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Details about Leslie George Godfrey

Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Leslie George Godfrey.

Last updated 2017-02-08. Update your information in the RePEc Author Service.

Short-id: pgo313


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Working Papers

2010

  1. A robust test for error cross-section correlation in panel models
    Discussion Papers, Department of Economics, University of York Downloads

1990

  1. MODIFIED RAINBOW TESTS
    Working Papers, Australian National University - Department of Economics

Undated

  1. On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods
    Discussion Papers, Department of Economics, University of York
  2. The Sensitivity of some General Checks to Omitted Variables in the Linear Model
    Discussion Papers, Department of Economics, University of York
    See also Journal Article in International Economic Review (1994)

Journal Articles

2012

  1. Bootstrap HAC Tests for Ordinary Least Squares Regression
    Oxford Bulletin of Economics and Statistics, 2012, 74, (6), 903-922 Downloads View citations (3)

2011

  1. Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables
    Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 651-668 Downloads View citations (1)

2008

  1. Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models
    Oxford Bulletin of Economics and Statistics, 2008, 70, (3), 415-429 Downloads View citations (1)

2007

  1. A note on variable addition tests for linear and log-linear models
    Economics Letters, 2007, 95, (3), 422-427 Downloads
  2. Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
    Computational Statistics & Data Analysis, 2007, 51, (7), 3282-3295 Downloads View citations (2)
  3. Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods
    Journal of Time Series Analysis, 2007, 28, (3), 434-453 Downloads View citations (1)
  4. On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
    Economics Letters, 2007, 94, (3), 408-413 Downloads

2006

  1. Simulation-based tests for heteroskedasticity in linear regression models: Some further results
    Econometrics Journal, 2006, 9, (1), 76-97 Downloads View citations (6)
  2. Tests for regression models with heteroskedasticity of unknown form
    Computational Statistics & Data Analysis, 2006, 50, (10), 2715-2733 Downloads View citations (10)

2005

  1. Bootstrap Tests of Nonnested Hypotheses: Some Further Results
    Econometric Reviews, 2005, 23, (4), 325-340 Downloads
  2. Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests
    Oxford Bulletin of Economics and Statistics, 2005, 67, (2), 263-279 Downloads View citations (6)
  3. The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
    Computational Statistics & Data Analysis, 2005, 49, (2), 377-395 Downloads View citations (18)

2004

  1. Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
    Economics Letters, 2004, 82, (2), 281-287 Downloads View citations (12)

2002

  1. Using bootstrap methods to obtain nonnormality robust Chow prediction tests
    Economics Letters, 2002, 76, (3), 429-436 Downloads View citations (1)

2000

  1. Alternative approaches to testing by variable addition
    Econometric Reviews, 2000, 19, (2), 241-261 Downloads View citations (1)
  2. Controlling the significance levels of prediction error tests for linear regression models
    Econometrics Journal, 2000, 3, (1), 66-83 View citations (9)

1999

  1. Instrument Relevance in Multivariate Linear Models
    The Review of Economics and Statistics, 1999, 81, (3), 550-552 Downloads View citations (24)
  2. The robustness, reliabiligy and power of heteroskedasticity tests
    Econometric Reviews, 1999, 18, (2), 169-194 Downloads View citations (4)

1998

  1. Bootstrap-based critical values for tests of common factor restrictions
    Economics Letters, 1998, 59, (1), 1-5 Downloads View citations (2)
  2. Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models
    The Manchester School of Economic & Social Studies, 1998, 66, (2), 222-37 View citations (17)
  3. Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results
    Journal of Econometrics, 1998, 82, (2), 197-207 Downloads View citations (1)
  4. Tests of non-nested regression models some results on small sample behaviour and the bootstrap
    Journal of Econometrics, 1998, 84, (1), 59-74 Downloads View citations (20)

1996

  1. On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
    International Economic Review, 1996, 37, (2), 263-81 View citations (4)
  2. Some results on the Glejser and Koenker tests for heteroskedasticity
    Journal of Econometrics, 1996, 72, (1-2), 275-299 Downloads View citations (12)

1994

  1. Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models
    Economics Letters, 1994, 44, (4), 359-364 Downloads View citations (18)
  2. Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables
    The Review of Economics and Statistics, 1994, 76, (3), 550-59 Downloads View citations (14)
  3. The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
    International Economic Review, 1994, 35, (2), 489-506 Downloads View citations (6)
    See also Working Paper

1991

  1. Testing for skewness of regression disturbances
    Economics Letters, 1991, 37, (1), 31-34 Downloads View citations (8)

1990

  1. Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
    Review of Economic Studies, 1990, 57, (1), 135-145 Downloads View citations (5)

1989

  1. Some results on the finite sample significance levels of instrumental variable tests for non-nested models
    Economics Letters, 1989, 31, (4), 343-347 Downloads

1988

  1. Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models
    The Review of Economics and Statistics, 1988, 70, (3), 492-503 Downloads View citations (31)

1987

  1. Discriminating between Autocorrelation and Misspecification in
    The Review of Economics and Statistics, 1987, 69, (1), 128-34 Downloads View citations (1)

1986

  1. Data Transformation Tests
    Economic Journal, 1986, 96, (380a), 47-58 Downloads View citations (4)

1985

  1. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 Downloads View citations (9)

1984

  1. On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics
    Economic Journal, 1984, 94, (376a), 69-81 Downloads View citations (3)

1983

  1. Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares
    Econometrica, 1983, 51, (2), 355-65 Downloads View citations (24)
  2. Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence
    Journal of Econometrics, 1983, 21, (1), 133-154 Downloads View citations (57)

1982

  1. A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
    Economics Letters, 1982, 10, (1-2), 81-85 Downloads
  2. A simple derivation of the limited information maximum likelihood estimator
    Economics Letters, 1982, 10, (3-4), 277-283 Downloads View citations (2)

1981

  1. On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
    Econometrica, 1981, 49, (6), 1443-55 Downloads View citations (3)
  2. Testing Linear and Log-Linear Regressions for Functional Form
    Review of Economic Studies, 1981, 48, (3), 487-496 Downloads View citations (26)

1978

  1. A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables
    Econometrica, 1978, 46, (1), 225-28 Downloads View citations (3)
  2. Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables
    Econometrica, 1978, 46, (6), 1293-1301 Downloads View citations (274)
  3. Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables
    Econometrica, 1978, 46, (6), 1303-10 Downloads View citations (166)
  4. Testing for multiplicative heteroskedasticity
    Journal of Econometrics, 1978, 8, (2), 227-236 Downloads View citations (54)

1976

  1. Testing for Serial Correlation in Dynamic Simultaneous Equation Models
    Econometrica, 1976, 44, (5), 1077-84 Downloads View citations (6)

1974

  1. A Further Note on the Treatment of Serial Correlation
    Canadian Journal of Economics, 1974, 7, (4), 673-76 Downloads

1973

  1. A Note on the Treatment of Serial Correlation
    Canadian Journal of Economics, 1973, 6, (4), 567-73 Downloads
  2. Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence
    Oxford Bulletin of Economics and Statistics, 1973, 35, (3), 197-216 View citations (1)

Books

1991

  1. Misspecification Tests in Econometrics
    Cambridge Books, Cambridge University Press View citations (7)
 
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