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 4 294
MODIFIED RAINBOW TESTS 0 0 0 0 0 2 2 282
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 0 4 4 181
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 4 286
Total Working Papers 0 0 0 129 0 8 14 1,043

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 2 3 35
A Note on the Treatment of Serial Correlation 0 0 0 11 0 0 0 74
A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables 0 0 0 93 0 2 2 518
A Simplified Version of the Differencing Test 0 0 0 25 0 4 6 201
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure 0 0 2 14 0 0 4 50
A note on variable addition tests for linear and log-linear models 0 0 0 26 1 4 9 116
A simple derivation of the limited information maximum likelihood estimator 0 0 0 123 0 6 7 246
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models 0 0 0 36 0 2 4 169
Alternative approaches to testing by variable addition 0 0 1 7 1 2 7 47
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 1 5 11 71
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 4 5 162
Bootstrap-based critical values for tests of common factor restrictions 0 0 0 7 2 6 6 91
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests 0 0 0 29 0 3 4 246
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 0 3 4 176
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 6 8 820
Data Transformation Tests 0 0 0 44 1 4 5 229
Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models 0 0 0 0 2 10 14 549
Discriminating between Autocorrelation and Misspecification in 0 1 2 24 5 10 15 124
Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models 0 0 0 90 0 2 4 283
Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence 0 0 0 0 0 5 5 73
Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results 0 0 0 29 0 5 10 134
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 2 7 10 141
Instrument Relevance in Multivariate Linear Models 0 0 1 44 2 2 7 108
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 2 5 9 92
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis 0 0 0 25 0 6 7 153
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics 0 0 0 6 0 3 4 46
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses 0 0 0 12 1 6 6 53
Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables 0 0 0 7 0 1 5 46
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 2 6 302
Some results on the Glejser and Koenker tests for heteroskedasticity 0 0 1 88 1 9 15 299
Some results on the finite sample significance levels of instrumental variable tests for non-nested models 0 0 0 4 0 4 7 38
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 1 64 0 5 8 309
Testing Linear and Log-Linear Regressions for Functional Form 0 0 1 243 0 3 7 677
Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares 0 0 0 32 1 5 7 165
Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 2 9 21 628 6 36 72 1,923
Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* 0 0 0 105 0 7 9 510
Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables 1 2 6 280 2 12 27 1,162
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables 0 0 0 66 0 4 7 306
Testing for Serial Correlation in Dynamic Simultaneous Equation Models 0 0 0 28 0 5 6 132
Testing for multiplicative heteroskedasticity 0 0 4 265 0 4 10 697
Testing for skewness of regression disturbances 0 0 0 115 0 0 1 448
Tests for regression models with heteroskedasticity of unknown form 0 0 0 55 5 13 18 138
Tests of non-nested regression models some results on small sample behaviour and the bootstrap 0 0 1 51 0 3 7 259
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 0 117 1 3 8 424
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 0 3 5 249
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 3 7 10 87
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 1 66 1 5 19 168
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 1 3 4 132
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 169 5 9 14 1,063
Total Journal Articles 3 12 43 3,344 46 257 448 14,541

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 0 10 24 572
Total Books 0 0 0 0 0 10 24 572

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Statistics updated 2026-03-04