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Details about David A. Belsley

E-mail:
Homepage:http://fmwww.bc.edu:80/EC-V/Belsley.fac.html
Workplace:Department of Economics, Boston College, (more information at EDIRC)

Access statistics for papers by David A. Belsley.

Last updated 2016-02-20. Update your information in the RePEc Author Service.

Short-id: pbe28


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Working Papers

2000

  1. AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2002)

1997

  1. Mathematica as an Environment for doing Economics and Econometrics
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article in Computational Economics (1999)

1996

  1. A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    Also in Computing in Economics and Finance 1996, Society for Computational Economics Downloads

    See also Journal Article in Computational Economics (1997)

1976

  1. Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

1974

  1. Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

Undated

  1. Mathematica and Economic Research: A Student Tutorial
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads

Journal Articles

2010

  1. The Fifth Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2010, 54, (11), 2359-2359 Downloads

2009

  1. The fourth special issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924 Downloads

2007

  1. The Third Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2007, 51, (7), 3258-viii Downloads View citations (1)

2005

  1. Editor’s Preface: Computational Economics and Finance, Amsterdam
    Computational Economics, 2005, 25, (1), 1-2 Downloads
  2. Second Special issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2005, 49, (2), 283-285 Downloads View citations (1)

2003

  1. A comparative study of algorithms for solving seemingly unrelated regressions models
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 3-35 Downloads View citations (11)
  2. Editor's Preface
    Computational Economics, 2003, 22, (2), 111-112 Downloads
  3. Editor's Preface
    Computational Economics, 2003, 21, (1_2), 1-2 Downloads
  4. Editor's Preface
    Computational Economics, 2003, 21, (1), 1-2 Downloads
  5. Editorial
    Computational Statistics & Data Analysis, 2003, 42, (3), 277-278 Downloads

2002

  1. An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1379-1396 Downloads View citations (4)
    See also Working Paper (2000)

2000

  1. A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions
    Computational Economics, 2000, 16, (1/2), 5-45 Downloads View citations (1)
  2. Preface
    Computational Economics, 2000, 16, (1/2), 1-3 Downloads

1999

  1. Mathematica as an Environment for Doing Economics and Econometrics
    Computational Economics, 1999, 14, (1-2), 69-87 Downloads View citations (5)
    See also Working Paper (1997)

1997

  1. A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
    Computational Economics, 1997, 10, (3), 197-229 Downloads View citations (3)
    See also Working Paper (1996)

1996

  1. The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions
    Computational Economics, 1996, 9, (3), 181-98

1992

  1. An Analysis of 1980s Dairy Programs and Some Policy Implications
    American Journal of Agricultural Economics, 1992, 74, (3), 605-616 Downloads View citations (6)
  2. Paring 3SLS Calculations Down to Manageable Proportions
    Computer Science in Economics & Management, 1992, 5, (3), 157-69 View citations (4)

1988

  1. Conditioning in models with logs
    Journal of Econometrics, 1988, 38, (1-2), 127-143 Downloads
  2. Editor's introduction
    Journal of Econometrics, 1988, 38, (1-2), 3-5 Downloads
  3. Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation]
    Journal of Business & Economic Statistics, 1988, 6, (4), 442-47 View citations (1)
  4. Modelling and forecasting reliability
    International Journal of Forecasting, 1988, 4, (3), 427-447 Downloads

1986

  1. Model selection in regression analysis, regression diagnostics and prior knowledge: A book review article with comments from Anthony C. Atkinson, D.R. Cox And John McDonald
    International Journal of Forecasting, 1986, 2, (1), 41-52 Downloads
  2. The general problem of ill conditioning and its role in statistical analysis
    Computational Statistics & Data Analysis, 1986, 4, (2), 103-120 Downloads

1982

  1. Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise
    Journal of Econometrics, 1982, 20, (2), 211-253 Downloads View citations (5)

1981

  1. Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity
    Journal of Econometrics, 1981, 16, (1), 167-167 Downloads

1980

  1. On the efficient computation of the nonlinear full-information maximum-likelihood estimator
    Journal of Econometrics, 1980, 14, (2), 203-225 Downloads View citations (19)

1974

  1. The t-Test and High-Order Serial Correlation: A Reply
    The Review of Economics and Statistics, 1974, 56, (3), 417-18 Downloads

1973

  1. The Relative Power of the t-Test: A Furthering Comment
    The Review of Economics and Statistics, 1973, 55, (1), 132

1972

  1. Specification With Deflated Variables and Specious Spurious Correlation
    Econometrica, 1972, 40, (5), 923-27 Downloads View citations (1)

1966

  1. Community Antenna Television Systems and Local Television Station Audience
    The Quarterly Journal of Economics, 1966, 80, (2), 227-251 Downloads View citations (3)

Edited books

1985

  1. Model Reliability, vol 1
    MIT Press Books, The MIT Press

Chapters

1974

  1. Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN
    A chapter in Annals of Economic and Social Measurement, Volume 3, number 4, 1974, pp 551-614 Downloads View citations (4)

1973

  1. A Test for Systematic Variation in Regression Coefficients
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 4, 1973, pp 495-499 Downloads View citations (1)
  2. On the Determination of Systematic Parameter Variation in the Linear Regression Model
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 4, 1973, pp 487-494 Downloads View citations (6)
  3. The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 4, 1973, pp 531-533 Downloads
  4. Time-Varying Parameter Structures: An Overview
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 4, 1973, pp 375-379 Downloads View citations (2)

Software Items

2008

  1. ECONOMETRICS: Mathematica package of econometric tools
    Statistical Software Components, Boston College Department of Economics Downloads

2001

  1. BLOCKMATRIX: Mathematica package to handle block matrix operations
    Statistical Software Components, Boston College Department of Economics Downloads
  2. ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities
    Computational Economics Software Archive, Kluwer Academic Publishers Downloads
  3. GENSERCOR: Mathematica module for testing for joint serial correlation in regression
    Computational Economics Software Archive, Kluwer Academic Publishers Downloads
  4. SERCOR: Mathematica module for testing for gth order serial correlation in regression
    Computational Economics Software Archive, Kluwer Academic Publishers Downloads
  5. STATUTILITIES: Mathematica package of statistical utilities
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-09-25