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Details about Richard J. Smith

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Homepage:http://www.econ.cam.ac.uk/faculty/smith/index.html
Workplace:Faculty of Economics, University of Cambridge, (more information at EDIRC)

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Last updated 2014-10-28. Update your information in the RePEc Author Service.

Short-id: psm83


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Working Papers

2013

  1. Generalised empirical likelihood-based kernel density estimation
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2013) Downloads

2012

  1. Exogeneity in semiparametric moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2011

  1. Efficient Aggregation of Panel Qualitative Survey Data
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Journal of Applied Econometrics (2013)
  2. Principal Components Instrumental Variable Estimation
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)
  3. Tests for neglected heterogeneity in moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2008

  1. GEL methods for non-smooth moment indicators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article in Econometric Theory (2011)

2007

  1. Regression-based seasonal unit root tests
    Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics Downloads
    Also in Discussion Papers, Department of Economics, University of Birmingham (1999) View citations (6)

    See also Journal Article in Econometric Theory (2009)

2005

  1. Efficient information theoretic inference for conditional moment restrictions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Journal of Econometrics (2007)
  2. Generalized empirical likelihood tests in time series models with potential identification failure
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2008)
  3. Goodness of Fit Tests for Moment Condition Models
    Economics Working Papers, University of Évora, Department of Economics (Portugal) Downloads View citations (6)
  4. Local GEL methods for conditional moment restrictions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  5. Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2004

  1. Automatic positive semi-definite HAC covariance matrix and GMM estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Econometric Theory (2005)
  2. GEL Criteria for Moment Condition Models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    See also Journal Article in Econometric Theory (2011)

2003

  1. A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
    Economics Working Papers, University of Évora, Department of Economics (Portugal) Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) Downloads View citations (6)
  2. Discrete choice non-response
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    See also Journal Article in Review of Economic Studies (2013)
  3. Generalized empirical likelihood estimators and tests under partial, weak and strong identification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)
    See also Journal Article in Econometric Theory (2005)
  4. Higher order properties of GMM and generalised empirical likelihood estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Econometrica (2004)

2002

  1. Credibility of the Russian Stabilisation Programme in 1995-98
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (18)

2001

  1. A Comparison of Personal Sector Saving Rates in the UK, US and Italy
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (8)

1999

  1. Bounds Testing Approaches to the Analysis of Long Run Relationships
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (9)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1999) Downloads View citations (30)
  2. Employment Security and European Labour Demand: A Panel Study Across 16 Industries
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (3)
  3. Structural analysis of vector error correction models with exogenous I(1) variables
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (1)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1997) View citations (51)

    See also Journal Article in Journal of Econometrics (2000)
  4. Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration
    Discussion Papers, Department of Economics, University of Birmingham View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2001)

1996

  1. Testing for the 'Existence of a Long-run Relationship'
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (132)

1995

  1. Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    Also in Discussion Papers, Department of Economics, University of York View citations (1)

    See also Journal Article in Journal of Econometrics (1998)
  2. Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
  3. Tests of Rank
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (17)
    See also Journal Article in Econometric Theory (2000)

1990

  1. ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article in Econometric Theory (1994)

1989

  1. NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)

1985

  1. Least Squares Theory and the Hausman Specification Test
    Working Papers, Queen's University, Department of Economics View citations (1)

1983

  1. Alternative Asymptotically Optimal Tests in Econometrics
    Working Papers, Queen's University, Department of Economics View citations (1)
  2. An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply
    Working Papers, Queen's University, Department of Economics View citations (6)
  3. Efficient Testing for Weak Exogeneity Using Limited Information
    Working Papers, Queen's University, Department of Economics

Journal Articles

2014

  1. Neglected heterogeneity in moment condition models
    Journal of Econometrics, 2014, 178, (P1), 86-100 Downloads
  2. Recent Developments in Empirical Likelihood and Related Methods
    Annual Review of Economics, 2014, 6, (1), 77-102 Downloads View citations (2)

2013

  1. Discrete Choice Non-Response
    Review of Economic Studies, 2013, 80, (1), 343-364 Downloads View citations (5)
    See also Working Paper (2003)
  2. EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
    Journal of Applied Econometrics, 2013, 28, (4), 580-603 View citations (1)
    See also Working Paper (2011)

