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 1 7 664
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 3 340
A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information 0 0 0 0 0 0 1 497
A Model Validation Procedure 0 1 5 91 1 10 34 277
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 0 2 130
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 0 2 124
A Small Sample Variable Selection Procedure 0 0 0 0 0 1 2 374
A new approach to forecasting based on exponential smoothing with independent regressors 0 0 5 92 0 2 16 156
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 1 191
Applications of Information Measures to Assess Convergence in the Central Limit Theorem 0 1 1 28 0 1 5 60
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 6 1,019 2 5 26 3,569
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 596 0 0 4 2,113
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 3 24 123
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 0 5 86
Bayesian semiparametric GARCH models 0 0 0 58 0 0 1 119
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 0 5 864
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 1 54 0 0 3 344
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 2 112 0 1 8 351
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 0 4 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 1,168 0 3 26 5,429
Gaussian kernel GARCH models 1 1 2 43 2 4 12 139
Hypothesis Testing Based on a Vector of Statistics 0 0 1 28 0 0 6 42
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 0 0 2 854
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 3 469
Influence Diagnostics in GARCH Processes 0 0 1 149 0 0 1 457
Local Linear Forecasts Using Cubic Smoothing Splines 0 2 3 555 0 2 8 1,963
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 3 258
Model Selection when a Key Parameter Is Constrained to Be in an Interval 0 0 0 0 0 0 1 365
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 0 7 402
Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model 0 0 0 0 0 0 0 422
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 0 39 0 0 1 110
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 0 3 655
One Sided Hypothesis Testing in Econometrics: A Survey 0 0 0 0 1 2 7 961
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 0 2 172
Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function 0 0 0 77 0 0 1 300
Point Optimal Testing: A Survey of the Post 1987 Literature 0 0 1 45 0 0 3 81
Selecting the Order of an ARCH Model 0 0 4 68 0 1 16 282
Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors 0 0 0 0 0 0 1 202
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 1 1 4 1,332
Total Working Papers 1 6 35 5,448 7 37 260 27,962


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 1 4 102 0 3 10 306
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 2 84 0 2 8 336
A Comparison of Some Tests for Fourth-Order Autocorrelation 0 0 0 0 0 0 1 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 3 272
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 5 367
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 2 174
A further class of tests for heteroscedasticity 0 0 0 16 0 0 4 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 0 49 0 0 0 146
A new test for fourth-order autoregressive disturbances 0 0 0 7 0 0 2 53
A point optimal test for autoregressive disturbances 0 0 1 43 0 0 3 138
A point optimal test for heteroscedastic disturbances 0 0 0 11 0 0 1 36
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 0 558
Autocorrelation pre-testing in the linear model: Estimation, testing and prediction 0 0 0 36 0 0 0 112
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 1 10 0 0 5 62
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 3 84 0 0 12 336
Comments on testing economic theories and the use of model selection criteria 0 0 2 218 0 0 4 575
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 1 81 0 0 2 193
Exponential smoothing model selection for forecasting 0 1 1 141 1 5 11 550
Forecasting international quarterly tourist flows using error-correction and time-series models 0 1 4 103 0 1 9 264
Fourth-order autocorrelation: Further significance points for the Wallis test 0 0 0 42 0 0 1 219
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 1 45 0 0 4 379
Hypothesis testing based on a vector of statistics 0 0 0 1 0 1 6 12
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 1 27 0 0 2 101
Joint one-sided tests of linear regression coefficients 0 0 1 96 0 0 5 226
Locally Optimal Properties of the Durbin-Watson Test 0 0 1 6 0 0 1 17
Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative 1 1 3 59 3 4 8 192
Locally optimal one-sided tests for multiparameter hypotheses 0 0 5 74 0 0 10 167
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters 0 0 0 28 0 0 1 156
Maximal invariant likelihood based testing of semi-linear models 0 0 0 0 0 0 2 24
Modified Wald test for regression disturbances 0 0 1 143 1 3 14 458
Modified Wald tests for non-linear restrictions: A cautionary tale 0 0 0 34 0 0 3 95
Most mean powerful test of a composite null against a composite alternative 0 0 0 8 0 0 1 41
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 28 0 0 1 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 3 9
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 1 105 0 0 3 359
Selecting the order of an ARCH model 0 0 1 35 0 1 4 133
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 2 297
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 1 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 1 137
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 0 148 0 0 0 651
The Durbin-Watson test and cross-sectional data 0 2 8 430 1 7 18 1,173
The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data 0 0 3 73 0 0 4 355
The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic 1 2 5 170 3 5 14 675
The locally unbiased two-sided Durbin--Watson test 0 0 0 25 0 0 2 200
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 2 8 50 3,010 9 32 193 12,410


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 0 0 1 18
Total Chapters 0 0 0 0 0 0 1 18


Statistics updated 2022-06-07