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From Wikipedia, the free encyclopedia

Leslie G. Godfrey
Born1946 (age 77–78)
NationalityBritish
Academic career
Institution University of York
Field Econometrics
Alma mater University of Exeter
Contributions Breusch–Godfrey test
Information at IDEAS / RePEc

Leslie George Godfrey (born 1946) is a British econometrician. The Breusch–Godfrey test is named after him and Trevor S. Breusch. [1] He is an emeritus professor of econometrics at the University of York. He is the author of "Misspecification tests in econometrics: the Lagrange multiplier principle and other approaches" [2] and "Bootstrap Tests for Regression Models". [3]

References

  1. ^ Badi H. Baltagi (21 November 2007). Econometrics. Springer Science & Business Media. p. 115. ISBN  978-3-540-76516-5.
  2. ^ L. G. Godfrey (26 July 1991). Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches. Cambridge University Press. ISBN  978-0-521-42459-2.
  3. ^ L. Godfrey (29 July 2009). Bootstrap Tests for Regression Models. Palgrave Macmillan UK. ISBN  978-0-230-23373-7.


From Wikipedia, the free encyclopedia

Leslie G. Godfrey
Born1946 (age 77–78)
NationalityBritish
Academic career
Institution University of York
Field Econometrics
Alma mater University of Exeter
Contributions Breusch–Godfrey test
Information at IDEAS / RePEc

Leslie George Godfrey (born 1946) is a British econometrician. The Breusch–Godfrey test is named after him and Trevor S. Breusch. [1] He is an emeritus professor of econometrics at the University of York. He is the author of "Misspecification tests in econometrics: the Lagrange multiplier principle and other approaches" [2] and "Bootstrap Tests for Regression Models". [3]

References

  1. ^ Badi H. Baltagi (21 November 2007). Econometrics. Springer Science & Business Media. p. 115. ISBN  978-3-540-76516-5.
  2. ^ L. G. Godfrey (26 July 1991). Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches. Cambridge University Press. ISBN  978-0-521-42459-2.
  3. ^ L. Godfrey (29 July 2009). Bootstrap Tests for Regression Models. Palgrave Macmillan UK. ISBN  978-0-230-23373-7.



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