David A. Belsley
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
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Phone:
Affiliation
- Department of Economics
Boston College - Location: Chestnut Hill, Massachusetts (United States)
Homepage: http://www.bc.edu/economics/
Email:
Phone: 617-552-3670
Fax: 617-552-2308
Postal: Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467
Handle: RePEc:edi:debocus (more details at EDIRC)
Works
Working papers
- 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, Society for Computational Economics
154, Society for Computational Economics.
- 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, Elsevier, vol. 26(9-10), pages 1379-1396, August.
- David A. Belsley, 1997.
"Mathematica as an Environment for doing Economics and Econometrics,"
Boston College Working Papers in Economics, Boston College Department of Economics
364, Boston College Department of Economics.
- Belsley, David A, 1999. "Mathematica as an Environment for Doing Economics and Econometrics," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 14(1-2), pages 69-87, October.
- David A. Belsley, 1996.
"A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions,"
Boston College Working Papers in Economics, Boston College Department of Economics
331., Boston College Department of Economics.
- Belsley, David A, 1997. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 10(3), pages 197-229, August.
- David A. Belsley, . "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computing in Economics and Finance 1996, Society for Computational Economics _008, Society for Computational Economics.
- 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.
- David A. Belsley & Kent D. Wall, 1976. "Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results," NBER Working Papers 0142, National Bureau of Economic Research, Inc.
- 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.
- David A. Belsley, . "Mathematica and Economic Research: A Student Tutorial," Computing in Economics and Finance 1997, Society for Computational Economics 24, Society for Computational Economics.
Articles
- Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K., 2010. "The Fifth Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(11), pages 2359-2359, November.
- Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(6), pages 1923-1924, April.
- Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007. "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(7), pages 3258-viii, April.
- Belsley, David A. & John Kontoghiorghes, Erricos, 2005. "Second Special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 49(2), pages 283-285, April.
- David Belsley, 2005. "Editorâ€™s Preface: Computational Economics and Finance, Amsterdam," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 25(1), pages 1-2, February.
- David Belsley, 2003. "Editor's Preface," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 22(2), pages 111-112, October.
- David A. Belsley, 2003. "Editor's Preface," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 21(1_2), pages 1-2, 02.
- 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, Elsevier, vol. 44(1-2), pages 3-35, October.
- David Belsley, 2003. "Editor's Preface," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 21(1), pages 1-2, February.
- Belsley, David A. & Kontoghiorghes, Erricos John, 2003. "Editorial," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 42(3), pages 277-278, March.
- 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,
Elsevier, vol. 26(9-10), pages 1379-1396, August.
- 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, Society for Computational Economics 154, Society for Computational Economics.
- David A. Belsley, 2000. "A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 5-45, October.
- David A. Belsley, 2000. "Preface," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 1-3, October.
- Belsley, David A, 1999.
"Mathematica as an Environment for Doing Economics and Econometrics,"
Computational Economics, Society for Computational Economics,
Society for Computational Economics, vol. 14(1-2), pages 69-87, October.
- David A. Belsley, 1997. "Mathematica as an Environment for doing Economics and Econometrics," Boston College Working Papers in Economics, Boston College Department of Economics 364, Boston College Department of Economics.
- Belsley, David A, 1997.
"A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions,"
Computational Economics, Society for Computational Economics,
Society for Computational Economics, vol. 10(3), pages 197-229, August.
- David A. Belsley, 1996. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Boston College Working Papers in Economics, Boston College Department of Economics 331., Boston College Department of Economics.
- David A. Belsley, . "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computing in Economics and Finance 1996, Society for Computational Economics _008, Society for Computational Economics.
- Belsley, David A, 1996. "The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 9(3), pages 181-98, August.
- Belsley, David A, 1992. "Paring 3SLS Calculations Down to Manageable Proportions," Computer Science in Economics & Management, Society for Computational Economics, Society for Computational Economics, vol. 5(3), pages 157-69, August.
- 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, American Statistical Association, vol. 6(4), pages 442-47, October.
- Belsley, David A., 1988. "Conditioning in models with logs," Journal of Econometrics, Elsevier, Elsevier, vol. 38(1-2), pages 127-143.
