David A. Belsley

Education:

Ph.D. Economics, Massachusetts Institute of Technology, 1965.

B. A.  Haverford College, 1961.

Academic Honors:

Elected Advisory Committee, Society for Computational Economics,1996-2001.

Biography included in Who's Who in America.

Biography included in Who's Who in Finance and Industry.

Fellow, Journal of Econometrics, elected 1988.

Fellow, Center for Advanced Study in the Behavioral Sciences, Stanford, CA., 1970-1971.

Graduate Fellow, National Science Foundation, 1961-1965.

Phi Beta Kappa

Graduated Haverford College with honors in mathematics.

Academic Positions:

Host, 1999 meetings of the Society for Computational Economics in Bostonat Boston College.

Professor of Economics, Boston College, 1974-Present.

Principal Research Associate, MIT Center for Computational Research in Economics and Management Science, 1981-present.

Invited Professor, SDA Bocconi, Milan, Italy, Summer 1988.

Visiting Professor, MIT, CCREMS, 1978-1981.

Associate Professor of Economics, Boston College, 1969-1974.

Assistant Professor of Economics, Boston College, 1966-1969.

Assistant Professor of Economics, Dartmouth College, 1965-1966.

Professional Experience:

Guest Scholar, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Essen, Germany, Summer 1989.

Consultant, Intex Solutions, TROLL, 1988-present

Consultant, General Accounting Office, 1983-present

Consultant, Energy Forecasting Project, MIT-Department of Energy, 1983.

Consultant, Maine Electric Power Study, Stone and Webster Company, 1981-1982.

Senior Research Associate, National Bureau of Economic Research, Computational Research Center in Economics and Management Science, 1972-1978.

Fellow, Center for Advanced Study in the Behavioral Sciences, Stanford, CA., 1970-1971.

Consultant, MIT-Urban Coalition Project on Housing Needs, 1969-1970.

Consultant, Econometric Study of the Silver Market, Charles River Associates, 1968-1969. Research Assistant, MIT, Department of Economics, 1964.

Mathematician, Office of Research and Development, Patent Office, U. S. Department of Commerce, Summers 1961-1964.

Student Trainee, National Bureau of Standards, 1957-1961.

Editorial Positions:

Editor, Computational Economics, 1993-present.

Associate Editor for Econometrics, Computational Statistics and Data Analysis, 1983-present.

Associate Editor, International Journal of Forecasting, 1985-present.

Editor, Special Issue of Journal of Econometrics, on Statistical Computation, 1986-1988.

Editor, Computational Science in Economics and Management, 1987-1993.

Editor, (with Hans M. Amman and Louis F. Pau) Computational Economics and Econometrics, Vol I, Kluwer: Boston, 1991-1992.

Editor, ``Proceedings of the Capri Meetings,'' Special issue on Computational Economics and Econometrics in Computer Science in Economics and Management, 5, 3,155-281,1992.

Editor, Computational Techniques for Econometrics and Economic Analysis, Kluwer: Amsterdam, 1994.

Editor, ``Computational Economics and Statistics at the Certosa,'' Special issue of Computational Economics, 9, 3, 1996.

Editor, ``Computational Economics in Geneva: Volume 1,''Special issue of Computational Economics, 10, 3, 193-318, 1997.

Editor, ``Computational Finance in Geneva: Volume 2,'' Special issue of Computational Economics, 11, 1-2, 1-165, 1998.

Editor, ``Computational Economics at Stanford,'' Special issue of Computational Economics, forthcoming.

Editor, ``Computational Economics at Cambridge,'' Special issue of Computational Economics, forthcoming.

Books:

Computational Economics in Cambridge, Special Issue in Computational Economics, forthcoming.

Computational Economics in Stanford , Special issue in Computationa Economics, forthcoming.

Computational Economics in Geneva: Volume 2 , Special issue in Computationa Economics, 11, 1998.

Computational Economics in Geneva: Volume 1, Special issue in Computational Economics, 10, 1997.

Computational Economics and Statistics at the Certosa , Special issue in Computational Economics, 9, 1996.

Computational Techniques for Econometrics and Economic Analysis, editor, Kluwer Academic Publishers: Amsterdam, 1994.

CSEM Proceedings, editor special issue of Computational Science in Economics and Management, 5, 1992.

Computational Economics and Econometrics, Vol. I, joint editor with Hans M. Amman and L. F. Pau, Kluwer: Amsterdam, 1992.

Conditioning Diagnostics: Collinearity and Weak Data in Regression, John Wiley & Sons, 1991.

