Concepedia

L. G. Godfrey

LG

43

Publications

5.8K

Citations

29

H-Index

1975

Active since

Affiliations

University of York(Current)

University of Manchester

University of Southampton

L. G. Godfrey is an author at University of York specializing in statistics, econometrics, and business.

Top concepts

StatisticsEconometricsBusinessEconomicsEngineeringRegressionFinanceEconomic AnalysisStatistical InferenceApplied Econometrics

Publications per year

1975–2011

43

Publications

43

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

L. G. Godfrey · Econometrica · 1978 · 1.4K citations

Lagrange Multiplier Approach, Engineering, Against General Autoregressive +10

The Econometric Analysis of Time Series.

L. G. Godfrey, Andrew Harvey · Economica · 1983 · 920 citations

Dynamic Economic Model, Economics, Econometric Model +13

Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

L. G. Godfrey · Econometrica · 1978 · 754 citations

Econometrics, Regression Equations

Checks of model adequacy for univariate time series models and their application to econometric relationships

L. G. Godfrey, A. R. Tremayne · Econometric Reviews · 1988 · 395 citations

Engineering, Econometric Residuals, Applied Econometrics +17

Testing for multiplicative heteroskedasticity

L. G. Godfrey · Journal of Econometrics · 1978 · 286 citations

Economics, Volatility Modeling, Asset Pricing +5

Rows per page

1–5 of 43