This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
David A. Belsley

Personal Details | Affiliation | Works
This is information that was supplied by David Belsley in registering through RePEc. If you are David A. Belsley , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: David
Middle Name: A.
Last Name: Belsley
Suffix:

RePEc Short-ID: pbe28

Email:
Homepage: http://fmwww.bc.edu:80/EC-V/Belsley.fac.html
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. David A. Belsley, 2000. "An Investigation Of An Unbiased Corection For Heteroskedasticity And The Effects Of Misspecifying The Skedastic Function," Computing in Economics and Finance 2000 154, Society for Computational Economics. [Downloadable!]
    Published as:

  2. David A. Belsley, 1997. "Mathematica as an Environment for doing Economics and Econometrics," Boston College Working Papers in Economics 364, Boston College Department of Economics. [Downloadable!]
    Published as:

  3. David A. Belsley, 1996. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Boston College Working Papers in Economics 331., Boston College Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  4. David A. Belsley, 1976. "Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation," NBER Working Papers 0154, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. David A. Belsley & Kent D. Wall, 1976. "Estimation of Econometric Model Using Nonlinear Full Information MaximumLikelihood: Preliminary Computer Results," NBER Working Papers 0142, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. David A. Belsley & Virginia Klema, 1974. "Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition," NBER Working Papers 0066, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. David A. Belsley, . "Mathematica and Economic Research: A Student Tutorial," Computing in Economics and Finance 1997 24, Society for Computational Economics. [Downloadable!]

Articles

  1. Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007. "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3258-viii, April. [Downloadable!] (restricted)

  2. Belsley, David A. & John Kontoghiorghes, Erricos, 2005. "Second Special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 283-285, April. [Downloadable!] (restricted)

  3. David Belsley, 2005. "Editor’s Preface: Computational Economics and Finance, Amsterdam," Computational Economics, Springer, vol. 25(1), pages 1-2, February. [Downloadable!] (restricted)

  4. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October. [Downloadable!] (restricted)

  5. David Belsley, 2003. "Editor's Preface," Computational Economics, Springer, vol. 21(1), pages 1-2, February. [Downloadable!] (restricted)

  6. David Belsley, 2003. "Editor's Preface," Computational Economics, Springer, vol. 22(2), pages 111-112, October. [Downloadable!] (restricted)

  7. Belsley, David A. & Kontoghiorghes, Erricos John, 2003. "Editorial," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 277-278, March. [Downloadable!] (restricted)

  8. David A. Belsley, 2003. "Editor's Preface," Computational Economics, Springer, vol. 21(1_2), pages 1-2, 02. [Downloadable!]

  9. Belsley, David A., 2002. "An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1379-1396, August. [Downloadable!] (restricted)
    Other versions:

  10. David A. Belsley, 2000. "Preface," Computational Economics, Springer, vol. 16(1/2), pages 1-3, October. [Downloadable!]

  11. David A. Belsley, 2000. "A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions," Computational Economics, Springer, vol. 16(1/2), pages 5-45, October. [Downloadable!]

  12. Belsley, David A, 1999. "Mathematica as an Environment for Doing Economics and Econometrics," Computational Economics, Springer, vol. 14(1-2), pages 69-87, October. [Downloadable!]
    Other versions:

  13. Belsley, David A, 1997. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Springer, vol. 10(3), pages 197-229, August. [Downloadable!]
    Other versions:

  14. Belsley, David A, 1996. "The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions," Computational Economics, Springer, vol. 9(3), pages 181-98, August.

  15. Belsley, David A, 1992. "Paring 3SLS Calculations Down to Manageable Proportions," Computer Science in Economics & Management, Springer, vol. 5(3), pages 157-69, August.

  16. Belsley, David A., 1988. "Modelling and forecasting reliability," International Journal of Forecasting, Elsevier, vol. 4(3), pages 427-447. [Downloadable!] (restricted)

  17. Belsley, David A & Welsch, Roy E, 1988. "Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation]," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 442-47, October.

  18. Belsley, David A., 1988. "Conditioning in models with logs," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 127-143. [Downloadable!] (restricted)

  19. Belsley, David A., 1988. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 3-5. [Downloadable!] (restricted)

  20. Belsley, David A., 1986. "Model selection in regression analysis, regression diagnostics and prior knowledge : A book review article with comments from Anthony C. Atkinson, D.R. Cox And John McDonald," International Journal of Forecasting, Elsevier, vol. 2(1), pages 41-52. [Downloadable!] (restricted)

  21. Belsley, David A. & Oldford, R. W., 1986. "The general problem of ill conditioning and its role in statistical analysis," Computational Statistics & Data Analysis, Elsevier, vol. 4(2), pages 103-120, July. [Downloadable!] (restricted)

  22. Belsley, David A., 1982. "Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise," Journal of Econometrics, Elsevier, vol. 20(2), pages 211-253, November. [Downloadable!] (restricted)

  23. Belsley, David A., 1981. "Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity," Journal of Econometrics, Elsevier, vol. 16(1), pages 167-167, May. [Downloadable!] (restricted)

  24. Belsley, David A., 1980. "On the efficient computation of the nonlinear full-information maximum-likelihood estimator," Journal of Econometrics, Elsevier, vol. 14(2), pages 203-225, October. [Downloadable!] (restricted)

  25. Belsley, David A, 1974. "The t-Test and High-Order Serial Correlation: A Reply," The Review of Economics and Statistics, MIT Press, vol. 56(3), pages 417-18, August. [Downloadable!] (restricted)

  26. Belsley, David A, 1973. "The Relative Power of the t-Test: A Furthering Comment," The Review of Economics and Statistics, MIT Press, vol. 55(1), pages 132, February.

  27. Belsley, David A, 1972. "Specification With Deflated Variables and Specious Spurious Correlation," Econometrica, Econometric Society, vol. 40(5), pages 923-27, September. [Downloadable!] (restricted)

Software components

  1. David A. Belsley, 2001. "GENSERCOR: Mathematica module for testing for joint serial correlation in regression," Computational Economics Software Archive CE16.5, Kluwer Academic Publishers. [Downloadable!]

  2. David A. Belsley, 2001. "SERCOR: Mathematica module for testing for gth order serial correlation in regression," Computational Economics Software Archive CE10.197, Kluwer Academic Publishers. [Downloadable!]

  3. David A. Belsley, 1996. "ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities," Computational Economics Software Archive CE14.69, Kluwer Academic Publishers, revised 05 Mar 2001. [Downloadable!]

  4. David A. Belsley, 1996. "ECONOMETRICS: Mathematica package of econometric tools," Statistical Software Components M6B2302, Boston College Department of Economics, revised 30 Mar 2008. [Downloadable!]

  5. David A. Belsley, 1996. "BLOCKMATRIX: Mathematica package to handle block matrix operations," Statistical Software Components M6B2301, Boston College Department of Economics, revised 05 Mar 2001. [Downloadable!]

  6. David A. Belsley, 1996. "STATUTILITIES: Mathematica package of statistical utilities," Statistical Software Components M6B2303, Boston College Department of Economics, revised 05 Mar 2001. [Downloadable!]

Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2008-7-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.