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 3 3 4 675
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 4 344
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 3 5 6 503
A Model Validation Procedure 0 0 0 98 1 4 10 322
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 2 3 6 137
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 new approach to forecasting based on exponential smoothing with independent regressors 0 2 2 100 8 13 19 192
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 4 5 7 85
An Improved Nonparametric Unit-Root Test 0 0 0 114 2 3 3 197
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 0 0 28 0 3 6 71
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 597 6 7 11 2,132
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 1,028 7 10 16 3,627
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 3 3 4 137
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 2 3 89
Bayesian semiparametric GARCH models 0 0 0 58 4 6 8 128
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 1 3 5 870
Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions 0 0 0 0 4 5 5 389
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 1 1 3 288
Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant 0 0 0 55 5 9 12 357
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 7 7 10 364
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 1 2 3 1,280
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 1 2 4 348
Exponential Smoothing Model Selection for Forecasting 0 0 1 1,173 2 4 9 5,455
Gaussian kernel GARCH models 0 0 0 47 4 5 10 169
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 7 8 8 52
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 3 3 5 861
INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY 0 0 0 13 1 1 1 48
Improved Small Sample Midel selection Procedures 0 0 0 0 2 3 3 473
Influence Diagnostics in GARCH Processes 0 0 1 150 3 7 9 466
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 2 561 2 6 11 1,985
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 1 5 6 279
Maximal Invariant Likelihood Based Testing of Semi-Linear Models 0 0 0 59 3 4 7 266
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 2 4 4 370
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 2 5 6 413
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 2 3 4 431
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 1 1 1 42 5 5 6 121
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 7 11 12 668
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 1 2 4 969
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 1 4 4 176
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 1 1 78 0 4 4 305
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 0 45 15 18 18 102
Selecting the Order of an ARCH Model 0 0 0 69 5 5 5 290
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 3 5 5 207
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 2 5 8 1,349
Total Working Papers 1 4 9 5,501 137 218 300 28,492

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 4 5 6 326
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 4 4 8 356
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 3 4 4 56
A Correction for Local Biasedness of the Wald and Null Wald Tests 0 0 0 0 1 1 3 5
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 3 6 6 279
A Note on Szroeter's Bounds Test 0 0 0 0 3 3 5 183
A Note on Wallis' Bounds Test and Negative Autocorrelation 0 0 0 48 5 5 7 375
A Point Optimal Test for Moving Average Regression Disturbances 0 0 0 1 2 2 2 12
A Wald-type test of quadratic parametric restrictions 0 0 1 42 5 8 12 186
A further class of tests for heteroscedasticity 0 0 1 17 5 5 6 68
A joint test for serial correlation and heteroscedasticity 0 0 0 19 2 3 8 69
A new approximate point optimal test of a composite null hypothesis 0 0 0 50 1 2 3 152
A new test for fourth-order autoregressive disturbances 0 0 0 7 2 3 4 57
A point optimal test for autoregressive disturbances 0 0 0 43 1 2 3 142
A point optimal test for heteroscedastic disturbances 0 0 0 12 1 3 6 46
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 5 6 10 48
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 11 13 14 111
An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] 0 0 0 122 1 2 2 561
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 37 6 8 9 126
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 4 9 9 76
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 5 8 9 349
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 2 590
Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] 0 0 0 0 4 8 9 87
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 3 4 8 213
Exponential smoothing model selection for forecasting 0 0 1 150 2 7 15 600
Forecasting international quarterly tourist flows using error-correction and time-series models 0 0 1 111 1 2 5 287
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 43 3 3 3 224
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 2 3 10 396
Hypothesis testing based on a vector of statistics 0 0 1 5 7 9 13 33
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES 0 0 0 87 1 1 5 326
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 3 6 7 110
Joint one-sided tests of linear regression coefficients 0 0 0 98 2 5 6 238
Locally Optimal Properties of the Durbin-Watson Test 0 0 0 6 1 4 6 23
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 0 0 0 60 4 7 9 204
Locally optimal one-sided tests for multiparameter hypotheses 0 0 0 83 4 4 5 186
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 0 29 3 5 7 165
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 1 3 5 30
Modified Wald test for regression disturbances 0 0 1 151 1 7 16 493
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 0 36 3 7 12 111
Most mean powerful test of a composite null against a composite alternative 0 0 0 9 1 3 3 46
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 4 6 7 102
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 1 3 3 12
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 1 109 3 7 12 379
Selecting the order of an ARCH model 0 0 0 36 3 5 6 160
Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model 0 0 0 22 1 2 3 64
Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors 0 0 0 4 6 9 13 44
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 1 2 2 300
Testing for ARMA (1, 1) Disturbances in the Linear Regression Model 0 0 0 0 1 3 3 159
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 2 3 4 100
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present 0 0 0 22 2 2 5 145
The Durbin-Watson Bounds Test and Regressions without an Intercept 0 0 0 1 2 2 2 262
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 7 17 1,241
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 0 1 74 2 3 5 367
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 0 0 1 174 3 6 11 692
The locally unbiased two-sided Durbin--Watson test 0 0 0 26 4 5 5 207
Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model 0 0 0 0 2 2 4 115
Total Journal Articles 0 0 13 3,117 160 261 392 13,114
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 2 3 3 22
Total Chapters 0 0 0 1 2 3 3 22

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