14
H index
20
i10 index
1110
Citations
Leslie George Godfrey : Citation Profile
University of York | RESEARCH PRODUCTION: 49 Articles 4 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1973 - 2012). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leslie George Godfrey. | Is cited by:
| Cites to:
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Main data
Where Leslie George Godfrey has published?
Recent works citing Leslie George Godfrey (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment. (2017). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman. In: CREATES Research Papers. RePEc:aah:create:2017-23. Full description at Econpapers || Download paper | |
| 2018 | Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-31. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Mare, Sarr ; Emmanuel, Letete . In: Working Paper Series. RePEc:adb:adbwps:2392. Full description at Econpapers || Download paper | |
| 2017 | Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). . In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01. Full description at Econpapers || Download paper | |
| 2018 | An Analysis of the Behaviour of Prime Lending Rates in Sri Lanka. (2018). Navin, W S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:121-138. Full description at Econpapers || Download paper | |
| 2019 | Influence of Excessive Expenditure of the Government in Perspective of Interest Rate and Money Circulation Which in Turn Affects the Growing Process in Pakistan. (2019). RAHMAN, ZIA ; Zia-Ur- Rahman, . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:120-129. Full description at Econpapers || Download paper | |
| 2017 | Actuarial Applications and Estimation of Extended~CreditRisk$^+$. (2017). Hirz, Jonas ; Shevchenko, Pavel V. ; Schmock, Uwe . In: Papers. RePEc:arx:papers:1505.04757. Full description at Econpapers || Download paper | |
| 2020 | Model Specification Test with Unlabeled Data: Approach from Covariate Shift. (2019). Kawarazaki, Hikaru ; Kato, Masahiro. In: Papers. RePEc:arx:papers:1911.00688. Full description at Econpapers || Download paper | |
| 2020 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089. Full description at Econpapers || Download paper | |
| 2019 | Demand and Supply-side Drivers of Labour Productivity Growth: an empirical assessment for G7 countries. (2019). Paternesi Meloni, Walter ; Deleidi, Matteo ; Antenucci, Fabrizio. In: Working Papers. RePEc:ast:wpaper:0042. Full description at Econpapers || Download paper | |
| 2017 | Learning, Portfolio Complexity and Informational Asymmetry in Forecasts of Sell-Side Analysts. (2017). de Lima, Melquiades Pereira. In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:14:y:2017:i:2:p133-159. Full description at Econpapers || Download paper | |
| 2017 | A generalized Levenes scale test for variance heterogeneity in the presence of sample correlation and group uncertainty. (2017). Soave, David ; Sun, Lei. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:3:p:960-971. Full description at Econpapers || Download paper | |
| 2018 | Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006. Full description at Econpapers || Download paper | |
| 2019 | Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003. Full description at Econpapers || Download paper | |
| 2018 | Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models. (2018). Windmeijer, Frank. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/696. Full description at Econpapers || Download paper | |
| 2019 | Testing Correlation in Error-Component Models. (2019). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1993. Full description at Econpapers || Download paper | |
| 2018 | Private Sector Savings. (2018). Pitoakova, Renata. In: DANUBE: Law and Economics Review. RePEc:cmn:journl:y:2018:i:1:p:1-17. Full description at Econpapers || Download paper | |
| 2017 | La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015. (2017). Castillo, Laura Daniela ; Ramoni-Perazzi, Josefa . In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015363. Full description at Econpapers || Download paper | |
| 2017 | Testing part of a DSGE model by Indirect Inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11819. Full description at Econpapers || Download paper | |
| 2017 | ON THE INTERACTION BETWEEN ECONOMIC GROWTH AND BUSINESS CYCLES. (2017). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:04:p:982-1022_00. Full description at Econpapers || Download paper | |
| 2018 | Multifactor Model for Estimation of Tobin’s Q for Listed Firms. (2018). Shalini, Talwar. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2018:i:2:p:38-47. Full description at Econpapers || Download paper | |
