Leslie G. Godfrey | |
---|---|
Born | 1946 (age 78–79) |
Nationality | British |
Academic career | |
Field | Econometrics |
Institution | University of York |
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. 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" and "Bootstrap Tests for Regression Models".
References
- 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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