Access Statistics for Leslie George Godfrey

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 robust test for error cross-section correlation in panel models 0 0 0 129 0 1 5 295
MODIFIED RAINBOW TESTS 0 0 0 0 0 2 5 285
On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods 0 0 0 0 1 3 7 184
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 3 287
Total Working Papers 0 0 0 129 1 7 20 1,051

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Further Note on the Treatment of Serial Correlation 0 0 0 1 0 1 4 36
A Note on the Treatment of Serial Correlation 0 0 0 11 0 1 1 75
A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables 0 0 0 93 0 4 6 522
A Simplified Version of the Differencing Test 0 0 0 25 0 3 11 206
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure 0 0 0 14 0 1 1 51
A note on variable addition tests for linear and log-linear models 0 0 0 26 0 1 9 117
A simple derivation of the limited information maximum likelihood estimator 0 0 0 123 0 1 7 247
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models 0 0 0 36 0 1 5 170
Alternative approaches to testing by variable addition 0 0 0 7 0 1 6 48
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 0 1 11 72
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 6 12 169
Bootstrap-based critical values for tests of common factor restrictions 0 0 0 7 1 13 19 104
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests 0 0 0 29 0 2 5 248
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 1 5 9 181
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 1 9 821
Data Transformation Tests 0 0 0 44 1 4 11 235
Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models 0 0 0 0 1 3 15 553
Discriminating between Autocorrelation and Misspecification in 0 0 2 24 0 4 20 129
Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models 0 0 0 90 1 3 7 286
Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence 0 0 0 0 0 2 7 75
Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results 0 0 0 29 0 3 13 137
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 1 4 13 145
Instrument Relevance in Multivariate Linear Models 0 0 0 44 0 2 8 112
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 1 10 93
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis 0 0 0 25 0 1 8 154
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics 0 0 0 6 0 2 6 48
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses 0 0 0 12 0 1 7 54
Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables 0 0 0 7 1 2 7 48
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 2 9 305
Some results on the Glejser and Koenker tests for heteroskedasticity 0 0 1 88 0 2 16 301
Some results on the finite sample significance levels of instrumental variable tests for non-nested models 0 0 0 4 0 0 7 38
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 0 64 0 0 10 312
Testing Linear and Log-Linear Regressions for Functional Form 1 1 1 244 1 6 12 683
Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares 0 0 0 32 1 1 8 166
Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 4 12 26 640 10 36 97 1,961
Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* 0 0 0 105 0 1 9 511
Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables 0 1 5 281 2 6 29 1,170
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables 0 0 0 66 0 3 10 310
Testing for Serial Correlation in Dynamic Simultaneous Equation Models 0 0 0 28 0 0 6 132
Testing for multiplicative heteroskedasticity 0 0 0 265 2 4 11 702
Testing for skewness of regression disturbances 0 0 0 115 1 2 3 450
Tests for regression models with heteroskedasticity of unknown form 0 0 0 55 0 5 22 143
Tests of non-nested regression models some results on small sample behaviour and the bootstrap 1 1 1 52 3 4 10 263
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 0 117 0 4 12 428
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 1 1 42 0 3 9 253
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 0 3 13 90
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 1 66 0 3 26 175
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 0 4 8 136
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 169 1 4 17 1,067
Total Journal Articles 6 16 39 3,360 28 167 591 14,732

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Misspecification Tests in Econometrics 0 0 0 0 1 4 24 576
Total Books 0 0 0 0 1 4 24 576

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Statistics updated 2026-07-10