Leslie G. Godfrey

Leslie G. Godfrey
Leslie G. Godfrey
Born	1946 (age 73–74)
Nationality	British
Institution	University of York
Field	Econometrics
Alma mater	University of Exeter
Contributions	Breusch–Godfrey test
	Information at IDEAS / RePEc

Leslie George Godfrey (b. 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

Professor profile on University of York

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[Baltagi2007-1] Badi H. Baltagi (21 November 2007). Econometrics. Springer Science & Business Media. p. 115. ISBN 978-3-540-76516-5.

[Godfrey1991-2] 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.

[Godfrey2009-3] L. Godfrey (29 July 2009). Bootstrap Tests for Regression Models. Palgrave Macmillan UK. ISBN 978-0-230-23373-7.