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 0 212 0 0 5 651
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 1 3 336
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 1 1 2 496
A Model Validation Procedure 1 1 7 82 2 7 38 226
A New Procedure For Multiple Testing Of Econometric Models 0 0 3 54 0 0 8 127
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 0 2 120
A Small Sample Variable Selection Procedure 0 0 0 0 0 0 2 371
A new approach to forecasting based on exponential smoothing with independent regressors 2 2 5 86 2 3 18 131
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 1 22 0 0 6 77
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 0 0 188
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 0 0 27 0 1 5 53
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 2 3 1,013 0 9 28 3,540
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 594 1 4 17 2,106
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 2 17 96
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 29 0 0 1 80
Bayesian semiparametric GARCH models 0 0 0 57 0 1 4 116
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 1 242 0 0 9 856
Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions 0 0 0 0 0 0 1 382
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 0 3 285
Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant 0 0 0 53 1 1 4 341
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 1 109 0 2 6 337
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 2 4 1,273
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 0 0 0 344
Exponential Smoothing Model Selection for Forecasting 0 2 4 1,164 1 6 20 5,389
Gaussian kernel GARCH models 1 2 6 41 1 4 16 125
Hypothesis Testing Based on a Vector of Statistics 0 0 26 27 0 0 27 29
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 0 0 1 852
INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY 0 0 0 13 1 1 3 45
Improved Small Sample Midel selection Procedures 0 0 0 0 0 0 3 465
Influence Diagnostics in GARCH Processes 0 0 0 148 0 1 3 456
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 2 551 0 2 17 1,950
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 0 0 2 272
Maximal Invariant Likelihood Based Testing of Semi-Linear Models 0 0 0 59 0 0 1 253
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 0 1 2 364
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 1 5 391
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 0 2 422
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 1 1 39 0 1 2 109
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 0 3 652
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 0 3 11 951
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 0 2 170
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 0 0 77 0 0 1 299
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 0 43 0 1 7 76
Selecting the Order of an ARCH Model 0 2 5 62 1 14 31 250
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 0 0 0 200
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 1 2 6 1,323
Total Working Papers 4 12 66 5,398 12 71 348 27,575


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 1 1 5 98 1 1 12 291
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 82 1 1 5 325
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 0 1 1 50
A Correction for Local Biasedness of the Wald and Null Wald Tests 0 0 0 0 0 0 0 0
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 0 0 1 268
A Note on Szroeter's Bounds Test 0 0 0 0 0 0 0 178
A Note on Wallis' Bounds Test and Negative Autocorrelation 0 0 1 48 0 3 5 362
A Point Optimal Test for Moving Average Regression Disturbances 0 0 0 1 0 0 0 10
A Wald-type test of quadratic parametric restrictions 0 0 0 41 0 1 1 171
A further class of tests for heteroscedasticity 0 0 0 16 0 0 4 57
A joint test for serial correlation and heteroscedasticity 0 0 1 19 1 1 3 59
A new approximate point optimal test of a composite null hypothesis 0 0 0 49 0 0 0 144
A new test for fourth-order autoregressive disturbances 0 0 0 7 1 2 3 51
A point optimal test for autoregressive disturbances 0 1 1 42 1 2 5 135
A point optimal test for heteroscedastic disturbances 0 0 1 11 1 1 2 35
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 2 2 35
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 1 3 96
An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] 0 0 0 122 0 1 3 558
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 33 1 3 3 109
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 7 2 6 14 51
Box-Cox stochastic volatility models with heavy-tails and correlated errors 1 1 1 81 1 1 6 322
Comments on testing economic theories and the use of model selection criteria 0 1 3 214 0 1 12 567
Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] 0 0 0 0 0 0 0 78
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 79 0 0 3 189
Exponential smoothing model selection for forecasting 0 1 3 140 0 3 14 538
Forecasting international quarterly tourist flows using error-correction and time-series models 0 1 2 99 0 3 10 250
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 41 2 3 4 212
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 44 0 2 3 375
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES 0 1 1 87 0 1 3 319
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 26 0 1 7 96
Joint one-sided tests of linear regression coefficients 0 0 1 93 0 0 3 217
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 0 0 1 55 1 1 7 182
Locally optimal one-sided tests for multiparameter hypotheses 0 1 3 67 1 2 12 151
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 0 28 0 0 0 155
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 0 0 0 22
Modified Wald test for regression disturbances 0 0 0 142 0 2 15 439
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 1 32 0 0 3 86
Most mean powerful test of a composite null against a composite alternative 0 0 0 8 0 0 0 40
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 28 1 2 3 92
Nonnested testing for autocorrelation in the linear regression model 0 0 0 14 0 0 0 85
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model 0 0 0 0 0 1 1 6
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 3 104 0 1 6 355
Selecting the order of an ARCH model 0 0 0 32 0 0 5 127
Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model 0 0 1 22 0 0 1 61
Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors 0 0 0 4 0 0 2 31
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 1 3 294
Testing for ARMA (1, 1) Disturbances in the Linear Regression Model 0 0 0 0 0 0 0 154
Testing for a Serially Correlated Component in Regression Disturbances 0 0 0 7 1 1 2 41
Testing for autoregressive against moving average errors in the linear regression model 0 1 1 21 0 1 2 94
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present 0 1 1 22 2 3 3 134
The Durbin-Watson Bounds Test and Regressions without an Intercept 0 0 0 1 0 0 1 259
The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables 0 0 0 148 0 4 6 650
The Durbin-Watson test and cross-sectional data 0 1 12 417 6 15 43 1,140
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 1 1 70 0 1 3 349
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 0 1 5 164 1 6 23 652
The locally unbiased two-sided Durbin--Watson test 0 0 0 25 0 0 2 198
Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model 0 0 0 0 0 0 1 111
Total Journal Articles 2 13 49 2,930 25 82 276 12,086
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 0 1 1 6 16
Total Chapters 0 0 0 0 1 1 6 16


Statistics updated 2021-01-03