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 in Journal of Economic Dynamics and Control (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 in Computational Economics (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
   See also Journal Article in Computational Economics (1997)

1976

4. Estimation of Econometric Model Using Nonlinear Full Information MaximumLikelihood: Preliminary Computer Results
   NBER Working Papers, National Bureau of Economic Research, Inc
5. Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation
   NBER Working Papers, National Bureau of Economic Research, Inc

1974

6. Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition
   NBER Working Papers, National Bureau of Economic Research, Inc

Undated

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

Journal Articles

2007

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

2005

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

2003

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

2002

9. 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
   See also Working Paper (2000)

2000

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

1999

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

1997

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

1996

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

1992

15. Paring 3SLS Calculations Down to Manageable Proportions
    Computer Science in Economics & Management, 1992, 5, (3), 157-69 View citations

1988

16. Conditioning in models with logs
    Journal of Econometrics, 1988, 38, (1-2), 127-143
17. Editor's introduction
    Journal of Econometrics, 1988, 38, (1-2), 3-5
18. 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
19. Modelling and forecasting reliability
    International Journal of Forecasting, 1988, 4, (3), 427-447

1986

20. 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
21. The general problem of ill conditioning and its role in statistical analysis
    Computational Statistics & Data Analysis, 1986, 4, (2), 103-120

1982

22. 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

1981

23. 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

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

1974

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

1973

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

1972

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

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