Leslie Godfrey 1946-2025, Emeritus Professor of Econometrics
It is with deep sadness that we announce the passing of our dear Emeritus colleague, Professor Leslie Godfrey, on 2nd February 2025. Les was a wonderful and kind person, and a valued member of the Dept of Economics at York. He will be greatly missed by all who had the pleasure of knowing and working with him. We extend our heartfelt condolences to Les's family and friends during this difficult time.
Leslie Godfrey 1946-2025, Emeritus Professor of Econometrics
It is with great sadness that the Department of Economics learnt of the death of Les Godfrey. Les was an undergraduate at Exeter University from 1965-1968, took the MSc in Econometrics at LSE in 1968-1969. He was appointed Lecturer at Exeter in 1969 and then moved to take a lectureship in Econometrics at York in 1971 and was later promoted to Professor of Econometrics. He served as Head of Department for a year in 1990-1991. On retirement in 2010 he withdrew from econometric research to take up other interests.
Les was a key figure in the Department both in teaching and research. He taught third-year econometrics for nearly all of his career and he taught MSc econometrics. Remarkably, given his highly-cited and long research record, he only had one PhD student, Chris Orme, in the mid 1980’s, now a professor at the University of Manchester. It was said that no others proved good enough. Nonetheless, many ex-students have expressed their intellectual debt to Les’s teaching, his mentoring and his kindness to them.
Les’s research record is highly impressive. He published 50 refereed journal papers, two monographs and 5 chapters in books. This was a major reason for the Department’s outstanding high national research rating in the 1990’s and 2000’s. His principal research area was dynamic regression models, especially the use of Lagrange multiplier tests for evaluating various possible types of misspecification. Later he added simulation-based methods for hypothesis testing. These provided numerical approximations to distributions that were more accurate in small samples than the use of asymptotic distributions. He published monographs on each. His publications were always in the top journals, notably, the Econometrics Journal and the Journal of Econometrics of which he was a Fellow. Many of these papers became standard references on these subjects.
Les’s colleagues, both past and present at York, and those at other universities have expressed their admiration of his work and said how kind and supportive he was of their own work. He was, as one says, a legend. This is a suitable epitaph which all of his many friends, colleagues and students will affirm.
Mike Wickens, February 2025.