Information about:
Leslie George Godfrey

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

• Department of Economics and Related Studies
  University of York

  Location: York, United Kingdom
  Homepage: http://www.york.ac.uk/depts/econ/
  Email:
  Phone: (0)1904 433776
  Fax: (0)1904 433759
  Postal: York YO10 5DD
  Handle: RePEc:edi:deyoruk (registered authors at this institution)

Lists

1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
2. Number of Citations, Weighted by Number of Authors
3. Number of Journal Pages
4. Number of Journal Pages, Weighted by Simple Impact Factor
5. Number of Journal Pages, Weighted by Number of Authors
6. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
7. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Working papers

1. Burke, S.P. & Godfrey, L.G. & Mcleer, M., 1990. "Modified Rainbow Tests," Papers 213, Australian National University - Department of Economics.

2. Les Godfrey & Chris Orme, . "On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods," Discussion Papers 94/7, Department of Economics, University of York.

3. Les Godfrey & Chris Orme, . "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
   Published as:
   • Godfrey, L G & Orme, C D, 1994. "The Sensitivity of Some General Checks to Omitted Variables in the Linear Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 489-506, May. [Downloadable!] (restricted)

1. L. G. Godfrey, 2008. "Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(3), pages 415-429, 06. [Downloadable!] (restricted)

2. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June. [Downloadable!] (restricted)

3. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April. [Downloadable!] (restricted)

4. A. Canepa & L. G. Godfrey, 2007. "Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(3), pages 434-453, 05. [Downloadable!] (restricted)

5. Godfrey, Leslie G., 2007. "On the asymptotic validity of a bootstrap method for testing nonnested hypotheses," Economics Letters, Elsevier, vol. 94(3), pages 408-413, March. [Downloadable!] (restricted)

6. L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva, 2006. "Simulation-based tests for heteroskedasticity in linear regression models: Some further results," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 76-97, 03. [Downloadable!] (restricted)

7. Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June. [Downloadable!] (restricted)

8. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April. [Downloadable!] (restricted)

9. Leslie G. Godfrey, 2005. "Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 263-279, 04. [Downloadable!] (restricted)

10. Godfrey, Leslie G. & Orme, Chris D., 2004. "Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients," Economics Letters, Elsevier, vol. 82(2), pages 281-287, February. [Downloadable!] (restricted)

11. Godfrey, Leslie G. & Orme, Chris D., 2002. "Using bootstrap methods to obtain nonnormality robust Chow prediction tests," Economics Letters, Elsevier, vol. 76(3), pages 429-436, August. [Downloadable!] (restricted)

12. L. G. Godfrey & M. R. Veal, 2000. "Alternative approaches to testing by variable addition," Econometric Reviews, Taylor and Francis Journals, vol. 19(2), pages 241-261. [Downloadable!] (restricted)

13. Leslie G. Godfrey & Chris D. Orme, 2000. "Controlling the significance levels of prediction error tests for linear regression models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 66-83.

14. L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor and Francis Journals, vol. 18(2), pages 169-194. [Downloadable!] (restricted)

15. Godfrey, L. G., 1998. "Tests of non-nested regression models some results on small sample behaviour and the bootstrap," Journal of Econometrics, Elsevier, vol. 84(1), pages 59-74, May. [Downloadable!] (restricted)

16. Godfrey, L. G. & Veall, M. R., 1998. "Bootstrap-based critical values for tests of common factor restrictions," Economics Letters, Elsevier, vol. 59(1), pages 1-5, April. [Downloadable!] (restricted)

17. L. G. Godfrey & A. R. Tremayne, 1998. "Reply," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 63-64. [Downloadable!] (restricted)

18. Godfrey, Leslie G., 1998. "Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results," Journal of Econometrics, Elsevier, vol. 82(2), pages 197-207, February. [Downloadable!] (restricted)

19. L. G. Godfrey & A. R. Tremayne, 1998. "Diagnostics for the diagnostics," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 59-62. [Downloadable!] (restricted)

20. Gerrard, W J & Godfrey, L G, 1998. "Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 66(2), pages 222-37, March.

21. Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-81, May.

22. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299. [Downloadable!] (restricted)

23. Godfrey, L G, 1994. "Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 550-59, August. [Downloadable!] (restricted)

24. Godfrey, L G & Orme, C D, 1994. "The Sensitivity of Some General Checks to Omitted Variables in the Linear Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 489-506, May. [Downloadable!] (restricted)
    Other versions:
    • Les Godfrey & Chris Orme, . "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.

