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 1 1 129 0 1 1 290
MODIFIED RAINBOW TESTS 0 0 0 0 0 0 2 280
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 1 1 2 177
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 4 282
Total Working Papers 0 1 1 129 1 3 9 1,029

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 0 0 32
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 1 516
A Simplified Version of the Differencing Test 0 0 0 25 1 1 1 195
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure 0 0 0 12 0 0 0 46
A note on variable addition tests for linear and log-linear models 0 0 0 26 0 0 1 107
A simple derivation of the limited information maximum likelihood estimator 0 1 1 123 0 1 2 239
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models 0 0 0 36 0 0 2 165
Alternative approaches to testing by variable addition 0 0 0 6 0 0 0 40
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 0 0 0 60
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 0 0 157
Bootstrap-based critical values for tests of common factor restrictions 0 0 0 7 0 0 1 85
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests 0 0 0 29 0 0 0 242
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 0 0 2 172
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 4 812
Data Transformation Tests 0 0 1 44 0 0 2 224
Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models 0 0 0 0 0 2 11 535
Discriminating between Autocorrelation and Misspecification in 0 0 1 22 1 1 2 109
Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models 0 0 0 90 0 0 1 279
Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence 0 0 0 0 0 0 1 68
Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results 0 0 0 29 0 0 1 124
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 0 0 1 131
Instrument Relevance in Multivariate Linear Models 0 0 0 43 0 0 4 101
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 1 1 83
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis 0 0 0 25 0 0 1 146
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics 0 0 0 6 0 0 0 42
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses 0 0 0 12 0 0 1 47
Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables 0 0 0 7 0 0 0 41
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 4 296
Some results on the Glejser and Koenker tests for heteroskedasticity 1 2 4 87 1 2 5 284
Some results on the finite sample significance levels of instrumental variable tests for non-nested models 0 0 0 4 0 0 0 31
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 0 63 1 1 2 301
Testing Linear and Log-Linear Regressions for Functional Form 0 0 3 242 1 1 5 670
Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares 0 0 0 32 0 0 0 158
Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 0 1 14 607 0 4 37 1,851
Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* 0 0 1 105 0 0 2 501
Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables 1 2 5 274 4 5 21 1,135
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables 0 0 0 66 0 0 0 299
Testing for Serial Correlation in Dynamic Simultaneous Equation Models 0 0 0 28 0 0 0 126
Testing for multiplicative heteroskedasticity 0 0 2 261 0 0 3 687
Testing for skewness of regression disturbances 0 0 0 115 0 0 2 447
Tests for regression models with heteroskedasticity of unknown form 0 0 0 55 0 0 1 120
Tests of non-nested regression models some results on small sample behaviour and the bootstrap 0 0 0 50 0 0 1 252
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 0 117 0 0 1 416
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 1 3 4 244
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 0 1 3 77
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 0 65 0 0 1 149
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 1 37 0 1 3 128
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 0 168 0 0 3 1,049
Total Journal Articles 2 6 33 3,301 11 25 138 14,093

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 2 4 17 548
Total Books 0 0 0 0 2 4 17 548

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Statistics updated 2025-03-03