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David A. Belsley

Personal Details

First Name:David
Middle Name:A.
Last Name:Belsley
Suffix:
RePEc Short-ID:pbe28
http://fmwww.bc.edu:80/EC-V/Belsley.fac.html
Terminal Degree:1965 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy)

Affiliation

Department of Economics
Boston College

Chestnut Hill, Massachusetts (United States)
http://www.bc.edu/economics/

: 617-552-3670
617-552-2308
Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467
RePEc:edi:debocus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters Books

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.
  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.
  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.
  4. 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.
  5. 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.
  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.
  7. David A. Belsley, "undated". "Mathematica and Economic Research: A Student Tutorial," Computing in Economics and Finance 1997 24, Society for Computational Economics.

Articles

  1. 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, vol. 54(11), pages 2359-2359, November.
  2. 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, vol. 53(6), pages 1923-1924, April.
  3. 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 3258-3258, April.
  4. 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.
  5. David Belsley, 2005. "Editor’s Preface: Computational Economics and Finance, Amsterdam," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 1-2, February.
  6. David Belsley, 2003. "Editor's Preface," Computational Economics, Springer;Society for Computational Economics, vol. 21(1), pages 1-2, February.
  7. Belsley, David A. & Kontoghiorghes, Erricos John, 2003. "Editorial," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 277-278, March.
  8. David A. Belsley, 2003. "Editor's Preface," Computational Economics, Springer;Society for Computational Economics, vol. 21(1_2), pages 1-2, February.
  9. 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.
  10. David Belsley, 2003. "Editor's Preface," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 111-112, October.
  11. 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.
  12. David A. Belsley, 2000. "Preface," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 1-3, October.
  13. David A. Belsley, 2000. "A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 5-45, October.
  14. Belsley, David A, 1999. "Mathematica as an Environment for Doing Economics and Econometrics," Computational Economics, Springer;Society for Computational Economics, vol. 14(1-2), pages 69-87, October.
  15. Belsley, David A, 1997. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 10(3), pages 197-229, August.
  16. Belsley, David A, 1996. "The Relative Power of Zero-Padding When Testing for Serial Correlation Using Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 9(3), pages 181-198, August.
  17. Belsley, David A, 1992. "Paring 3SLS Calculations Down to Manageable Proportions," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(3), pages 157-169, August.
  18. Charles W. Bausell & Scott L. Smith & David A. Belsley, 1992. "An Analysis of 1980s Dairy Programs and Some Policy Implications," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(3), pages 605-616.
  19. 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 442-447, October.
  20. Belsley, David A., 1988. "Modelling and forecasting reliability," International Journal of Forecasting, Elsevier, vol. 4(3), pages 427-447.
  21. Belsley, David A., 1988. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 3-5.
  22. Belsley, David A., 1988. "Conditioning in models with logs," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 127-143.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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 417-418, August.
  29. 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 132-132, February.
  30. Belsley, David A, 1972. "Specification With Deflated Variables and Specious Spurious Correlation," Econometrica, Econometric Society, vol. 40(5), pages 923-927, September.
  31. Franklin M. Fisher & Victor E. Ferrall, Jr. & David Belsley & Bridger M. Mitchell, 1966. "Community Antenna Television Systems and Local Television Station Audience," The Quarterly Journal of Economics, Oxford University Press, vol. 80(2), pages 227-251.

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.
  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.
  3. David A. Belsley, 1996. "STATUTILITIES: Mathematica package of statistical utilities," Statistical Software Components M6B2303, Boston College Department of Economics, revised 05 Mar 2001.
  4. David A. Belsley, 1996. "ECONOMETRICS: Mathematica package of econometric tools," Statistical Software Components M6B2302, Boston College Department of Economics, revised 30 Mar 2008.
  5. 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.
  6. 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.

Chapters

  1. David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614 National Bureau of Economic Research, Inc.
  2. David A. Belsley & Edwin Kuti, 1973. "Time-Varying Parameter Structures: An Overview," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 375-379 National Bureau of Economic Research, Inc.
  3. David A. Belsley, 1973. "On the Determination of Systematic Parameter Variation in the Linear Regression Model," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 487-494 National Bureau of Economic Research, Inc.
  4. David A. Belsley, 1973. "The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 531-533 National Bureau of Economic Research, Inc.
  5. David A. Belsley, 1973. "A Test for Systematic Variation in Regression Coefficients," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 495-499 National Bureau of Economic Research, Inc.

