Details about David A. Belsley

Access statistics for papers by David A. Belsley.

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Short-id: pbe28

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
   See also Journal Article An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function, Journal of Economic Dynamics and Control, Elsevier (2002) View citations (4) (2002)

1997

2. Mathematica as an Environment for doing Economics and Econometrics
   Boston College Working Papers in Economics, Boston College Department of Economics
   See also Journal Article Mathematica as an Environment for Doing Economics and Econometrics, Computational Economics, Springer (1999) View citations (7) (1999)

1996

3. 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
   Also in Computing in Economics and Finance 1996, Society for Computational Economics View citations (3)
   See also Journal Article A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions, Computational Economics, Springer (1997) View citations (3) (1997)

1988

4. A General Conditioning Diagnostic
   Boston College Working Papers in Economics, Boston College Department of Economics
5. A Guide to Using the Collinearity Diagnostics
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (22)
6. Conditioning in Models with Logs
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
   See also Journal Article Conditioning in models with logs, Journal of Econometrics, Elsevier (1988) View citations (1) (1988)
7. Modeling and Forecasting Reliability
   Boston College Working Papers in Economics, Boston College Department of Economics
   See also Journal Article Modelling and forecasting reliability, International Journal of Forecasting, Elsevier (1988) (1988)
8. Two or Three Stages of Least Squares?
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)

1987

9. Modelling Energy Consumption: Using and Abusing Regression Diagnostics
   Boston College Working Papers in Economics, Boston College Department of Economics
10. Well-Conditioned Collinearity Indices?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)

1976

11. Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results
    NBER Working Papers, National Bureau of Economic Research, Inc
12. Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

1974

13. Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

1972

14. The Simple Analytics of the Snob and Mr. Smith
    Boston College Working Papers in Economics, Boston College Department of Economics

Undated

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

Journal Articles

2010

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

2009

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

2007

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

2005

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

2003

6. A comparative study of algorithms for solving seemingly unrelated regressions models
   Computational Statistics & Data Analysis, 2003, 44, (1-2), 3-35 View citations (13)
7. Editor's Preface
   Computational Economics, 2003, 21, (1), 1-2
8. Editor's Preface
   Computational Economics, 2003, 22, (2), 111-112
9. Editor's Preface
   Computational Economics, 2003, 21, (1_2), 1-2
10. Editorial
    Computational Statistics & Data Analysis, 2003, 42, (3), 277-278

2002

11. 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 View citations (4)
    See also Working Paper AN INVESTIGATION OF AN UNBIASED CORECTION FOR HETEROSKEDASTICITY AND THE EFFECTS OF MISSPECIFYING THE SKEDASTIC FUNCTION, Computing in Economics and Finance 2000 (2000) (2000)

2000

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

1999

14. Mathematica as an Environment for Doing Economics and Econometrics
    Computational Economics, 1999, 14, (1-2), 69-87 View citations (7)
    See also Working Paper Mathematica as an Environment for doing Economics and Econometrics, Boston College Working Papers in Economics (1997) (1997)

1997

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

1996

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

1992

17. An Analysis of 1980s Dairy Programs and Some Policy Implications
    American Journal of Agricultural Economics, 1992, 74, (3), 605-616 View citations (9)
18. Paring 3SLS Calculations Down to Manageable Proportions
    Computer Science in Economics & Management, 1992, 5, (3), 157-69 View citations (4)

1988

19. Conditioning in models with logs
    Journal of Econometrics, 1988, 38, (1-2), 127-143 View citations (1)
    See also Working Paper Conditioning in Models with Logs, Boston College Working Papers in Economics (1988) View citations (1) (1988)
20. Editor's introduction
    Journal of Econometrics, 1988, 38, (1-2), 3-5
21. 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)
22. Modelling and forecasting reliability
    International Journal of Forecasting, 1988, 4, (3), 427-447
    See also Working Paper Modeling and Forecasting Reliability, Boston College Working Papers in Economics (1988) (1988)

1986

23. 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
24. The general problem of ill conditioning and its role in statistical analysis
    Computational Statistics & Data Analysis, 1986, 4, (2), 103-120

1982

25. 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 View citations (15)

1981

26. 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

1980

27. On the efficient computation of the nonlinear full-information maximum-likelihood estimator
    Journal of Econometrics, 1980, 14, (2), 203-225 View citations (25)

1974

28. The Constant Term and Deviations about the Mean
    The American Economist, 1974, 18, (2), 109-112
29. The t-Test and High-Order Serial Correlation: A Reply
    The Review of Economics and Statistics, 1974, 56, (3), 417-18 View citations (1)

1973

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

1972

31. Specification With Deflated Variables and Specious Spurious Correlation
    Econometrica, 1972, 40, (5), 923-27 View citations (4)

1966

32. Community Antenna Television Systems and Local Television Station Audience
    The Quarterly Journal of Economics, 1966, 80, (2), 227-251 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 View citations (5)

1973

2. 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 View citations (1)
3. 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 View citations (7)
4. 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 View citations (1)
5. Time-Varying Parameter Structures: An Overview
   A chapter in Annals of Economic and Social Measurement, Volume 2, number 4, 1973, pp 375-379 View citations (7)

Software Items

2008

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

2001

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