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 0 3 4 675
A Beta-Optimal Test of the Equicorrelation Coefficient 0 0 0 0 0 11 11 11
A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation 0 0 0 0 1 3 5 345
A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficients in the Presence of Autocorrelation 0 0 0 0 0 0 0 0
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 0 4 6 503
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 0 3 3 3
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 0 2 2 2
A Model Validation Procedure 0 0 0 98 1 4 11 323
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 2 4 8 139
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 1 1 126
A Small Sample Variable Selection Procedure 0 0 0 0 0 1 1 376
A Small Sample Variable Selection Procedure 0 0 0 0 0 1 1 1
A new approach to forecasting based on exponential smoothing with independent regressors 0 0 2 100 2 11 19 194
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 1 5 8 86
An Improved Nonparametric Unit-Root Test 0 0 0 114 5 8 8 202
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 0 0 28 1 2 7 72
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 0 7 10 2,132
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 1,028 1 10 17 3,628
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 1 4 5 138
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 1 1 4 90
Bayesian semiparametric GARCH models 0 0 0 58 2 7 10 130
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 3 5 870
Choice of Time-Series Forecasting Method Using Discriminant Scores 1 1 1 1 2 3 3 3
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 0 2 2 2
Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions 0 0 0 0 0 5 5 389
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 1 1 1
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 5 5 5
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 1 3 288
Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant 0 0 0 55 2 9 14 359
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 3 10 12 367
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 1 3 4 1,281
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 0 2 2 2
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 2 3 6 350
Exponential Smoothing Model Selection for Forecasting 0 0 1 1,173 1 4 10 5,456
Gaussian kernel GARCH models 0 0 0 47 1 5 10 170
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 1 9 9 53
Hypothesis Testing in the Presence of Nuisance Parameters 0 0 0 0 0 2 2 2
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 0 2 2 2
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 1 4 6 862
INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY 0 0 0 13 1 2 2 49
Improved Small Sample Midel selection Procedures 0 0 0 0 0 3 3 473
Improved Small Sample Model Selection Procedures 0 0 0 0 0 6 6 6
Influence Diagnostics in GARCH Processes 0 0 1 150 1 6 10 467
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 2 561 0 4 11 1,985
Locally Optimal One-Sided Tests for Multiparameter Hypothesis 0 0 0 0 0 1 1 1
Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative 0 0 0 0 0 2 2 2
Marginal Likelihood Based Tests of Regression Disturbances 0 0 0 0 0 1 1 1
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 0 2 2 2
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 0 3 6 279
Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters 0 0 0 0 0 0 0 0
Maximal Invariant Likelihood Based Testing of Semi-Linear Models 0 0 0 59 0 3 7 266
Model Selection When a Key Parameter is Constrained to be in an Interval 0 0 0 0 0 2 2 2
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 0 3 4 370
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 5 6 413
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 3 3 431
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 5 5 5
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 1 1 42 0 5 6 121
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 9 12 668
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 0 2 4 969
One-Sided Hypothesis Testing in Econometrics: A Sruvey 0 0 0 0 0 1 1 1
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 2 6 6 178
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors 0 0 0 0 0 3 3 3
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 0 1 78 1 3 5 306
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 0 45 2 17 20 104
Pre-Test Strategies for Time-Series Forecasting in the Linear Regression Model 0 0 0 0 0 3 3 3
Selecting the Order of an ARCH Model 0 0 0 69 1 6 6 291
Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model 1 1 1 1 0 1 1 1
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 0 4 5 207
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors 0 0 0 0 0 6 6 6
Testing Hildreth-Houck Against Return to Normalcy Random Regression Coefficients 0 0 0 0 0 0 0 0
Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model 0 0 0 0 0 2 2 2
Testing for ARMA(1,1) Disturbances in the Linear Regression Model 0 0 0 0 0 4 4 4
Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present 0 0 0 0 0 4 4 4
Testing for Subblock Effects in Multi-Stage Linear Regression Models 0 0 0 0 0 3 3 3