Current Issues in Computational Statistics, invited editor of special issue of the Journal of Econometrics, 38, 1988.

Model Reliability, joint editor with Edwin Kuh, MIT Press, 1986.

Regression Diagnostics: Identifying Influential Observations and Sources of Collinearity, with Edwin Kuh and Roy E. Welsch, John Wiley & Sons, 1980.

Inflation Trade and Taxes, joint editor with Paul Samuelson, Robert M. Solow and Edward J. Kane, Ohio State University Press, 1975.

Industry Production Behavior: the Order-Stock Distinction, North-Holland Publishing Company, 1969.

Articles:

``A Small-Sample Correction for Testing for Joint Serial Correlation withArtificial Regressions''Computational Economics, forthcoming.

``Mathematica as an Environment for DoingEconomics and Econometrics,'' Computational Economcs, forthcoming.

``The Collinearity Tests of Farrar and Glauber,'' invited seminal entry for thesecond Upgrade Volume of the Encyclopedia of Statistical Sciences,forthcoming.

``A Small-Sample Correction for Testing for g-th Order SerialCorrelation with Artificial Regressions, in Computational Economics atGeneva: Volume 1, a special issue of Computational Economics,10, 197-229, 1997.

``Weak Data,'' invited seminal entry for the 1995 Upgrade Volume of theEncyclopedia of Statistical Sciences: Upgrade Volume 1, 543-545 1997.

``Conditioning Diagnostics,'' invited seminal entry for the 1995 Upgrade Volumeof the Encyclopedia of Statistical Science: Upgrade Volume 1, 148-155, 1997.

``Generating Random Numbers in Mathematica,'' in ComputationalApproaches to Economic Problems, Hans M. Amman, Berc Rüstem, and AndyWhinston, editors, Kluwer: Dordrecht, 1997.

``The Relative Power of Zero-Padding when Testing for Serial Correlation UsingArtificial Regressions,'' in Computational Economics and Statistics at theCertosa, a special issue of Computational Economics, 9,181-198, 1996.

``Doing Monte Carlo Studies Using Mathematica,'' Economic andFinancial Modeling with Mathematica, Vol. II, Hal R. Varian, editor, SpringerVerlag: New York, 1996.

``Assessing the Value of Zero-Padding when Testing for Serial Correlation UsingArtificial Regressions,'' Computational Economics, 9, 1996.

``Econometrics.m: A Package for Doing Econometrics in Mathematica,'' Chapter 14in Economic and Financial Modeling with Mathematica, Hal R. Varian, editor,Springer-Verlag: New York, 1993.

``Paring 3SLS Calculations Down to Manageable Proportions,'' delivered at theJune 1991 meetings of the Society for Economic Dynamics and Control, Capri, andComputer Science in Economics and Management, 5, 3, 157-169, 1992.

``An Econometric Analysis of Selected Dairy Programs of the '80s and Some PolicyImplications,'' with C. W. Bausell and S. L. Smith, American Journal ofAgricultural Economics, 605-616,1992.

``A Guide to Using the Collinearity Diagnostics,'' Computational Science inEconomics and Management, 4, 33-50,1991.

``The Degree of Effective Identification and a Measure for Assessing It,'' inComputational Economics and Econometrics, Vol I, Hans M. Amman,David A. Belsley, and Louis Pau, editors, Kluwer: Boston, 1992.

``Sinnvolle Modelle in der Angewandten Statistik: ein sine qua non,'' (inGerman) RWI-Mitteilungen, Jahrgang 41, Heft 4, 307-330, 1990.

``Econometrics.m: An Econometrics Environment for Mathematica,'' The MathematicaJournal, 1990.

``Hypercard as an Environment for Guided Computing in Statistics,'' withAchilles Venetoulias and R. E. Welsch, Proceedings of the Conference on theInterface, 1989.

``Mathematica: A Critical Appraisal,'' Computer Science in Economics andManagement Science, 2, 171-178,1989.

``Computer Guided Diagnostics,'' with R. E. Welsch and Achilles Venetoulias,COMPSTAT, August, 1988.

``Two or Three Stages of Least Squares?'' Computational Science in Economics andManagement, 1, 21-30,1988.

``Conditioning in Models with Logs,'' in Current Issues in ComputationalStatistics, a special issue of the Journal of Econometrics, 38, 127-143,1988.

``Editor's Introduction,'' to Current Issues in Computational Statistics, aspecial issue of the Journal of Econometrics, 38, 3-5, 1988.