| 2018 | An Offer that you Cant Refuse? Agrimafias and Migrant Labor on Vineyards in Southern Italy. (2018). Valente, Marica ; Seifert, Stefan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1735. Full description at Econpapers || Download paper | |
| 2017 | Improved two-component tests in Beta-Skew-t-EGARCH models. (2017). Mller, Fernanda Maria ; Bayer, Fbio M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00319. Full description at Econpapers || Download paper | |
| 2017 | Modelling the demand for loans to the private sector in the euro area. (2001). Sousa, João ; Calza, A. ; Gartner, C.. In: Working Paper Series. RePEc:ecb:ecbwps:20010055. Full description at Econpapers || Download paper | |
| 2017 | From Population Age Structure and Savings Rate to Economic Growth: Evidence from Ecuador. (2017). Rosado, Joel Alejandro ; Alvarado, Maria Isabel . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-46. Full description at Econpapers || Download paper | |
| 2018 | The Relationship Between Trade Openness and Economic Growth: The Case of Ghana and Nigeria. (2018). Moyo, Clement ; Khobai, hlalefang ; Kolisi, Nwabisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-10. Full description at Econpapers || Download paper | |
| 2017 | The Long Run Effects of Oil Prices on Economic Growth: The Case of Saudi Arabia. (2017). Foudeh, Musa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-22. Full description at Econpapers || Download paper | |
| 2018 | The Role of Globalization on CO2 Emission in Vietnam Incorporating Industrialization, Urbanization, GDP per Capita and Energy Use. (2018). Phong, Le Hoang ; Gia, Ho Hoang ; Bach, Dang Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-33. Full description at Econpapers || Download paper | |
| 2020 | Renewable Energy Consumption and Unemployment in South Africa. (2020). Khobai, hlalefang ; Dingela, Siyasanga ; Anyikwa, Izunna ; Moyo, Clement ; Kolisi, Nwabisa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-21. Full description at Econpapers || Download paper | |
| 2018 | Tourism in Iceland: Persistence and seasonality. (2018). Gil-Alana, Luis ; Huijbens, Edward H. In: Annals of Tourism Research. RePEc:eee:anture:v:68:y:2018:i:c:p:20-29. Full description at Econpapers || Download paper | |
| 2018 | Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73. Full description at Econpapers || Download paper | |
| 2017 | How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10. Full description at Econpapers || Download paper | |
| 2017 | The relevance and relative robustness of sources of inflation bias in Pakistan. (2017). Balli, Faruk ; Rehman, Muhammad ; Hayat, Zafar. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:283-303. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617. Full description at Econpapers || Download paper | |
| 2017 | Tests for serial correlation of unknown form in dynamic least squares regression with wavelets. (2017). Li, Meiyu ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:104-110. Full description at Econpapers || Download paper | |
| 2017 | A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models. (2017). Yamagata, Takashi ; Orme, Chris D ; Halunga, Andreea G. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:209-230. Full description at Econpapers || Download paper | |
| 2019 | Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119. Full description at Econpapers || Download paper | |
| 2017 | The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21. Full description at Econpapers || Download paper | |
| 2019 | Testing for heteroscedasticity in high-dimensional regressions. (2019). Li, Zhaoyuan ; Yao, Jianfeng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:122-139. Full description at Econpapers || Download paper | |
| 2019 | Do demographics prevent consumption aggregates from reflecting micro-level preferences?. (2019). schröder, carsten ; Koulovatianos, Christos ; Schmidt, Ulrich ; Schroder, Carsten. In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:166-190. Full description at Econpapers || Download paper | |
| 2019 | Assessing the effectiveness of city-level electric vehicle policies in China. (2019). Sun, H C ; Zhou, P ; Qiu, Y Q. In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:22-31. Full description at Econpapers || Download paper | |
| 2019 | Asymmetric price transmission in the Hungarian retail electricity market. (2019). Balogh, Eszter ; Hortay, Oliver ; Szke, Tamas. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304574. Full description at Econpapers || Download paper | |
| 2017 | Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the German forest products trade: A vector error correction model. (2017). Kolo, Horst ; Tzanova, Polia . In: Journal of Forest Economics. RePEc:eee:foreco:v:26:y:2017:i:c:p:30-45. Full description at Econpapers || Download paper | |
