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 1 0 0 4 6
A Guide to Using the Collinearity Diagnostics 0 1 12 26 1 7 33 59
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 79 0 2 4 536
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 0 130 0 0 7 1,064
AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION 0 0 0 122 2 3 6 504
Conditioning in Models with Logs 0 0 1 1 0 0 3 6
Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition 0 1 1 454 0 2 3 2,190
Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results 0 0 0 144 0 0 3 748
Mathematica and Economic Research: A Student Tutorial 2 3 10 757 4 6 19 1,315
Mathematica as an Environment for doing Economics and Econometrics 0 0 0 1,082 2 6 15 2,833
Modeling and Forecasting Reliability 0 0 1 1 0 0 6 10
Modelling Energy Consumption: Using and Abusing Regression Diagnostics 0 0 1 34 0 0 6 15
Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation 0 0 0 659 0 0 5 2,325
The Simple Analytics of the Snob and Mr. Smith 0 1 1 6 0 1 2 7
Two or Three Stages of Least Squares? 0 0 1 2 0 0 6 14
Well-Conditioned Collinearity Indices? 0 0 1 1 0 1 11 14
Total Working Papers 2 6 29 3,499 9 28 133 11,646


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 4 489
A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions 0 0 1 71 0 1 3 585
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 42 0 0 1 114
An Analysis of 1980s Dairy Programs and Some Policy Implications 0 0 0 0 0 0 3 12
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function 0 0 0 54 2 3 5 265
Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise 0 0 0 91 0 0 3 204
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 3 16
Conditioning in models with logs 0 0 0 19 0 0 1 45
Editor's Preface 0 0 0 0 0 0 1 29
Editor's Preface 0 0 0 19 0 0 1 110
Editor's Preface 0 0 0 0 0 0 1 28
Editor's introduction 0 0 0 0 0 0 1 16
Editorial 0 0 0 1 0 0 3 20
Editor’s Preface: Computational Economics and Finance, Amsterdam 0 0 0 10 1 1 2 58
Mathematica as an Environment for Doing Economics and Econometrics 0 1 1 230 1 5 9 850
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 3 290
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 0 366
Modelling and forecasting reliability 0 0 1 55 0 0 3 209
On the efficient computation of the nonlinear full-information maximum-likelihood estimator 0 0 0 81 1 5 20 248
Paring 3SLS Calculations Down to Manageable Proportions 0 0 0 0 0 1 3 1,429
Preface 0 0 0 3 0 1 2 39
Second Special issue on Computational Econometrics 0 0 0 14 0 0 0 45
Specification With Deflated Variables and Specious Spurious Correlation 0 1 2 88 1 5 10 706
The Fifth Special Issue on Computational Econometrics 0 0 0 31 0 0 1 118
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 2 2 520
The Third Special Issue on Computational Econometrics 0 0 0 46 1 1 5 137
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 1 116
The general problem of ill conditioning and its role in statistical analysis 0 0 0 79 0 1 2 180
The t-Test and High-Order Serial Correlation: A Reply 0 0 0 126 0 2 2 939
Total Journal Articles 0 2 5 1,270 8 29 95 9,040


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 2 2 14 0 5 10 86
Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN 0 0 0 18 0 0 3 59
On the Determination of Systematic Parameter Variation in the Linear Regression Model 0 0 0 8 0 1 4 55
The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation 0 1 1 7 0 2 7 49
Time-Varying Parameter Structures: An Overview 0 0 2 12 0 1 8 52
Total Chapters 0 3 5 59 0 9 32 301


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 1 4 684 4 15 46 2,849
ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities 0 3 9 1,166 0 6 30 3,126
ECONOMETRICS: Mathematica package of econometric tools 0 1 8 1,199 3 11 54 3,112
GENSERCOR: Mathematica module for testing for joint serial correlation in regression 0 1 3 384 2 5 24 2,039
SERCOR: Mathematica module for testing for gth order serial correlation in regression 0 0 0 244 2 4 18 1,336
STATUTILITIES: Mathematica package of statistical utilities 1 1 1 322 1 1 7 1,010
Total Software Items 2 7 25 3,999 12 42 179 13,472


Statistics updated 2021-01-03