L. G. Godfrey
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- Monetary Policy and Economic Impact 17
- Finance top 0.5%
- Financial Risk and Volatility Modeling 21
- Economics and Econometrics top 0.2%
- Market Dynamics and Volatility 3
- Spatial and Panel Data Analysis 3
- Statistics and Probability top 0.5%
- Statistical Methods and Inference 30
- Advanced Statistical Methods and Models 25
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- Forecasting Techniques and Applications 10
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- Statistical and numerical algorithms 5
- Co-authors
- Andrew HarveyA. R. TremayneM. Hashem PesaranDavid F. HendryChris D. OrmeMichael WickensMichael McAleerColin McKenzie
- Partner nations
- United KingdomCanadaAustralia
In The Last Decade
L. G. Godfrey
65 papers receiving 3.7k citations
Hit Papers
Peers
Comparison fields: 5 of 153
- General Economics, Econometrics and Finance 1.7k
- Finance 1.1k
- Economics and Econometrics 2.4k
- Statistics and Probability 690
- Management Science and Operations Research 368
Countries citing papers authored by L. G. Godfrey
This map shows the geographic impact of L. G. Godfrey's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by L. G. Godfrey with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites L. G. Godfrey more than expected).
Fields of papers citing papers by L. G. Godfrey
This network shows the impact of papers produced by L. G. Godfrey. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by L. G. Godfrey. The network helps show where L. G. Godfrey may publish in the future.
Co-authorship network
The 25 scholars most cited alongside L. G. Godfrey, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 3 | |
| 2 | 2011 | 6 | |
| 3 | 2009 | 32 | |
| 4 | 2007 | 1 | |
| 5 | 2006 | 12 | |
| 6 | 2005 | 6 | |
| 7 | 1998 | 5 | |
| 8 | 1992 | 1 | |
| 9 | 1991 | 21 | |
| 10 | Misspecification Tests in Econometrics | 1988 | 282 |
| 11 | 1988 | 382 | |
| 12 | 1985 | 22 | |
| 13 | 1983 | 161 | |
| 14 | The Econometric Analysis of Time Series.breakdown → | 1983 | 657 |
| 15 | 1982 | 11 | |
| 16 | 1981 | 84 | |
| 17 | 1978 | 16 | |
| 18 | 1978 | 204 | |
| 19 | 1975 | 4 | |
| 20 | 1972 | 1 |
About L. G. Godfrey
L. G. Godfrey is a scholar working on Statistics and Probability, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research and Applied Mathematics, having authored 68 papers that have together received 4.4k indexed citations. Recurring topics across this work include Statistical Methods and Inference (30 papers), Advanced Statistical Methods and Models (25 papers), Financial Risk and Volatility Modeling (21 papers), Monetary Policy and Economic Impact (17 papers), Forecasting Techniques and Applications (10 papers), Statistical and numerical algorithms (5 papers), Market Dynamics and Volatility (3 papers) and Spatial and Panel Data Analysis (3 papers). The work is most often cited by research in General Economics, Econometrics and Finance (1.7k citations), Finance (1.1k citations), Economics and Econometrics (2.4k citations), Statistics and Probability (690 citations) and Management Science and Operations Research (368 citations). L. G. Godfrey has collaborated with scholars based in United Kingdom, Canada and Australia. Frequent co-authors include Andrew Harvey, A. R. Tremayne, M. Hashem Pesaran, David F. Hendry, Chris D. Orme, Michael Wickens, Michael McAleer, Colin McKenzie, John Hutton and D. S. Poskitt. Their work appears in journals such as Economics Letters, Econometric Reviews, The Economic Journal, Econometrica and Journal of Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.