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 1 6 10 681
A Beta-Optimal Test of the Equicorrelation Coefficient 0 0 0 0 1 3 14 14
A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation 0 0 0 0 0 2 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 0 1 1 1
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 2 5 8 8
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 0 1 7 504
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 1 1 1 1 1 3 5 5
A Model Validation Procedure 0 0 0 98 2 4 15 327
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 0 8 139
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 1 2 127
A Small Sample Variable Selection Procedure 0 0 0 0 0 2 3 3
A Small Sample Variable Selection Procedure 0 0 0 0 1 2 3 378
A new approach to forecasting based on exponential smoothing with independent regressors 0 0 2 100 0 4 22 198
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 0 2 10 88
An Improved Nonparametric Unit-Root Test 0 0 0 114 1 1 9 203
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 0 0 28 0 4 11 76
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 0 3 12 2,135
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 1 1,029 1 6 22 3,634
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 3 8 141
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 1 4 91
Bayesian semiparametric GARCH models 0 0 0 58 0 0 10 130
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 1 1 5 871
Choice of Time-Series Forecasting Method Using Discriminant Scores 0 0 1 1 0 1 4 4
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 1 2 4 4
Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions 0 0 0 0 0 3 8 392
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 1 4 7 292
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 4 5 5
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 3 8 8
Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant 0 0 0 55 0 4 18 363
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 1 9 20 376
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 2 6 1,283
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 0 2 8 352
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 0 0 2 2
Exponential Smoothing Model Selection for Forecasting 0 0 1 1,173 0 3 12 5,459
Gaussian kernel GARCH models 0 0 0 47 0 3 13 173
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 1 6 15 59
Hypothesis Testing in the Presence of Nuisance Parameters 0 0 0 0 2 4 6 6
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 1 5 7 7
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 0 1 6 863
INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY 0 0 0 13 0 0 2 49
Improved Small Sample Midel selection Procedures 0 0 0 0 0 3 6 476
Improved Small Sample Model Selection Procedures 0 0 0 0 1 2 8 8
Influence Diagnostics in GARCH Processes 0 0 0 150 1 1 10 468
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 561 0 5 15 1,990
Locally Optimal One-Sided Tests for Multiparameter Hypothesis 0 0 0 0 1 3 4 4
Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative 0 0 0 0 0 2 4 4
Marginal Likelihood Based Tests of Regression Disturbances 0 0 0 0 1 2 3 3
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 0 2 8 281
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 0 3 5 5
Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters 0 0 0 0 0 2 2 2
Maximal Invariant Likelihood Based Testing of Semi-Linear Models 0 0 0 59 0 3 10 269
Model Selection When a Key Parameter is Constrained to be in an Interval 0 0 0 0 0 2 4 4
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 0 3 7 373
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 4 9 417
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 2 5 433
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 5 10 10
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 1 42 0 1 7 122
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 2 14 670
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 0 3 6 972
One-Sided Hypothesis Testing in Econometrics: A Sruvey 0 0 0 0 0 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 0 6 178
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors 0 0 0 0 2 4 7 7
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 0 1 78 0 6 11 312
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 0 45 0 4 24 108
Pre-Test Strategies for Time-Series Forecasting in the Linear Regression Model 1 1 1 1 1 5 8 8
Selecting the Order of an ARCH Model 0 1 1 70 0 3 9 294
Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model 0 0 1 1 1 4 5 5
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 0 4 9 211
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors 0 0 0 0 1 6 12 12
Testing Hildreth-Houck Against Return to Normalcy Random Regression Coefficients 0 0 0 0 0 1 1 1
Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model 0 0 0 0 0 1 3 3
Testing for ARMA(1,1) Disturbances in the Linear Regression Model 0 0 0 0 0 3 7 7
Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present 0 0 0 0 0 2 6 6
Testing for Subblock Effects in Multi-Stage Linear Regression Models 0 0 0 0 0 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 6 11 11
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 0 2 9 1,351
The Locally Unbiased Two-Sided Durbin-Watson Test 0 0 0 0 1 1 2 2
The Power of Student's t Test: Can a Non-Similar Test Do Better? 0 0 0 0 0 1 8 8
The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters 0 0 0 0 0 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 0 1 1 1
Tutoring in Economic Statistics: The Monash Experience 0 0 0 0 0 4 5 5
Total Working Papers 2 6 14 5,509 30 226 642 28,853

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 1 3 12 332
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 3 7 14 363
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 0 1 7 59
A Correction for Local Biasedness of the Wald and Null Wald Tests 0 0 0 0 0 1 2 6
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 0 5 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 0 1 8 377
A Point Optimal Test for Moving Average Regression Disturbances 0 0 0 1 1 2 4 14
A Wald-type test of quadratic parametric restrictions 0 0 0 42 0 1 11 187
A further class of tests for heteroscedasticity 0 0 1 17 0 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 0 4 6 156
A new test for fourth-order autoregressive disturbances 0 0 0 7 0 1 5 58
A point optimal test for autoregressive disturbances 0 0 0 43 0 2 5 144
A point optimal test for heteroscedastic disturbances 0 0 0 12 1 2 8 48
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 2 13 51
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 1 1 15 112
An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] 0 0 0 122 0 0 4 563
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 37 0 3 15 132
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 2 3 14 81
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 0 2 16 357
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 4 592
Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] 0 0 0 0 0 1 11 89
Editors' introduction: 40 years of diagnostic testing 0 0 0 7 0 3 3 33
Editors' introduction: Fractional differencing and long memory processes 0 0 0 87 2 5 13 218
Exponential smoothing model selection for forecasting 1 1 3 152 3 10 26 612
Forecasting international quarterly tourist flows using error-correction and time-series models 1 1 1 112 3 6 10 293
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 43 1 1 5 226
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 0 6 17 404
Hypothesis testing based on a vector of statistics 0 0 0 5 1 6 18 40
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES 0 0 0 87 0 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 2 11 243
Locally Optimal Properties of the Durbin-Watson Test 0 0 0 6 0 4 9 27
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 0 0 0 60 0 2 10 207
Locally optimal one-sided tests for multiparameter hypotheses 0 0 0 83 1 5 10 191
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 0 29 0 2 9 168
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 0 2 7 33
Modified Wald test for regression disturbances 0 1 2 152 1 3 17 497
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 0 36 0 3 16 117
Most mean powerful test of a composite null against a composite alternative 0 0 0 9 0 1 4 47
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 0 4 12 107
Nonnested testing for autocorrelation in the linear regression model 0 0 0 15 0 4 10 98
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model 0 0 0 0 0 4 7 16
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 1 1 2 110 2 7 19 387
Selecting the order of an ARCH model 0 1 1 37 1 6 13 167
Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model 0 0 0 22 0 1 3 65
Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors 0 0 0 4 0 1 14 45
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 1 4 7 305
Testing for ARMA (1, 1) Disturbances in the Linear Regression Model 0 0 0 0 0 0 5 161
Testing for a Serially Correlated Component in Regression Disturbances 0 0 0 7 0 1 1 43
Testing for autoregressive against moving average errors in the linear regression model 0 0 0 21 0 3 7 103
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present 0 0 0 22 3 4 9 149
The Durbin-Watson Bounds Test and Regressions without an Intercept 0 0 0 1 0 0 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 3 655
The Durbin-Watson test and cross-sectional data 0 0 3 451 0 0 17 1,243
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 0 1 74 0 3 10 372
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 1 1 1 175 1 2 14 697
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 0 4 8 120
Total Journal Articles 4 6 15 3,124 31 160 574 13,330
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 0 3 7 26
Total Chapters 0 0 0 1 0 3 7 26

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Statistics updated 2026-06-04