| 2019 | Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107. Full description at Econpapers || Download paper | |
| 2019 | The effect of TARP on loan loss provisions and bank transparency. (2019). Lee, Jeonghwan ; Kim, Mingook. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:79-99. Full description at Econpapers || Download paper | |
| 2019 | The information sensitivity of debt in good and bad times. (2019). Macchiavelli, Marco ; Brancati, Emanuele. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:99-112. Full description at Econpapers || Download paper | |
| 2019 | Causality between metal prices: Is joint consumption a more important determinant than joint production of main and by-product metals?. (2019). Rathgeber, Andreas ; Shammugam, Shivenes ; Schlegl, Thomas . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:49-66. Full description at Econpapers || Download paper | |
| 2018 | Investor attention and performance of IPO firms: Evidence from online searches. (2018). Shen, Dehua ; Xiong, Xiong ; Zhao, Ruwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:342-348. Full description at Econpapers || Download paper | |
| 2019 | The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135. Full description at Econpapers || Download paper | |
| 2019 | Interaction matrix selection in spatial autoregressive models with an application to growth theory. (2019). Ertur, Cem ; Debarsy, Nicolas. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:49-69. Full description at Econpapers || Download paper | |
| 2018 | Green fiscal reform in Sweden: Econometric assessment of the carbon and energy taxation scheme. (2018). Shmelev, Stanislav E ; Speck, Stefan U. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:90:y:2018:i:c:p:969-981. Full description at Econpapers || Download paper | |
| 2018 | Is monetary policy forward-looking in China?. (2018). Zhang, Chengsi ; Dang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:4-14. Full description at Econpapers || Download paper | |
| 2017 | Ripple effects of the 2011 Japan earthquake on international stock markets. (2017). Karali, Berna ; Ferreira, Susana ; Valizadeh, Pourya . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:556-576. Full description at Econpapers || Download paper | |
| 2017 | Does the ownership structure matter for banks’ capital regulation and risk-taking behavior? Empirical evidence from a developing country. (2017). Ashraf, Badar Nadeem ; Zheng, Changjun ; Moudud-Ul, Syed ; Rahman, Mohammad Morshedur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:404-421. Full description at Econpapers || Download paper | |
| 2018 | A power comparison between autocorrelation based tests. (2018). RAÃSSI, HAMDI ; Raissi, Hamdi ; Khardani, Salah ; ben Hajria, Raja. In: Statistics & Probability Letters. RePEc:eee:stapro:v:143:y:2018:i:c:p:1-6. Full description at Econpapers || Download paper | |
| 2019 | Power Comparison of Autocorrelation Tests in Dynamic Models. (2019). Islam, Tanweer ; Ul, Tanweer ; Toor, Erum. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:2:p:58-69. Full description at Econpapers || Download paper | |
| 2019 | Evidence on the Link between Firm-Level and Aggregate Inventory Behavior. (1996). Schuh, Scott. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:1996-46. Full description at Econpapers || Download paper | |
| 2019 | Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07. Full description at Econpapers || Download paper | |
| 2019 | Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742. Full description at Econpapers || Download paper | |
| 2019 | Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms. (2019). Nielsen, Bent ; Kurita, Takamitsu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:42-:d:273844. Full description at Econpapers || Download paper | |
| 2017 | Examining the Natural Resource Curse and the Impact of Various Forms of Capital in Small Tourism and Natural Resource-Dependent Economies. (2017). Kurecic, Petar ; Kokotovic, Filip. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:6-:d:90229. Full description at Econpapers || Download paper | |
| 2017 | Actuarial Applications and Estimation of Extended CreditRisk+. (2017). Hirz, Jonas ; Shevchenko, Pavel V ; Schmock, Uwe . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:23-:d:94636. Full description at Econpapers || Download paper | |
| 2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Cunado, Juncal ; ben Nasr, Adnen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940. Full description at Econpapers || Download paper | |
| 2018 | Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar. In: International Journal of Development and Conflict. RePEc:gok:ijdcv1:v:8:y:2018:i:2:p:85-114. Full description at Econpapers || Download paper | |