Books

  1. David A. Belsley & Edwin Kuh (ed.), 1985. "Model Reliability," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262524015, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

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.

    Cited by:

    1. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," The School of Economics Discussion Paper Series 0611, Economics, The University of Manchester.
    2. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
    3. 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.
    4. 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.

  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.

    Cited by:

    1. Vieira, Wilson da Cruz & Lelis, Levi H. Santana de, 2005. "Programming languages in economics: a comparison among Fortran77, C++, and Java," Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 3(3).
    2. Luke Olson & Max Jerrell & Ryder Delaloye, 2005. "A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration," Computational Economics, Springer;Society for Computational Economics, vol. 26(3), pages 51-58, November.
    3. Tomasz Kopczewski, 2015. "Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software," Working Papers 2015-38, Faculty of Economic Sciences, University of Warsaw.
    4. Halkos, George & Tsilika, Kyriaki, 2016. "Measures of correlation and computer algebra," MPRA Paper 70200, University Library of Munich, Germany.
    5. Tim Kochanski, 2007. "Moving Economic Models from the Chalk Board to the Computer: A Computer-Based Assignment Based on a Dynamic Cournot Model," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 19(1), pages 24-32.

  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.

    Cited by:

    1. 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.
    2. 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.
    3. Mohd. FAYAZ & Kaur Bhatia SANDEEP, 2016. "Trends , Patterns and Determinants of Indian Current Account Deficit," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 16(1).

  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.

    Cited by:

    1. Roy E. Welsch & Edwin Kuh, 1977. "Linear Regression Diagnostics," NBER Working Papers 0173, National Bureau of Economic Research, Inc.
    2. G. Acosta & M. Graña & J. P. Pinasco, 2006. "Condition numbers and scale free graphs," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 53(3), pages 381-385, October.

  5. 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.

    Cited by:

    1. 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.

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 3258-3258, April.

    Cited by:

    1. 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, vol. 53(6), pages 1923-1924, April.

  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.

    Cited by:

    1. Giorgio Calzolari & Laura Neri, 2010. "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive wp2010_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

  3. 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.

    Cited by:

    1. Hofmann, Marc & Kontoghiorghes, Erricos John, 2010. "Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3392-3403, December.
    2. Giorgio Calzolari & Laura Neri, 2010. "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive wp2010_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    3. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October.
    4. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
    5. Godolphin, J.D., 2009. "New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2119-2128, April.
    6. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers 2012-1, Kiel Institute for the World Economy (IfW).
    7. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006. "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
    8. Wang, Hao, 2010. "Sparse seemingly unrelated regression modelling: Applications in finance and econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2866-2877, November.
    9. Gatu, Cristian & Kontoghiorghes, Erricos J., 2006. "Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 721-739, May.
    10. Triantafyllopoulos, K. & Nason, G.P., 2007. "A Bayesian analysis of moving average processes with time-varying parameters," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1025-1046, October.

  4. 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. See citations under working paper version above.
  5. David A. Belsley, 2000. "A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 5-45, October.

    Cited by:

    1. 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.

  6. Belsley, David A, 1999. "Mathematica as an Environment for Doing Economics and Econometrics," Computational Economics, Springer;Society for Computational Economics, vol. 14(1-2), pages 69-87, October.
    See citations under working paper version above.
  7. Belsley, David A, 1997. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 10(3), pages 197-229, August. See citations under working paper version above.
  8. Belsley, David A, 1992. "Paring 3SLS Calculations Down to Manageable Proportions," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(3), pages 157-169, August.

    Cited by:

    1. Mircea I. Cosbuc & Cristian Gatu & Ana Colubi & Erricos John Kontoghiorghes, 2017. "A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 503-515, October.
    2. Erricos J. Kontoghiorghes, "undated". "Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix," Computing in Economics and Finance 1996 _032, Society for Computational Economics.
    3. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.
    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.

  9. Charles W. Bausell & Scott L. Smith & David A. Belsley, 1992. "An Analysis of 1980s Dairy Programs and Some Policy Implications," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(3), pages 605-616.

