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]
Leslie G. Godfrey | |
|---|---|
| Born | 1946 (age 77–78) |
| Nationality | British |
| Academic career | |
| Field | Econometrics |
| Institution | University of York |
| Alma mater | University of Exeter |
| Contributions | Breusch–Godfrey test |
| Information at IDEAS / RePEc | |
References
edit- ^ Badi H. Baltagi (21 November 2007). Econometrics. Springer Science & Business Media. p. 115. ISBN 978-3-540-76516-5.
- ^ 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.
- ^ L. Godfrey (29 July 2009). Bootstrap Tests for Regression Models. Palgrave Macmillan UK. ISBN 978-0-230-23373-7.
External links
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