| 2017 | Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics. (2017). GUEGAN, Dominique ; Veiga, Alvaro ; Epprecht, Camila . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00917797. Full description at Econpapers || Download paper | |
| 2018 | Stock composition of mutual funds and fund style: a time series decomposition approach towards testing for consistency. (2018). Sen, Jaydip. In: International Journal of Business Forecasting and Marketing Intelligence. RePEc:ids:ijbfmi:v:4:y:2018:i:3:p:235-292. Full description at Econpapers || Download paper | |
| 2020 | Productivity in Europe: Trends and drivers in a service-based economy. (2020). Sanchez-Martinez, Miguel ; Harasztosi, Péter ; Fedotenkov, Igor ; Bauer, Peter ; Rincon-Aznar, Ana ; Preziosi, Nadir ; Nguyen, David ; Turegano, David Martinez ; Hallak, Issam ; Genty, Aurelien. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc119785. Full description at Econpapers || Download paper | |
| 2020 | The effects of transitory and permanent inflation uncertainty on investment in Ghana. (2020). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09252-w. Full description at Econpapers || Download paper | |
| 2017 | An Investigation of the Degree of Market Power in the Greek Manufacturing and Service Industries. (2017). Amountzias, Chrysovalantis . In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:17:y:2017:i:4:d:10.1007_s10842-017-0245-4. Full description at Econpapers || Download paper | |
| 2018 | The Effects of Competition, Liquidity and Exports on Markups: Evidence from the UK Food and Beverages Sector. (2018). Amountzias, Chrysovalantis . In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:2:d:10.1007_s10842-017-0260-5. Full description at Econpapers || Download paper | |
| 2018 | The determinants of CDS spreads: evidence from the model space. (2018). Pelster, Matthias ; Vilsmeier, Johannes. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9134-6. Full description at Econpapers || Download paper | |
| 2017 | THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT. (2017). Johansen, Soren ; Nyboe, Morten ; Rahbek, Anders ; Frydman, Roman. In: Discussion Papers. RePEc:kud:kuiedp:1710. Full description at Econpapers || Download paper | |
| 2017 | Internal price stabilization tools in the Colombian sugar market: Do they work?. (2017). Arcila Vasquez, Andrés ; Alonso, Julio ; Arana, Sebastian Montenegro . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:86:p:105-126. Full description at Econpapers || Download paper | |
| 2018 | Modified Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity. (2018). Chand, Sohail ; Aftab, Nuzhat. In: Lahore Journal of Economics. RePEc:lje:journl:v:23:y:2018:i:1:p:1-19. Full description at Econpapers || Download paper | |
| 2018 | Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables. (2018). Racicot, François-Ãric ; Rentz, William F. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_17. Full description at Econpapers || Download paper | |
| 2020 | MEASURING THE EFFECT OF THE DIGIALIZATION. (2020). Klivak, Vsevolod ; Mammadli, Elvin. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:119. Full description at Econpapers || Download paper | |
| 2017 | Does Urbanization Boost Pollution from Transport?. (2017). Mukhtarov, Shahriyar ; Yusifov, Sabuhi ; Shukurov, Vusal ; Mikayilov, Jeyhun. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065051709. Full description at Econpapers || Download paper | |
| 2018 | Testing Wagner’s Law and Keynesian Hypothesis in Selected Post‑Soviet Countries. (2018). Aliyev, Khatai ; Abbasov, Jeyhun. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2018066051227. Full description at Econpapers || Download paper | |
| 2018 | Partial cointegrated vector autoregressive models with structural breaks in deterministic terms. (2018). Nielsen, B ; Kurita, Takamitsu. In: Economics Papers. RePEc:nuf:econwp:1803. Full description at Econpapers || Download paper | |
| 2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002. Full description at Econpapers || Download paper | |
| 2018 | White heteroscedasticty testing after outlier removal. (2018). Wilms, Ines ; Berenguer-Rico, Vanessa ; BerenguerRico, Vanessa . In: Economics Series Working Papers. RePEc:oxf:wpaper:853. Full description at Econpapers || Download paper | |
| 2019 | Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks. (2019). Castle, Jennifer ; Kurita, Takamitsu. In: Economics Series Working Papers. RePEc:oxf:wpaper:866. Full description at Econpapers || Download paper | |
| 2020 | Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905. Full description at Econpapers || Download paper | |