``Modelling Energy Consumption: Using and Abusing Regression Diagnostics,'' withR. E. Welsch, Journal of Business and Economic Statistics, 6, 442-447,1988.

``Modelling and Forecasting Reliability,'' in The Future of Forecasting, aspecial issue of the International Journal of Forecasting, 4, 427-447, 1988.

``Well-Conditioned Collinearity Indices?,'' Statistical Science, 2, 86-91,1987.

``The General Problem of Ill-Conditioning and its Role in StatisticalAnalysis,'' with R. W. Oldford, Computational Statistics and Data Analysis,4, 103-120, 1986.

``Modelling and Forecasting Reliability,'' invited paper delivered to TIMS/ORSAconference, Los Angeles, April 1986 and IBM Europe Seminar, Oberlech, Austria,June 1986.

``Model Selection in Regression Analysis - Regression Diagnostics and PriorKnowledge,'' a review article with further comments by A. C. Atkinson, David R.Cox, and John McDonald, International Journal of Forecasting, 2, 41-46,1986.

``Conditioning Analysis of Nonlinear Models,'' with R. W. Oldford, presented tothe World Congress of the Econometric Society, Cambridge, Mass, Summer 1985.

``Centering, the Constant, First-Differencing and Assessing Conditioning,'' inModel Reliability, Eds. Edwin Kuh and David A. Belsley, MIT Press,1985.

``The General Problem of Ill-Conditioning in Statistical Analysis,''with R. W. Oldford, Proceedings, ASA 1984 Joint Statistical Meetings, 1984.

``Eigenvector Weaknesses and Other Topics in Conditioning Diagnostics'',Technometrics, 26, 297-299, 1984.

``Demeaning Conditioning Diagnostics through Centering,'' The AmericanStatistician, 38, 73-79, 1984.

``Reply'' to preceding, The American Statistician, 38, 90-93, 1984.

``Collinearity and Forecasting,'' International Journal of Forecasting, September 1983.

``Elements in Assessing the Conditioning of Estimators of Nonlinear Models,''Preprints, 4th. IFAC/IFORS Conference on Modeling and Control, Washington, D.C., 1983.

``Assessing the Presence of Harmful Collinearity and Other Forms of Weak Datathrough a Test for Signal-to-Noise,'' Journal of Econometrics, 20, 211-253,1982.

``On the Efficient Computation of the Nonlinear Full-Information,Maximum-Likelihood Estimator,'' Journal of Econometrics, 14, 203-224,1980.

``On the Computational Competitiveness of Full-Information, Maximum-Likelihoodand Three-Stage Least Squares in the Estimation of Nonlinear,Simultaneous-Equations Models,'' Journal of Econometrics, 9, 315-342, 1979.

``Comment on Zellner's Statistical Analysis of Econometric Models,'' Journal ofthe American Statistical Association, 74, 643-645, 1979.

``U. S. Silver Coinage: What Remains of an Extinct Specie,'' in Inflation, Tradeand Taxes, jointly edited with Paul Samuelson, Robert M. Solow, and Edward J.Kane, 1975.

``Estimation of Systems of Simultaneous Equations and ComputationalSpecifications of GREMLIN,'' Annals of Economic and Social Measurement, October1974a.

``The t-Test and High-Order Serial Correlation,'' A Reply, The Reviewof Economics and Statistics, August 1974b.

``Determining Systematic Parameter Variation in the Linear Regression Model,''Annals of Economic and Social Measurement, October 1973.

``A Test for Regression Parameter Constancy,'' Annals of Economic and SocialMeasurement, October 1973.

``On the Appropriateness of the Kalman Filter for the Determination ofSystematic Parameter Variation,'' Annals of Economic and Social Measurement, October 1973.

``Time-Varying Parameter Structures: An Overview,'' with Edwin Kuh, Annals ofEconomic and Social Measurement, October 1973.

``A Furthering Comment on the Relative Power of the t-Test,'' The Review ofEconomics and Statistics, February 1973.

``The Constant Term and Deviations about the Mean,'' The American Economist, Spring 1973.

``Specification with Deflated Variables and Specious Spurious Correlation,''Econometrica, July 1972.

``The Impact of Community Antenna Television Systems on Local TelevisionStations: An Econometric Analysis,'' in joint association with Franklin M.Fisher, Victor E. Ferrall and Bridger Mitchell, Quarterly Journal of Economics,Vol. LXXX, May 1966.

Upcoming Session Organizations:

Organizing 2 or more sessions: Computational Econometrics andStatistics: 4nd Annual Meetings of the Society of Computational Economics,Stanford, June 1998.