The Application of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 0 5 5 5
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 0 3 7 1,349
The Locally Unbiased Two-Sided Durbin-Watson Test 0 0 0 0 0 1 1 1
The Power of Student's t Test: Can a Non-Similar Test Do Better? 0 0 0 0 1 7 7 7
The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters 0 0 0 0 0 3 3 3
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 0 0 0 0
Tutoring in Economic Statistics: The Monash Experience 0 0 0 0 0 1 1 1
Total Working Papers 2 3 10 5,503 41 315 428 28,627

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 3 7 9 329
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 4 8 356
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 2 5 6 58
A Correction for Local Biasedness of the Wald and Null Wald Tests 0 0 0 0 0 1 2 5
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 3 8 9 282
A Note on Szroeter's Bounds Test 0 0 0 0 0 3 5 183
A Note on Wallis' Bounds Test and Negative Autocorrelation 0 0 0 48 1 6 7 376
A Point Optimal Test for Moving Average Regression Disturbances 0 0 0 1 0 2 2 12
A Wald-type test of quadratic parametric restrictions 0 0 1 42 0 6 11 186
A further class of tests for heteroscedasticity 0 0 1 17 0 5 6 68
A joint test for serial correlation and heteroscedasticity 0 0 0 19 0 3 7 69
A new approximate point optimal test of a composite null hypothesis 0 0 0 50 0 1 3 152
A new test for fourth-order autoregressive disturbances 0 0 0 7 0 3 4 57
A point optimal test for autoregressive disturbances 0 0 0 43 0 1 3 142
A point optimal test for heteroscedastic disturbances 0 0 0 12 0 3 6 46
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 1 7 11 49
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 11 14 111
An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] 0 0 0 122 2 3 4 563
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 37 3 10 12 129
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 2 11 11 78
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 6 12 15 355
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 2 3 591
Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] 0 0 0 0 1 7 10 88
Editors' introduction: 40 years of diagnostic testing 0 0 0 7 0 0 0 30
Editors' introduction: Fractional differencing and long memory processes 0 0 0 87 0 4 8 213
Exponential smoothing model selection for forecasting 1 1 2 151 2 6 17 602
Forecasting international quarterly tourist flows using error-correction and time-series models 0 0 1 111 0 2 5 287
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 43 1 4 4 225
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 2 5 12 398
Hypothesis testing based on a vector of statistics 0 0 1 5 1 10 13 34
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES 0 0 0 87 0 1 4 326
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 6 6 110
Joint one-sided tests of linear regression coefficients 0 0 0 98 3 6 9 241
Locally Optimal Properties of the Durbin-Watson Test 0 0 0 6 0 2 5 23
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 0 0 0 60 1 7 8 205
Locally optimal one-sided tests for multiparameter hypotheses 0 0 0 83 0 4 5 186
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 0 29 1 6 8 166
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 1 3 6 31
Modified Wald test for regression disturbances 0 0 1 151 1 3 17 494
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 0 36 3 9 15 114
Most mean powerful test of a composite null against a composite alternative 0 0 0 9 0 3 3 46
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 1 6 8 103
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 0 2 6 94
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model 0 0 0 0 0 2 3 12
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 1 109 1 8 13 380
Selecting the order of an ARCH model 0 0 0 36 1 6 7 161
Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model 0 0 0 22 0 2 2 64
Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors 0 0 0 4 0 8 13 44
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 1 3 3 301
Testing for ARMA (1, 1) Disturbances in the Linear Regression Model 0 0 0 0 2 3 5 161
Testing for a Serially Correlated Component in Regression Disturbances 0 0 0 7 0 0 0 42
Testing for autoregressive against moving average errors in the linear regression model 0 0 0 21 0 3 4 100
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present 0 0 0 22 0 2 5 145
The Durbin-Watson Bounds Test and Regressions without an Intercept 0 0 0 1 1 3 3 263
The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables 0 0 0 149 0 1 2 654
The Durbin-Watson test and cross-sectional data 0 0 4 451 2 9 18 1,243
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 0 1 74 2 5 7 369
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 0 0 1 174 3 7 13 695
The locally unbiased two-sided Durbin--Watson test 0 0 0 26 0 5 5 207
Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model 0 0 0 0 1 3 4 116
Total Journal Articles 1 1 14 3,118 56 280 434 13,170
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 1 3 4 23
Total Chapters 0 0 0 1 1 3 4 23

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