| 2017 | Addressing the sample size problem in behavioural operational research: simulating the newsvendor problem. (2017). Robinson, Stewart ; Kotiadis, Kathy ; Dimitriou, Stavrianna . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:3:d:10.1057_s41274-016-0016-3. Full description at Econpapers || Download paper | |
| 2020 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: MPRA Paper. RePEc:pra:mprapa:100234. Full description at Econpapers || Download paper | |
| 2017 | The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve. (2017). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:78211. Full description at Econpapers || Download paper | |
| 2017 | Real Exchange Rate Volatility and Domestic Consumption in Ghana. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:78852. Full description at Econpapers || Download paper | |
| 2017 | El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016. (2017). Ramírez de León, Francisco ; Ramirez de Leon, Francisco ; RamÃrez de León, Francisco ; Mejia, Mariam ; Checo, Ariadne . In: MPRA Paper. RePEc:pra:mprapa:80301. Full description at Econpapers || Download paper | |
| 2017 | Exchange Rate Uncertainty and Domestic Investment in Ghana. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:80474. Full description at Econpapers || Download paper | |
| 2017 | The relationship between trade openness and economic growth: The case of Ghana and Nigeria.. (2017). Moyo, Clement ; Khobai, hlalefang ; Kolisi, Nwabisa. In: MPRA Paper. RePEc:pra:mprapa:81317. Full description at Econpapers || Download paper | |
| 2017 | Renewable energy consumption and unemployment in South Africa. (2017). Moyo, Clement ; Khobai, hlalefang ; Anyikwa, Izunna ; Kolisi, Nwabisa ; Dingela, Siyasanga. In: MPRA Paper. RePEc:pra:mprapa:83160. Full description at Econpapers || Download paper | |
| 2017 | Gender longevity gap and socioeconomic indicators in developed countries. (2017). Fedotenkov, Igor ; Деркачев, Павел ; Derkachev, Pavel . In: MPRA Paper. RePEc:pra:mprapa:83215. Full description at Econpapers || Download paper | |
| 2017 | Renewable energy consumption and unemployment in South Africa. (2017). Khobai, hlalefang ; Anyikwa, Izunna ; Moyo, Clement ; Kolisi, Nwabisa ; Dingela, Siyasanga. In: MPRA Paper. RePEc:pra:mprapa:83279. Full description at Econpapers || Download paper | |
| 2018 | Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:85191. Full description at Econpapers || Download paper | |
| 2018 | Financial development and economic growth in Brazil: A Non-linear ARDL approach. (2018). Moyo, Clement ; Khobai, hlalefang ; Mbeki, Zizipho ; Kolisi, Nwabisa. In: MPRA Paper. RePEc:pra:mprapa:85252. Full description at Econpapers || Download paper | |
| 2018 | Interest rate reforms and economic growth: the savings and investment channel. (2018). Moyo, Clement ; le Roux, Pierre. In: MPRA Paper. RePEc:pra:mprapa:85297. Full description at Econpapers || Download paper | |
| 2018 | Adult life satisfaction: largely (though not wholly) contemporaneous? A System General Method of Moments dynamic panel analysis. (2018). Piper, Alan. In: MPRA Paper. RePEc:pra:mprapa:85601. Full description at Econpapers || Download paper | |
| 2018 | Corruption vs reforms: Why do voters prefer the former?. (2018). Fedotenkov, Igor. In: MPRA Paper. RePEc:pra:mprapa:89581. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Effects of Inequality on Per Capita Real GDP of the United States. (2018). GUPTA, RANGAN ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Akadiri, Seyi. In: Working Papers. RePEc:pre:wpaper:201820. Full description at Econpapers || Download paper | |
| 2020 | Effects of Economic Growth, Trade Openness, and Urbanization on Carbon Dioxide Emissions in Ghana, 1960 to 2014. (2020). Boateng, Forster Kwame. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:2:p:9-17. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Leslie George Godfrey:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 1998 | Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 19 |
| 1973 | Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 2005 | Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Bootstrap HAC Tests for Ordinary Least Squares Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 1973 | A Note on the Treatment of Serial Correlation. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1974 | A Further Note on the Treatment of Serial Correlation. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1991 | Misspecification Tests in Econometrics In: Cambridge Books. [Citation analysis] | book | 9 |
| 1984 | On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics. In: Economic Journal. [Full Text][Citation analysis] | article | 6 |
| 1986 | Data Transformation Tests. In: Economic Journal. [Full Text][Citation analysis] | article | 10 |
| 1976 | Testing for Serial Correlation in Dynamic Simultaneous Equation Models. In: Econometrica. [Full Text][Citation analysis] | article | 9 |