Delivering paper ``A Small-Sample Correction for Testing for JointSerial Correlation with Artificial Regressions'' at SCE June 1998 meetings inCambridge, Engand.

Hosting and organizing the 1999 meetings of the Society for ComputationalEconomics to be held in Boston, June 24-26, at Boston College.

Completed Research:

``A Small-Sample Correction for Testing for Joint Serial Correlation withArtificial Regressions,'' to be delivered at the June 1998 meetings ofthe Society for Computational Economics, Cambridge, England.

``A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions,'' 1996

``A Small-Sample Correction for Testing for First-Order Serial Correlation withArtificial Regressions,'' 1995

``Monte Carlo Sampling Methods Using Mathematica,'' 1994.

``Zero-Padding and Testing for Serial Correlation with Artificial Regressions,''1994.

``Genetic Algorithms and Econometrics,'' 1992.

``Econometrics.m: An Econometrics Package for Mathematica,'' 1992.

``An Efficient Means for Computing Three Stage Least Squares,'' January 1991.

``An Econometric Analysis of the Dairy Programs of the '80s and Some PolicyImplications,'' with Charles W. Bausel and Scott L. Smith. ``A GeneralConditioning Diagnostic,'' RWI Working Paper and Boston College Working Paper,August 1989.

``The Degree of Effective Identification and a Diagnostic Measure for AssessingIt,'' RWI Working Paper and Boston College Working Paper, August 1989.

``A Guide to Using the Collinearity Diagnostics,'' RWI Working Paper and BostonCollege Working Paper, July 1989.

``HyperCard as an Environment for Guided Computing in Statistics,'' invitedlecture before the Conference on the Interface, Orlando, Florida, April 1989.

``Guided Computing in Statistical Environments,'' with R. E. Welsch and AchillesVenetoulias, to be delivered before the European Meetings of COMPSTAT, August1988.

``Two or Three Stages of Least Squares?,'' CCREMS TR No. 47, MassachusettsInstitute of Technology, Cambridge, MA, 1986.

``Conditioning in Models with Logs,'' CCREMS TR No. 41, Massachusetts Instituteof Technology, Cambridge, MA. 1983.

``The Statistical Problem Associated with Collinearity and a Test for itsPresence,'' Center for Computational Research, Technical Report No. 6, MIT,Cambridge, MA., 1980.

``Multicollinearity: Diagnosing Its Presence and Assessing the PotentialDamage it Causes Least-Squares Estimation,'' Working Paper #154, National Bureauof Economic Research, October 1976.

``Estimation of Economic Models Using Nonlinear Full-Information,Maximum-Likeli-hood: Preliminary Computer Results,'' with Kent D. Wall,Working Paper #142, National Bureau of Economic Research, Computer ResearchCenter, July 1976.

``Detecting and Assessing the ProblemsCaused by Multicollinearity: A Use of the Singular-Value Decomposition,'' withVirginia Klema, Working Paper #66, National Bureau of Economic Research,Computer Research Center, December 1974.

``On the Determination of Linear Dependencies and their Effects on Estimation,''with Virginia Klema, delivered at the Econometric Society Meetings, SanFrancisco, December 1974.

``The Simple Analytics of the Snob and Mr. Smith (Who Keeps Up with theJones),'' Monograph #35, Boston College Economic Working Papers, 1972.

``The Demand for Silver by the U. S. and Canadian Silverware Industries,''Monograph #18, Boston College Economic Working Papers, 1972.

``Measuring the Effects of Classification Experience and ReclassificationProjects on Examiner Production,'' report to the Assistant Commissioner ofPatents, U. S. Patent Office, Office of Research and Development, 1963.

``The Cost of Information Retrieval Systems in the Patent Office through theApplication of a Generalized Costing Structure,'' report to the AssistantCommissioner of Patents, U. S. Patent Office, Office of Research andDevelopment, 1962.

Reviews:

``Mathematica: A Critical Appraisal,'' Computer Science in Economics andManagement Science, 2, 171-178, 1989.

``Model Selection in Regression Analysis - Regression Diagnostics and PriorInformation,'' a review article with further comments by A. C. Atkinson, DavidR. Cox and John McDonald, International Journal of Forecasting, 1986.

``An Introduction to Macroeconomic Models,'' by K. C. Kogiku, Journal ofFinance, February, 1970.

``Macroeconomic Activity: Theory of Forecasting and Control,'' by Michael K.Evans, Journal of Finance, February 1970.

``Information, Expectation and Inventory Fluctuation,'' by Ruth Mack,Journal of the American Statistical Association, September 1968.