Leslie G. Godfrey

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Leslie G. Godfrey
Born1946 (age 77–78)
NationalityBritish
Academic career
InstitutionUniversity of York
FieldEconometrics
Alma materUniversity of Exeter
ContributionsBreusch–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.

External links


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