,343
The Simple Analytics of the Snob and Mr. Smith 0 0 0 6 0 0 0 11
Two or Three Stages of Least Squares? 0 0 0 8 0 0 2 26
Well-Conditioned Collinearity Indices? 0 0 0 4 0 0 0 19
Total Working Papers 0 1 17 3,585 1 5 46 11,865


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 1 44 0 0 4 123
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 0 0 0 2 15
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 1 2 5 110 3 4 12 241
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 0 0 22
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 19 0 0 0 110
Editor's Preface 0 0 0 0 0 0 0 30
Editor's introduction 0 0 0 0 0 0 0 16
Editorial 0 0 0 1 0 0 1 27
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 1 1 4 870
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 1 291
Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation] 0 0 0 0 0 0 0 367
Modelling and forecasting reliability 0 0 0 55 0 0 0 210
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 1 1 3 86 1 1 6 263
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 0 1 1,433
Preface 0 0 0 3 0 1 2 48
Second Special issue on Computational Econometrics 0 0 0 14 0 1 1 46
Specification With Deflated Variables and Specious Spurious Correlation 0 0 1 90 0 0 2 715
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 2 123
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 0 521
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 1 119
The general problem of ill conditioning and its role in statistical analysis 0 0 1 81 0 0 2 189
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 0 0 0 942
Total Journal Articles 2 3 11 1,303 5 8 41 9,197


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 2 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 0 12 0 0 0 57
Time-Varying Parameter Structures: An Overview 0 0 1 13 1 1 3 57
Total Chapters 0 0 1 67 1 1 5 328


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 1 3 9 710 1 3 23 2,979
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 2 5 1,180 0 3 11 3,169
ECONOMETRICS: Mathematica package of econometric tools 0 0 9 1,222 0 1 24 3,203
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 0 1 3 2,053
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 0 1 2 1,353
STATUTILITIES: Mathematica package of statistical utilities 0 0 0 323 0 0 2 1,020
Total Software Items 1 5 23 4,066 1 9 65 13,777


Statistics updated 2024-02-04