Leslie G. Godfrey
Leslie G. Godfrey | |
|---|---|
| Born | 1946 (age 78–79) |
| Nationality | British |
| Academic background | |
| Alma mater | University of Exeter |
| Academic work | |
| Discipline | Econometrics |
| Institutions | University of York |
| Notable ideas | Breusch–Godfrey test |
| Website | |
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
- ^ 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