    Cited by:

    1. Adelaja, Adesoji O. & Miller, Tracy & Taslim, Mohammad, 1998. "Land Values, Market Forces, And Declining Dairy Herd Size: Evidence From An Urban-Influenced Region," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 27(1), April.
    2. Kaiser, Harry M., 1993. "An Analysis of Alternatives to the Dairy Price Support Program," Research Bulletins 123016, Cornell University, Department of Applied Economics and Management.
    3. D’Antoni, Jeremy M. & Mishra, Ashok K. & Blayney, Donald, 2013. "Assessing participation in the Milk Income Loss Contract program and its impact on milk production," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 243-254.
    4. Paudel, Krishna P. & Gauthier, Wayne M. & Hall, Larry M. & Westra, John V., 2006. "Willingness to Participate in Dairy Programs to Reduce Manure Related Problems in Louisiana's Major Dairy Production Region," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35259, Southern Agricultural Economics Association.
    5. Helmberger, Peter G. & Chen, Yu-Hui, 1994. "Economic Effects Of U.S. Dairy Programs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(02), December.
    6. Wang, Fude & Boisvert, Richard N. & Kaiser, Harry, 1992. "U.S. Dairy Policy Alternatives Under Bovine Somatotropin," Staff Papers 197594, Cornell University, Department of Applied Economics and Management.
    7. Nubern, Chris A. & Purcell, Wayne D., 1997. "Competitiveness of Dairy Producers in a Deregulated Market," Staff Papers 232553, Virginia Tech, Department of Agricultural and Applied Economics.

  10. 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 442-447, October.

    Cited by:

    1. Kane, Stephen, 2004. "Scientific methods in finance," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 105-118.

  11. 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.

    Cited by:

    1. José García & Román Salmerón & Catalina García & María del Mar López Martín, 2016. "Standardization of Variables and Collinearity Diagnostic in Ridge Regression," International Statistical Review, International Statistical Institute, vol. 84(2), pages 245-266, August.
    2. Joseph, Agnes S. & Kiviet, Jan F., 2005. "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
    3. Salmerón Gómez, Román & Rodríguez Martínez, Eduardo, 2017. "Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad. Aplicación a rendimientos de letras del tesoro || Quantitative Methods for a Linear Regression Model with Multicollinear," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 169-189, Diciembre.
    4. Michael Miller & Frank Farmer, 1988. "Substantive nonadditivity in social science research A note on induced collinearity and measurement and testing of effects," Quality & Quantity: International Journal of Methodology, Springer, vol. 22(3), pages 221-237, September.
    5. Ehalaiye, Dimu & Tippett, Mark & van Zijl, Tony, 2017. "The predictive value of bank fair values," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 111-127.
    6. Marc De Bourmont, 2012. "La résolution d'un problème de multicolinéarité au sein des études portant sur les déterminants d'une publication volontaire d'informations : proposition d'un algorithme de décision simplifié basé sur," Post-Print hal-00691156, HAL.
    7. Lee C. Adkins & Melissa S. Waters & R. Carter Hill, 2015. "Collinearity Diagnostics in gretl," Economics Working Paper Series 1506, Oklahoma State University, Department of Economics and Legal Studies in Business.
    8. Braden, J. B. & Kolstad, C. D. & Woock, R. A. & Machado, J. A., 2001. "Is coal desulphurisation worthwhile? Evidence from the market," Energy Policy, Elsevier, vol. 29(3), pages 217-225, February.

  12. 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.

    Cited by:

