Leslie George Godfrey

Global rank #1365 98%

Institution: University of York

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1973

Most Recent: 2012

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total
Last 5 Years	0.00	0.00	0.00	0.00
Last 10 Years	0.00	0.00	0.00	0.00
All Time	1.68	15.75	8.04	52.28

Publication Statistics

Raw Publications 26

Coauthorship-Adjusted Count 37.70

Publications (26)

Year	Article	Journal	Tier	Authors
2012	Bootstrap HAC Tests for Ordinary Least Squares Regression	Oxford Bulletin of Economics and Statistics	B	2
2011	Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables	Oxford Bulletin of Economics and Statistics	B	1
2008	Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models*	Oxford Bulletin of Economics and Statistics	B	1
2007	On the asymptotic validity of a bootstrap method for testing nonnested hypotheses	Economics Letters	C	1
2007	A note on variable addition tests for linear and log-linear models	Economics Letters	C	2
2005	Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests	Oxford Bulletin of Economics and Statistics	B	1
2004	Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients	Economics Letters	C	2
2002	Using bootstrap methods to obtain nonnormality robust Chow prediction tests	Economics Letters	C	2
1999	Instrument Relevance in Multivariate Linear Models	Review of Economics and Statistics	A	1
1998	Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results	Journal of Econometrics	A	1
1998	Tests of non-nested regression models some results on small sample behaviour and the bootstrap	Journal of Econometrics	A	1
1998	Bootstrap-based critical values for tests of common factor restrictions	Economics Letters	C	2
1996	Some results on the Glejser and Koenker tests for heteroskedasticity	Journal of Econometrics	A	1
1994	Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models	Economics Letters	C	2
1994	Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables.	Review of Economics and Statistics	A	1
1991	Testing for skewness of regression disturbances	Economics Letters	C	2
1990	Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure	Review of Economic Studies	S	3
1989	Some results on the finite sample significance levels of instrumental variable tests for non-nested models	Economics Letters	C	2
1988	Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models.	Review of Economics and Statistics	A	3
1987	Discriminating between Autocorrelation and Misspecification in.	Review of Economics and Statistics	A	1
1983	Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence	Journal of Econometrics	A	2
1982	A simple derivation of the limited information maximum likelihood estimator	Economics Letters	C	2
1982	A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure	Economics Letters	C	1
1981	Testing Linear and Log-Linear Regressions for Functional Form	Review of Economic Studies	S	2
1978	Testing for multiplicative heteroskedasticity	Journal of Econometrics	A	1
1973	Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence.	Oxford Bulletin of Economics and Statistics	B	2