25. Godfrey, L. G. & Hutton, J. P., 1994. "Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models," Economics Letters, Elsevier, vol. 44(4), pages 359-364, April. [Downloadable!] (restricted)

26. L. G. Godfrey, 1992. "A note on f statistics for instrumental variable regessions," Econometric Reviews, Taylor and Francis Journals, vol. 11(3), pages 329-336. [Downloadable!] (restricted)

27. Godfrey, L. G. & Orme, C. D., 1991. "Testing for skewness of regression disturbances," Economics Letters, Elsevier, vol. 37(1), pages 31-34, September. [Downloadable!] (restricted)

28. Burke, S P & Godfrey, L G & Tremayne, A R, 1990. "Testing AR(1) against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure," Review of Economic Studies, Blackwell Publishing, vol. 57(1), pages 135-45, January. [Downloadable!] (restricted)

29. Burke, S. P. & Godfrey, L. G., 1989. "Some results on the finite sample significance levels of instrumental variable tests for non-nested models," Economics Letters, Elsevier, vol. 31(4), pages 343-347, December. [Downloadable!] (restricted)

30. L. G. Godfrey & A. R. Tremayne, 1988. "Checks of model adequacy for univariate time series models and their application to econometric relationships," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 1-42. [Downloadable!] (restricted)

31. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August. [Downloadable!] (restricted)

32. Godfrey, Leslie G, 1987. "Discriminating between Autocorrelation and Misspecification in," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 128-34, February. [Downloadable!] (restricted)

33. Breusch, T S & Godfrey, L G, 1986. "Data Transformation Tests," Economic Journal, Royal Economic Society, vol. 96(380a), pages 47-58, Supplemen. [Downloadable!] (restricted)

34. Davidson, Russell & Godfrey, Leslie & MacKinnon, James G, 1985. "A Simplified Version of the Differencing Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 639-47, October. [Downloadable!] (restricted)

35. Godfrey, L G, 1984. "On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics," Economic Journal, Royal Economic Society, vol. 94(376a), pages 69-81, Supplemen. [Downloadable!] (restricted)

36. Leslie Godfrey, 1983. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 2(2), pages 229-233. [Downloadable!] (restricted)

37. Godfrey, Leslie G, 1983. "Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares," Econometrica, Econometric Society, vol. 51(2), pages 355-65, March. [Downloadable!] (restricted)

38. Godfrey, L. G. & Pesaran, M. H., 1983. "Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 21(1), pages 133-154, January. [Downloadable!] (restricted)

39. Godfrey, L. G. & Wickens, M. R., 1982. "A simple derivation of the limited information maximum likelihood estimator," Economics Letters, Elsevier, vol. 10(3-4), pages 277-283. [Downloadable!] (restricted)

40. Godfrey, L. G., 1982. "A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure," Economics Letters, Elsevier, vol. 10(1-2), pages 81-85. [Downloadable!] (restricted)

41. Godfrey, Lesley G & Wickens, Michael R, 1981. "Testing Linear and Log-Linear Regressions for Functional Form," Review of Economic Studies, Blackwell Publishing, vol. 48(3), pages 487-96, July. [Downloadable!] (restricted)

42. Godfrey, L G, 1981. "On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis," Econometrica, Econometric Society, vol. 49(6), pages 1443-55, November. [Downloadable!] (restricted)

43. Godfrey, Leslie G., 1978. "Testing for multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 8(2), pages 227-236, October. [Downloadable!] (restricted)

44. Godfrey, Leslie G, 1978. "A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables," Econometrica, Econometric Society, vol. 46(1), pages 225-28, January. [Downloadable!] (restricted)

45. Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-10, November. [Downloadable!] (restricted)

46. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November. [Downloadable!] (restricted)

47. Godfrey, L G, 1976. "Testing for Serial Correlation in Dynamic Simultaneous Equation Models," Econometrica, Econometric Society, vol. 44(5), pages 1077-84, September. [Downloadable!] (restricted)

48. L. G. Godfrey, 1974. "A Further Note on the Treatment of Serial Correlation," Canadian Journal of Economics, Canadian Economics Association, vol. 7(4), pages 673-76, November. [Downloadable!] (restricted)

49. Godfrey, Leslie G & Taylor, Jim, 1973. "Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 35(3), pages 197-216, August.

50. Burrows, Paul & Godfrey, Leslie G, 1973. "Identifying and Estimating the Parameters of a Symmetrical Model of Inventory Investment," Applied Economics, Taylor and Francis Journals, vol. 5(3), pages 193-97, September.

51. Leslie G. Godfrey, 1973. "A Note on the Treatment of Serial Correlation," Canadian Journal of Economics, Canadian Economics Association, vol. 6(4), pages 567-73, November. [Downloadable!] (restricted)

1. Godfrey,L. G., 1991. "Misspecification Tests in Econometrics," Cambridge Books, Cambridge University Press, number 9780521424592, August.

This page was last updated on 2009-10-26.