- Belsley, David A., 1988. "Editor's introduction," Journal of Econometrics, Elsevier, Elsevier, vol. 38(1-2), pages 3-5.
- Belsley, David A., 1988. "Modelling and forecasting reliability," International Journal of Forecasting, Elsevier, Elsevier, vol. 4(3), pages 427-447.
- Belsley, David A. & Oldford, R. W., 1986. "The general problem of ill conditioning and its role in statistical analysis," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 4(2), pages 103-120, July.
- 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, Elsevier, vol. 2(1), pages 41-52.
- 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, Elsevier, vol. 20(2), pages 211-253, November.
- 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, Elsevier, vol. 16(1), pages 167-167, May.
- Belsley, David A., 1980. "On the efficient computation of the nonlinear full-information maximum-likelihood estimator," Journal of Econometrics, Elsevier, Elsevier, vol. 14(2), pages 203-225, October.
- 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.
- 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.
- Belsley, David A, 1972. "Specification With Deflated Variables and Specious Spurious Correlation," Econometrica, Econometric Society, Econometric Society, vol. 40(5), pages 923-27, September.
Software components
- David A. Belsley, 2001. "GENSERCOR: Mathematica module for testing for joint serial correlation in regression," Computational Economics Software Archive, Kluwer Academic Publishers CE16.5, Kluwer Academic Publishers.
- David A. Belsley, 2001. "SERCOR: Mathematica module for testing for gth order serial correlation in regression," Computational Economics Software Archive, Kluwer Academic Publishers CE10.197, Kluwer Academic Publishers.
- David A. Belsley, 1996. "BLOCKMATRIX: Mathematica package to handle block matrix operations," Statistical Software Components, Boston College Department of Economics M6B2301, Boston College Department of Economics, revised 05 Mar 2001.
- David A. Belsley, 1996. "ECONOMETRICS-STATUTILITIES: Mathematica packages of econometric tools and utilities," Computational Economics Software Archive, Kluwer Academic Publishers CE14.69, Kluwer Academic Publishers, revised 05 Mar 2001.
- David A. Belsley, 1996. "ECONOMETRICS: Mathematica package of econometric tools," Statistical Software Components, Boston College Department of Economics M6B2302, Boston College Department of Economics, revised 30 Mar 2008.
- David A. Belsley, 1996. "STATUTILITIES: Mathematica package of statistical utilities," Statistical Software Components, Boston College Department of Economics M6B2303, Boston College Department of Economics, revised 05 Mar 2001.
Chapters
- David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters, National Bureau of Economic Research, Inc, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 1-64 National Bureau of Economic Research, Inc.
- David A. Belsley, 1973. "A Test for Systematic Variation in Regression Coefficients," NBER Chapters, National Bureau of Economic Research, Inc, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 492-500 National Bureau of Economic Research, Inc.
- David A. Belsley, 1973. "The Applicabilty of the Kaiman Filter in the Determination of Systematic Parameter Variation," NBER Chapters, National Bureau of Economic Research, Inc, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 527-530 National Bureau of Economic Research, Inc.
- David A. Belsley, 1973. "On The Determination of Systematic Parameter Variation in The Linear Regression Model," NBER Chapters, National Bureau of Economic Research, Inc, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 484-491 National Bureau of Economic Research, Inc.
- David A. Belsley & Edwin Kuti, 1973. "Time-Varying Parameter Structures: An Overview," NBER Chapters, National Bureau of Economic Research, Inc, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 375-379 National Bureau of Economic Research, Inc.
Books
- David A. Belsley & Edwin Kuh (ed.), 1985. "Model Reliability," MIT Press Books, The MIT Press, The MIT Press, edition 1, volume 1, number 0262524015, December.
Statistics
This author is among the top 5% authors according to these criteria:Most cited item
- Belsley, David A., 1980. "On the efficient computation of the nonlinear full-information maximum-likelihood estimator," Journal of Econometrics, Elsevier, Elsevier, vol. 14(2), pages 203-225, October.
Most downloaded item (past 12 months)
- David A. Belsley, 1996. "ECONOMETRICS: Mathematica package of econometric tools," Statistical Software Components, Boston College Department of Economics M6B2302, Boston College Department of Economics, revised 30 Mar 2008.
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