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 1 1 12
A Guide to Using the Collinearity Diagnostics 0 1 5 71 0 3 10 143
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 1 80 0 0 1 539
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 132 0 1 1 1,075
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 0 4 5 517
Conditioning in Models with Logs 0 0 0 2 0 1 1 9
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 0 0 461 0 1 2 2,214
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 145 0 1 1 756
Mathematica and Economic Research: A Student Tutorial 0 1 1 770 0 1 1 1,336
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,086 0 0 1 2,858
Modeling and Forecasting Reliability 0 0 0 3 0 0 0 12
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 0 36 0 1 1 22
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 0 664 0 2 3 2,347
The Simple Analytics of the Snob and Mr. Smith 0 0 1 7 0 0 1 12
Two or Three Stages of Least Squares? 0 1 1 9 0 2 5 31
Well-Conditioned Collinearity Indices? 0 0 0 4 0 1 1 20
Total Working Papers 0 3 9 3,597 0 19 35 11,903

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 1 490
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 0 44 0 0 0 123
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 1 0 0 0 16
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 0 2 2 270
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 0 111 0 2 3 245
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 1 1 170
Community Antenna Television Systems and Local Television Station Audience 0 0 0 0 0 1 2 25
Conditioning in models with logs 0 0 0 19 0 0 0 45
Editor's Preface 0 0 0 0 0 0 0 30
Editor's Preface 0 0 0 0 0 2 2 31
Editor's Preface 0 0 0 19 0 0 1 111
Editor's introduction 0 0 0 0 0 1 1 17
Editorial 0 0 0 1 0 0 2 29
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 0 1 1 60
Mathematica as an Environment for Doing Economics and Econometrics 0 0 0 232 0 1 1 871
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 1 292
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 2 370
Modelling and forecasting reliability 0 0 0 55 0 1 1 211
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 0 2 89 0 1 10 274
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 3 4 1,437
Preface 0 0 0 3 0 1 3 51
Second Special issue on Computational Econometrics 0 0 0 14 0 0 0 46
Specification With Deflated Variables and Specious Spurious Correlation 0 0 0 92 0 1 2 719
The Constant Term and Deviations about the Mean 0 0 0 0 0 1 1 5
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 1 124
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 1 2 523
The Third Special Issue on Computational Econometrics 0 0 0 46 0 2 2 139
The fourth special issue on Computational Econometrics 0 0 0 33 1 1 1 120
The general problem of ill conditioning and its role in statistical analysis 0 0 0 81 0 1 1 190
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 0 1 2 944
Total Journal Articles 0 0 2 1,310 1 27 50 9,254

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 1 1 93
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 19 0 2 2 66
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 0 8 0 2 2 60
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 0 1 13 0 1 2 59
Time-Varying Parameter Structures: An Overview 0 0 0 13 0 0 1 58
Total Chapters 0 0 1 68 0 6 8 336

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 1 1 711 2 6 21 3,002
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 2 2 1,183 0 4 6 3,177
ECONOMETRICS: Mathematica package of econometric tools 0 0 5 1,227 0 1 14 3,217
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 0 0 385 0 2 4 2,057
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 246 0 2 7 1,360
STATUTILITIES: Mathematica package of statistical utilities 0 1 1 324 1 3 3 1,024
Total Software Items 0 4 9 4,076 3 18 55 13,837

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Statistics updated 2025-04-04