Leslie G. Godfrey Explained

Leslie G. Godfrey
Nationality:British
Institution:University of York
Field:Econometrics
Alma Mater:University of Exeter
Contributions:Breusch–Godfrey test
Repec Prefix:f
Repec Id:pgo313

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]

External links

Notes and References

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