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Maxwell Leslie King

Global rank #690 99%

Institution: Monash University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1978

Most Recent: 2020

RePEc ID: pki342 ↗

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) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.67 0.00 0.00 1.34
All Time 1.01 29.16 11.06 0.00 77.25

Publication Statistics

Raw Publications 41
Coauthorship-Adjusted Count 49.14

Publications (41)

Year Article Journal Tier Authors
2020 Hypothesis testing based on a vector of statistics Journal of Econometrics A 3
2009 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation Journal of Econometrics A 3
2009 NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY Econometric Theory B 4
2006 A new approximate point optimal test of a composite null hypothesis Journal of Econometrics A 2
2006 Exponential smoothing model selection for forecasting International Journal of Forecasting B 4
2004 ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS Econometric Theory B 2
2004 Selecting the order of an ARCH model Economics Letters C 3
2004 A Wald-type test of quadratic parametric restrictions Economics Letters C 2
1999 A Correction for Local Biasedness of the Wald and Null Wald Tests Oxford Bulletin of Economics and Statistics B 2
1999 repec:bla:obuest:v:61:y:1999:i:3:p:435-50 Oxford Bulletin of Economics and Statistics B 1
1997 Modified Wald test for regression disturbances Economics Letters C 2
1997 Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters Journal of Econometrics A 2
1997 Forecasting international quarterly tourist flows using error-correction and time-series models International Journal of Forecasting B 2
1996 Editors' introduction: Fractional differencing and long memory processes Journal of Econometrics A 2
1996 Modified Wald tests for non-linear restrictions: A cautionary tale Economics Letters C 2
1996 Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors Economics Letters C 2
1995 Comments on testing economic theories and the use of model selection criteria Journal of Econometrics A 3
1993 Nonnested testing for autocorrelation in the linear regression model Journal of Econometrics A 2
1993 Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative. Review of Economics and Statistics A 2
1991 Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors Journal of Econometrics A 2
1991 The locally unbiased two-sided Durbin--Watson test Economics Letters C 2
1991 Editors' introduction: 40 years of diagnostic testing Journal of Econometrics A 2
1991 Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model Journal of Econometrics A 2
1989 Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present Journal of Econometrics A 1
1988 Locally Optimal Properties of the Durbin-Watson Test Econometric Theory B 2
1988 A further class of tests for heteroscedasticity Journal of Econometrics A 2
1987 Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model Review of Economic Studies S 2
1987 An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]. Review of Economics and Statistics A 1
1986 Joint one-sided tests of linear regression coefficients Journal of Econometrics A 2
1985 A Point Optimal Test for Moving Average Regression Disturbances Econometric Theory B 1
1985 The Durbin-Watson test and cross-sectional data Economics Letters C 2
1985 A point optimal test for autoregressive disturbances Journal of Econometrics A 1
1985 A point optimal test for heteroscedastic disturbances Journal of Econometrics A 2
1984 Autocorrelation pre-testing in the linear model: Estimation, testing and prediction Journal of Econometrics A 2
1984 A joint test for serial correlation and heteroscedasticity Economics Letters C 2
1984 A new test for fourth-order autoregressive disturbances Journal of Econometrics A 1
1983 Testing for autoregressive against moving average errors in the linear regression model Journal of Econometrics A 1
1983 The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data Journal of Econometrics A 1
1981 A Note on Szroeter's Bounds Test. Oxford Bulletin of Economics and Statistics B 1
1981 The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic Journal of Econometrics A 1
1978 Fourth-order autocorrelation : Further significance points for the Wallis test Journal of Econometrics A 2