Access Statistics for Maxwell Leslie King

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 Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 215 5 5 9 680
A Beta-Optimal Test of the Equicorrelation Coefficient 0 0 0 0 2 2 13 13
A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation 0 0 0 0 2 3 7 347
A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficients in the Presence of Autocorrelation 0 0 0 0 1 1 1 1
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 3 3 6 6
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 1 1 7 504
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 2 2 4 4
A Model Validation Procedure 0 0 0 98 2 3 13 325
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 2 8 139
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 1 1 2 127
A Small Sample Variable Selection Procedure 0 0 0 0 2 2 3 3
A Small Sample Variable Selection Procedure 0 0 0 0 1 1 2 377
A new approach to forecasting based on exponential smoothing with independent regressors 0 0 2 100 3 6 23 198
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 2 3 10 88
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 5 8 202
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 0 0 28 4 5 11 76
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 1 1,029 2 6 21 3,633
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 2 3 13 2,135
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 2 4 8 141
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 1 2 4 91
Bayesian semiparametric GARCH models 0 0 0 58 0 2 10 130
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 0 5 870
Choice of Time-Series Forecasting Method Using Discriminant Scores 0 1 1 1 1 3 4 4
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 1 1 3 3
Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions 0 0 0 0 3 3 8 392
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 3 4 5 5
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 3 3 6 291
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 3 3 8 8
Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant 0 0 0 55 4 6 18 363
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 3 11 20 375
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 2 3 6 1,283
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 0 0 2 2
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 2 4 8 352
Exponential Smoothing Model Selection for Forecasting 0 0 1 1,173 1 4 12 5,459
Gaussian kernel GARCH models 0 0 0 47 2 4 13 173
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 3 6 14 58
Hypothesis Testing in the Presence of Nuisance Parameters 0 0 0 0 1 2 4 4
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 3 4 6 6
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 1 2 7 863
INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY 0 0 0 13 0 1 2 49
Improved Small Sample Midel selection Procedures 0 0 0 0 3 3 6 476
Improved Small Sample Model Selection Procedures 0 0 0 0 1 1 7 7
Influence Diagnostics in GARCH Processes 0 0 0 150 0 1 9 467
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 561 4 5 15 1,990
Locally Optimal One-Sided Tests for Multiparameter Hypothesis 0 0 0 0 1 2 3 3
Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative 0 0 0 0 2 2 4 4
Marginal Likelihood Based Tests of Regression Disturbances 0 0 0 0 0 1 2 2
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 2 2 8 281
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 3 3 5 5
Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters 0 0 0 0 1 2 2 2
Maximal Invariant Likelihood Based Testing of Semi-Linear Models 0 0 0 59 2 3 10 269
Model Selection When a Key Parameter is Constrained to be in an Interval 0 0 0 0 1 2 4 4
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 3 3 7 373
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 4 4 10 417
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 3 5 10 10
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 2 2 5 433
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 1 42 1 1 7 122
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 2 2 14 670
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 3 3 6 972
One-Sided Hypothesis Testing in Econometrics: A Sruvey 0 0 0 0 3 4 5 5
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 2 6 178
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors 0 0 0 0 1 2 5 5
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 0 1 78 5 7 11 312
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 0 45 2 6 24 108
Pre-Test Strategies for Time-Series Forecasting in the Linear Regression Model 0 0 0 0 4 4 7 7
Selecting the Order of an ARCH Model 0 1 1 70 2 4 9 294
Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model 0 1 1 1 3 3 4 4
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 3 4 9 211
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors 0 0 0 0 4 5 11 11
Testing Hildreth-Houck Against Return to Normalcy Random Regression Coefficients 0 0 0 0 1 1 1 1
Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model 0 0 0 0 1 1 3 3
Testing for ARMA(1,1) Disturbances in the Linear Regression Model 0 0 0 0 2 3 7 7
Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present 0 0 0 0 2 2 6 6
Testing for Subblock Effects in Multi-Stage Linear Regression Models 0 0 0 0 1 1 4 4
The Application of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 2 2 2 2 4 9 9
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 1 2 9 1,351
The Locally Unbiased Two-Sided Durbin-Watson Test 0 0 0 0 0 0 1 1
The Power of Student's t Test: Can a Non-Similar Test Do Better? 0 0 0 0 1 2 8 8
The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters 0 0 0 0 1 2 5 5
Towards a Theory of Point Optimal Testing 0 0 0 0 0 0 0 0
Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model 0 0 0 0 1 1 1 1
Tutoring in Economic Statistics: The Monash Experience 0 0 0 0 3 4 5 5
Total Working Papers 0 6 12 5,507 155 237 618 28,823