    1. Jason Li-Ying & Yuandi Wang & Lutao Ning, 2016. "How do dynamic capabilities transform external technologies into firms’ renewed technological resources? – A mediation model," Asia Pacific Journal of Management, Springer, vol. 33(4), pages 1009-1036, December.
    2. Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
    3. Yuandi Wang & Nadine Roijakkers & Wim Vanhaverbeke, 2014. "How fast do Chinese firms learn and catch up? Evidence from patent citations," Scientometrics, Springer;Akadémiai Kiadó, vol. 98(1), pages 743-761, January.
    4. Wang, Yuandi & Ning, Lutao & Chen, Jin, 2014. "Product diversification through licensing: Empirical evidence from Chinese firms," European Management Journal, Elsevier, vol. 32(4), pages 577-586.
    5. Meldrum, James R. & Champ, Patricia A. & Bond, Craig A., 2013. "Heterogeneous nonmarket benefits of managing white pine bluster rust in high-elevation pine forests," Journal of Forest Economics, Elsevier, vol. 19(1), pages 61-77.
    6. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
    7. Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 498-512, September.
    8. Yuandi Wang & Zhao Zhou & Jason Li-Ying, 2013. "The impact of licensed-knowledge attributes on the innovation performance of licensee firms: evidence from the Chinese electronic industry," The Journal of Technology Transfer, Springer, vol. 38(5), pages 699-715, October.
    9. Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo, 1986. "The behavior of trust-region methods in FIML estimation," MPRA Paper 24122, University Library of Munich, Germany, revised 1987.
    10. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna
      [Estimation of nonlinear simultaneous equations: a survey]
      ," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
    11. Calzolari, Giorgio, 1987. "La varianza delle previsioni nei modelli econometrici
      [Forecast variance in econometric models]
      ," MPRA Paper 23866, University Library of Munich, Germany.
    12. Wang, Yuandi & Zhou, Zhao, 2013. "The dual role of local sites in assisting firms with developing technological capabilities: Evidence from China," International Business Review, Elsevier, vol. 22(1), pages 63-76.
    13. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
    14. Calzolari, Giorgio & Panattoni, Lorenzo, 1983. "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper 28847, University Library of Munich, Germany.
    15. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Alternative estimates of the Klein-I model," MPRA Paper 23337, University Library of Munich, Germany, revised Sep 1981.
    16. Calzolari, Giorgio & Panattoni, Lorenzo, 1985. "Gradient methods in FIML estimation of econometric models," MPRA Paper 24843, University Library of Munich, Germany.
    17. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.

  13. Belsley, David A, 1972. "Specification With Deflated Variables and Specious Spurious Correlation," Econometrica, Econometric Society, vol. 40(5), pages 923-927, September.

    Cited by:

    1. Glenn Firebaugh, 1986. "Is the density-fertility relation a statistical artifact?: A reply to eric Jensen," Demography, Springer;Population Association of America (PAA), vol. 23(2), pages 285-289, May.

  14. Franklin M. Fisher & Victor E. Ferrall, Jr. & David Belsley & Bridger M. Mitchell, 1966. "Community Antenna Television Systems and Local Television Station Audience," The Quarterly Journal of Economics, Oxford University Press, vol. 80(2), pages 227-251.

    Cited by:

    1. Paloyo, Alfredo R., 2011. "When Did We Begin to Spell ""Heteros*edasticity"" Correctly?," Ruhr Economic Papers 300, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614 National Bureau of Economic Research, Inc.

    Cited by:

    1. 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.
    2. 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.
    3. Various, 1975. "Staff Reports on Research Under Way," NBER Chapters,in: Understanding Economic Change, pages 9-120 National Bureau of Economic Research, Inc.
    4. H. Myoken & Y. Uchida, 1977. "The generalized ridge estimator and improved adjustments for regression parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 24(1), pages 113-124, December.

  2. David A. Belsley & Edwin Kuti, 1973. "Time-Varying Parameter Structures: An Overview," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 375-379 National Bureau of Economic Research, Inc.

    Cited by:

    1. Li, Gang & Song, Haiyan & Witt, Stephen F., 2006. "Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 22(1), pages 57-71.
    2. Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.

  3. David A. Belsley, 1973. "On the Determination of Systematic Parameter Variation in the Linear Regression Model," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 487-494 National Bureau of Economic Research, Inc.

    Cited by:

    1. Li, Gang & Song, Haiyan & Witt, Stephen F., 2006. "Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 22(1), pages 57-71.
    2. David A. Belsley, 1973. "The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 531-533 National Bureau of Economic Research, Inc.
    3. Ward, Ronald W. & Tilley, Daniel S., 1980. "Time Varying Parameters with Random Components: The Orange Juice Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 12(02), pages 5-13, December.
    4. Drummond, Paulo, 1997. "Infrequent large nominal devaluations and their impact on the futures prices for freingn exchange in Brazil," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 51(2), April.
    5. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    6. Thomas F. Cooley & Kent D. Wall, 1976. "Identification Theory for Time Varying Models," NBER Working Papers 0127, National Bureau of Economic Research, Inc.

  4. David A. Belsley, 1973. "A Test for Systematic Variation in Regression Coefficients," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 495-499 National Bureau of Economic Research, Inc.

    Cited by:

    1. Philip Baird & Pinar Geylani & Jeffrey Roberts, 2012. "Corporate Social and Financial Performance Re-Examined: Industry Effects in a Linear Mixed Model Analysis," Journal of Business Ethics, Springer, vol. 109(3), pages 367-388, September.

Books

    Sorry, no citations of books recorded.

Corrections

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