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 2 122 0 1 10 276
MODIFIED RAINBOW TESTS 0 0 0 0 0 0 1 275
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 1 174
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 0 4 273
Total Working Papers 0 0 2 122 0 1 16 998


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 0 0 0 0 31
A Note on the Treatment of Serial Correlation 0 0 0 10 0 1 1 72
A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables 0 0 0 92 0 2 5 513
A Simplified Version of the Differencing Test 0 0 0 24 1 1 4 190
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 1 46
A note on variable addition tests for linear and log-linear models 0 0 1 24 0 1 9 101
A simple derivation of the limited information maximum likelihood estimator 0 1 7 112 2 4 13 219
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models 0 0 0 36 0 1 2 159
Alternative approaches to testing by variable addition 0 0 1 6 0 0 3 38
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 1 1 18 0 1 5 57
Bootstrap Tests of Nonnested Hypotheses: Some Further Results 0 0 0 38 0 1 9 154
Bootstrap-based critical values for tests of common factor restrictions 0 0 0 7 0 1 1 84
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests 0 0 2 28 0 2 7 234
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 1 1 2 36 1 1 6 163
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 1 807
Data Transformation Tests 0 0 0 42 0 0 2 218
Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models 0 0 0 0 1 3 7 498
Discriminating between Autocorrelation and Misspecification in 0 0 0 20 0 1 5 104
Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models 0 0 0 89 0 0 3 277
Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence 0 0 0 0 0 0 2 64
Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results 0 0 0 29 0 0 0 122
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 49 0 0 3 126
Instrument Relevance in Multivariate Linear Models 0 0 2 41 1 4 9 82
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 1 1 1 82
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis 0 0 0 23 1 4 4 139
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics 0 0 0 6 0 0 0 40
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses 0 0 0 12 0 0 0 46
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 39
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 1 72 0 1 9 286
Some results on the Glejser and Koenker tests for heteroskedasticity 1 1 3 80 2 3 11 256
Some results on the finite sample significance levels of instrumental variable tests for non-nested models 0 0 0 4 0 0 0 30
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 0 62 1 2 3 290
Testing Linear and Log-Linear Regressions for Functional Form 0 1 11 230 0 2 17 642
Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares 0 0 0 32 0 3 3 157
Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 3 13 57 501 6 33 128 1,523
Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* 0 0 0 99 1 1 4 468
Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables 0 1 8 242 1 10 30 1,029
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables 0 0 0 64 0 1 1 293
Testing for Serial Correlation in Dynamic Simultaneous Equation Models 0 0 0 27 0 2 2 120
Testing for multiplicative heteroskedasticity 1 4 6 230 2 10 22 592
Testing for skewness of regression disturbances 0 0 0 113 0 0 1 441
Tests for regression models with heteroskedasticity of unknown form 0 0 2 49 0 0 3 106
Tests of non-nested regression models some results on small sample behaviour and the bootstrap 0 0 0 49 0 1 4 243
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 1 112 1 2 4 405
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 1 41 0 0 3 239
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 1 16 0 0 2 64
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 1 1 2 61 1 1 5 133
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 32 0 1 5 120
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 1 2 5 159 4 11 34 988
Total Journal Articles 8 26 114 3,036 27 113 394 13,130


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 2 24 464
Total Books 0 0 0 0 0 2 24 464


Statistics updated 2021-01-03