| 1978 | A Note on the Use of Durbins h Test When the Equation is Estimated by Instrumental Variables. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
| 1978 | Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables. In: Econometrica. [Full Text][Citation analysis] | article | 380 |
| 1978 | Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables. In: Econometrica. [Full Text][Citation analysis] | article | 197 |
| 1981 | On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 5 |
| 1983 | Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares. In: Econometrica. [Full Text][Citation analysis] | article | 33 |
| 2000 | Controlling the significance levels of prediction error tests for linear regression models In: Econometrics Journal. [Citation analysis] | article | 7 |
| 2006 | Simulation-based tests for heteroskedasticity in linear regression models: Some further results In: Econometrics Journal. [Full Text][Citation analysis] | article | 7 |
| 2005 | The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 25 |
| 2006 | Tests for regression models with heteroskedasticity of unknown form In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
| 2007 | Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 1982 | A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1982 | A simple derivation of the limited information maximum likelihood estimator In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1989 | Some results on the finite sample significance levels of instrumental variable tests for non-nested models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1991 | Testing for skewness of regression disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 1994 | Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 1998 | Bootstrap-based critical values for tests of common factor restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | Using bootstrap methods to obtain nonnormality robust Chow prediction tests In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2004 | Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 2007 | On the asymptotic validity of a bootstrap method for testing nonnested hypotheses In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | A note on variable addition tests for linear and log-linear models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1983 | Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
| 1996 | Some results on the Glejser and Koenker tests for heteroskedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 1998 | Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1998 | Tests of non-nested regression models some results on small sample behaviour and the bootstrap In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 1978 | Testing for multiplicative heteroskedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
| 1990 | MODIFIED RAINBOW TESTS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 1985 | A Simplified Version of the Differencing Test. In: International Economic Review. [Full Text][Citation analysis] | article | 10 |
| 1994 | The Sensitivity of Some General Checks to Omitted Variables in the Linear Model. In: International Economic Review. [Full Text][Citation analysis] | article | 10 |
| 1992 | The Sensitivity of some General Checks to Omitted Variables in the Linear Model.(1992) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1996 | On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives. In: International Economic Review. [Citation analysis] | article | 4 |
| 1981 | Testing Linear and Log-Linear Regressions for Functional Form In: Review of Economic Studies. [Full Text][Citation analysis] | article | 33 |
| 1990 | Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure In: Review of Economic Studies. [Full Text][Citation analysis] | article | 5 |
| 1999 | The robustness, reliabiligy and power of heteroskedasticity tests In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2000 | Alternative approaches to testing by variable addition In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2005 | Bootstrap Tests of Nonnested Hypotheses: Some Further Results In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1987 | Discriminating between Autocorrelation and Misspecification in. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1988 | Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 38 |
| 1994 | Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
| 1999 | Instrument Relevance in Multivariate Linear Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
| 2010 | A robust test for error cross-section correlation in panel models In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods In: Discussion Papers. [Citation analysis] | paper | 0 |
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