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 2 3 293
MODIFIED RAINBOW TESTS 0 0 0 0 0 0 0 280
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 0 1 177
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 1 1 4 286
Total Working Papers 0 0 0 129 1 3 8 1,036

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 1 2 2 34
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 1 1 2 517
A Simplified Version of the Differencing Test 0 0 0 25 0 1 3 197
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 3 7 8 115
A simple derivation of the limited information maximum likelihood estimator 0 0 1 123 0 0 2 240
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models 0 0 0 36 1 3 3 168
Alternative approaches to testing by variable addition 0 0 1 7 0 2 5 45
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 2 5 8 68
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 1 1 2 159
Bootstrap-based critical values for tests of common factor restrictions 0 0 0 7 2 2 2 87
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests 0 0 0 29 1 1 2 244
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 1 1 2 174
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 4 6 6 818
Data Transformation Tests 0 0 0 44 0 0 1 225
Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models 0 0 0 0 2 2 7 541
Discriminating between Autocorrelation and Misspecification in 0 1 1 23 2 5 8 116
Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models 0 0 0 90 2 3 4 283
Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence 0 0 0 0 2 2 2 70
Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results 0 0 0 29 2 6 7 131
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 1 3 4 135
Instrument Relevance in Multivariate Linear Models 0 0 1 44 0 1 5 106
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 2 5 87
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis 0 0 0 25 2 3 3 149
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics 0 0 0 6 0 0 1 43
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses 0 0 0 12 1 1 1 48
Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables 0 0 0 7 0 3 4 45
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 1 3 5 301
Some results on the Glejser and Koenker tests for heteroskedasticity 0 1 3 88 1 3 9 291
Some results on the finite sample significance levels of instrumental variable tests for non-nested models 0 0 0 4 1 3 4 35
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 1 64 2 2 6 306
Testing Linear and Log-Linear Regressions for Functional Form 0 0 1 243 1 2 6 675
Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares 0 0 0 32 0 0 2 160
Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 4 6 17 623 21 34 59 1,908
Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* 0 0 0 105 3 3 5 506
Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables 0 2 6 278 4 9 24 1,154
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables 0 0 0 66 1 3 4 303
Testing for Serial Correlation in Dynamic Simultaneous Equation Models 0 0 0 28 2 3 3 129
Testing for multiplicative heteroskedasticity 0 0 4 265 1 3 7 694
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 2 5 7 127
Tests of non-nested regression models some results on small sample behaviour and the bootstrap 0 0 1 51 1 2 5 257
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 0 117 0 4 5 421
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 1 1 6 247
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 2 3 6 82
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 1 1 66 3 15 17 166
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 1 1 3 130
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 169 3 5 8 1,057
Total Journal Articles 4 11 41 3,336 82 167 295 14,366

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 8 12 25 570
Total Books 0 0 0 0 8 12 25 570

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Statistics updated 2026-01-09