Access Statistics for Maxwell Leslie King

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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 2 214 0 0 5 669
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 0 0 340
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 0 0 0 497
A Model Validation Procedure 0 0 3 94 2 3 22 298
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 1 1 1 131
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 0 0 124
A Small Sample Variable Selection Procedure 0 0 0 0 0 0 0 374
A new approach to forecasting based on exponential smoothing with independent regressors 1 1 1 93 1 2 5 161
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 0 0 0 77
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 0 1 192
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 0 0 28 2 2 2 62
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 596 1 1 3 2,116
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 2 1,021 0 4 24 3,591
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 0 6 129
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 0 0 86
Bayesian semiparametric GARCH models 0 0 0 58 0 0 0 119
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 0 1 865
Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions 0 0 0 0 0 0 0 382
Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions 0 0 0 0 0 0 0 285
Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant 0 0 0 54 0 0 0 344
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 3 115 0 0 3 354
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 0 0 1,277
Estimation of Regression Disturbances Based on Minimum Message Length 0 0 0 0 0 0 0 344
Exponential Smoothing Model Selection for Forecasting 0 0 2 1,170 1 3 7 5,436
Gaussian kernel GARCH models 0 0 4 46 1 1 12 149
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 0 0 1 43
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 0 0 0 854
INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY 0 0 0 13 0 0 0 47
Improved Small Sample Midel selection Procedures 0 0 0 0 0 0 0 469
Influence Diagnostics in GARCH Processes 0 0 0 149 0 0 0 457
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 556 0 0 2 1,965
Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances 0 0 0 0 0 0 0 273
Maximal Invariant Likelihood Based Testing of Semi-Linear Models 0 0 0 59 0 0 0 258
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 0 0 0 365
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 0 1 403
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 0 4 426
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 0 39 0 0 3 113
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 0 0 655
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 0 0 3 963
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 0 0 172
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 0 0 77 0 0 1 301
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 0 45 0 0 0 81
Selecting the Order of an ARCH Model 0 0 0 68 0 0 0 282
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 0 0 0 202
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 2 4 5 1,336
Total Working Papers 1 1 18 5,465 11 21 112 28,067

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 2 104 1 2 4 310
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 1 1 85 0 1 4 340
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 0 0 0 51
A Correction for Local Biasedness of the Wald and Null Wald Tests 0 0 0 0 0 0 0 1
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances 0 0 0 0 0 0 0 272
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 0 48 0 0 0 367
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 0 0 174
A further class of tests for heteroscedasticity 0 0 0 16 0 0 0 61
A joint test for serial correlation and heteroscedasticity 0 0 0 19 0 0 0 60
A new approximate point optimal test of a composite null hypothesis 0 0 1 50 0 0 1 147
A new test for fourth-order autoregressive disturbances 0 0 0 7 0 0 0 53
A point optimal test for autoregressive disturbances 0 0 0 43 0 0 0 138
A point optimal test for heteroscedastic disturbances 0 1 1 12 0 1 2 38
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 0 0 36
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 0 0 97
An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] 0 0 0 122 0 0 1 559
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 36 0 0 2 114
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 1 11 0 0 2 64
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 1 85 0 0 1 337
Comments on testing economic theories and the use of model selection criteria 0 1 1 219 0 1 4 579
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 1 2 83 2 3 5 198
Exponential smoothing model selection for forecasting 0 0 4 145 2 5 18 567
Forecasting international quarterly tourist flows using error-correction and time-series models 1 1 2 105 2 3 4 268
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 42 0 0 0 219
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 1 46 0 0 1 380
Hypothesis testing based on a vector of statistics 0 0 1 2 0 0 3 15
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES 0 0 0 87 0 0 0 320
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 1 2 103
Joint one-sided tests of linear regression coefficients 0 0 0 96 0 1 1 227
Locally Optimal Properties of the Durbin-Watson Test 0 0 0 6 0 0 0 17
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 0 1 2 60 0 1 4 193
Locally optimal one-sided tests for multiparameter hypotheses 0 0 1 75 1 1 3 170
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 1 29 0 0 1 157
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 0 0 0 24
Modified Wald test for regression disturbances 0 0 0 143 0 0 6 463
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 2 36 0 0 2 97
Most mean powerful test of a composite null against a composite alternative 0 0 1 9 0 0 1 42
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 28 0 0 0 93
Nonnested testing for autocorrelation in the linear regression model 0 0 0 14 0 0 0 86
On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model 0 0 0 0 0 0 0 9
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 0 105 0 1 2 361
Selecting the order of an ARCH model 0 0 0 35 0 3 6 139
Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model 0 0 0 22 0 0 0 61
Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors 0 0 0 4 0 0 0 31
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 0 0 0 297
Testing for ARMA (1, 1) Disturbances in the Linear Regression Model 0 0 0 0 0 0 0 155
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 0 0 95
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present 0 0 0 22 0 0 3 140
The Durbin-Watson Bounds Test and Regressions without an Intercept 0 0 0 1 0 0 0 260
The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables 0 0 1 149 0 0 1 652
The Durbin-Watson test and cross-sectional data 0 1 3 433 3 6 15 1,187
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 0 0 73 0 1 3 358
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 0 0 1 170 0 0 3 675
The locally unbiased two-sided Durbin--Watson test 0 0 1 26 0 0 1 201
Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model 0 0 0 0 0 0 0 111
Total Journal Articles 1 7 31 3,039 11 31 106 12,507

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 1 1 0 0 1 19
Total Chapters 0 0 1 1 0 0 1 19

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Statistics updated 2023-05-07