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 5 11 331
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 4 4 12 360
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 1 3 7 59
A Correction for Local Biasedness of the Wald and Null Wald Tests 0 0 0 0 1 1 2 6
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 4 8 14 287
A Note on Szroeter's Bounds Test 0 0 0 0 0 0 4 183
A Note on Wallis' Bounds Test and Negative Autocorrelation 0 0 0 48 1 2 8 377
A Point Optimal Test for Moving Average Regression Disturbances 0 0 0 1 1 1 3 13
A Wald-type test of quadratic parametric restrictions 0 0 0 42 1 1 11 187
A further class of tests for heteroscedasticity 0 0 1 17 3 3 9 71
A joint test for serial correlation and heteroscedasticity 0 0 0 19 0 0 7 69
A new approximate point optimal test of a composite null hypothesis 0 0 0 50 4 4 6 156
A new test for fourth-order autoregressive disturbances 0 0 0 7 1 1 5 58
A point optimal test for autoregressive disturbances 0 0 0 43 1 2 5 144
A point optimal test for heteroscedastic disturbances 0 0 0 12 1 1 7 47
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 1 3 13 51
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 0 14 111
An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] 0 0 0 122 0 2 4 563
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 37 2 6 15 132
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 1 3 12 79
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 1 8 17 357
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 0 1 3 591
Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] 0 0 0 0 1 2 11 89
Editors' introduction: 40 years of diagnostic testing 0 0 0 7 3 3 3 33
Editors' introduction: Fractional differencing and long memory processes 0 0 0 87 3 3 11 216
Exponential smoothing model selection for forecasting 0 1 2 151 5 9 23 609
Forecasting international quarterly tourist flows using error-correction and time-series models 0 0 1 111 1 3 8 290
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 43 0 1 4 225
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 5 8 18 404
Hypothesis testing based on a vector of statistics 0 0 0 5 4 6 17 39
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES 0 0 0 87 3 3 7 329
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 1 7 111
Joint one-sided tests of linear regression coefficients 0 0 0 98 1 4 10 242
Locally Optimal Properties of the Durbin-Watson Test 0 0 0 6 3 4 9 27
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 0 0 0 60 0 3 10 207
Locally optimal one-sided tests for multiparameter hypotheses 0 0 0 83 3 4 9 190
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 0 29 2 3 9 168
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 2 3 7 33
Modified Wald test for regression disturbances 1 1 2 152 1 3 17 496
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 0 36 3 6 17 117
Most mean powerful test of a composite null against a composite alternative 0 0 0 9 1 1 4 47
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 4 5 12 107
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 4 4 10 98
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model 0 0 0 0 3 4 7 16
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 1 109 4 6 17 385
Selecting the order of an ARCH model 0 1 1 37 3 6 12 166
Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model 0 0 0 22 1 1 3 65
Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors 0 0 0 4 1 1 14 45
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 3 4 6 304
Testing for ARMA (1, 1) Disturbances in the Linear Regression Model 0 0 0 0 0 2 5 161
Testing for a Serially Correlated Component in Regression Disturbances 0 0 0 7 1 1 1 43
Testing for autoregressive against moving average errors in the linear regression model 0 0 0 21 2 3 7 103
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present 0 0 0 22 1 1 6 146
The Durbin-Watson Bounds Test and Regressions without an Intercept 0 0 0 1 0 1 3 263
The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables 0 0 0 149 1 1 3 655
The Durbin-Watson test and cross-sectional data 0 0 4 451 0 2 18 1,243
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 0 1 74 2 5 10 372
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 0 0 0 174 0 4 13 696
The locally unbiased two-sided Durbin--Watson test 0 0 0 26 0 0 5 207
Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model 0 0 0 0 4 5 8 120
Total Journal Articles 1 3 13 3,120 103 185 550 13,299
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 3 4 7 26
Total Chapters 0 0 0 1 3 4 7 26

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06