2012

  1. EDITORIAL
    Econometrics Journal, 2012, 15, (1), Ci-Cii Downloads
  2. GEL statistics under weak identification
    Journal of Econometrics, 2012, 170, (2), 331-349 Downloads View citations (1)

2011

  1. EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS
    Econometric Theory, 2011, 27, (01), 5-7 Downloads
  2. GEL CRITERIA FOR MOMENT CONDITION MODELS
    Econometric Theory, 2011, 27, (06), 1192-1235 Downloads View citations (7)
    See also Working Paper (2004)
  3. GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
    Econometric Theory, 2011, 27, (01), 74-113 Downloads View citations (3)
    See also Working Paper (2008)

2009

  1. REGRESSION-BASED SEASONAL UNIT ROOT TESTS
    Econometric Theory, 2009, 25, (02), 527-560 Downloads View citations (12)
    See also Working Paper (2007)

2008

  1. Generalized empirical likelihood tests in time series models with potential identification failure
    Journal of Econometrics, 2008, 142, (1), 134-161 Downloads View citations (14)
    See also Working Paper (2005)
  2. The Econometrics Journal of the Royal Economic Society
    Econometrics Journal, 2008, 11, (1), i-iii Downloads

2007

  1. Efficient information theoretic inference for conditional moment restrictions
    Journal of Econometrics, 2007, 138, (2), 430-460 Downloads View citations (9)
    See also Working Paper (2005)

2005

  1. AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
    Econometric Theory, 2005, 21, (01), 158-170 Downloads View citations (6)
    See also Working Paper (2004)
  2. An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
    Economic Journal, 2005, 115, (501), F108-F129 Downloads View citations (34)
  3. FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA
    Manchester School, 2005, 73, (4), 479-499 Downloads View citations (18)
  4. GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
    Econometric Theory, 2005, 21, (04), 667-709 Downloads View citations (38)
    See also Working Paper (2003)

2004

  1. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
    Econometrica, 2004, 72, (1), 219-255 Downloads View citations (210)
    See also Working Paper (2003)

2002

  1. Duration response measurement error
    Journal of Econometrics, 2002, 111, (2), 169-194 Downloads View citations (5)
  2. Finite sample and asymptotic methods in econometrics
    Journal of Econometrics, 2002, 111, (2), 135-140 Downloads
  3. Generalized empirical likelihood non-nested tests
    Journal of Econometrics, 2002, 107, (1-2), 99-125 Downloads View citations (16)
  4. Quantification of Qualitative Firm-Level Survey Data
    Economic Journal, 2002, 112, (478), C117-C135 Downloads View citations (18)

2001

  1. An automatic leading indicator of economic activity: forecasting GDP growth for European countries
    Econometrics Journal, 2001, 4, (1), 37 View citations (37)
  2. Bounds testing approaches to the analysis of level relationships
    Journal of Applied Econometrics, 2001, 16, (3), 289-326 Downloads View citations (1899)
  3. Recursive and rolling regression-based tests of the seasonal unit root hypothesis
    Journal of Econometrics, 2001, 105, (2), 309-336 Downloads View citations (5)
  4. Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration
    Journal of Business & Economic Statistics, 2001, 19, (2), 192-207 View citations (3)
    See also Working Paper (1999)

2000

  1. Structural analysis of vector error correction models with exogenous I(1) variables
    Journal of Econometrics, 2000, 97, (2), 293-343 Downloads View citations (288)
    See also Working Paper (1999)
  2. TESTS OF RANK
    Econometric Theory, 2000, 16, (02), 151-175 Downloads View citations (43)
    See also Working Paper (1995)

1998

  1. Additional critical values and asymptotic representations for seasonal unit root tests
    Journal of Econometrics, 1998, 85, (2), 269-288 Downloads View citations (36)
    See also Working Paper (1995)

1997

  1. A Monthly Indicator of GDP
    National Institute Economic Review, 1997, 161, (1), 84-89 Downloads View citations (7)
  2. Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation
    Economic Journal, 1997, 107, (441), 503-19 Downloads View citations (66)
  3. Likelihood Ratio Specification Tests
    Econometrica, 1997, 65, (3), 627-646 View citations (10)

1994

  1. A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method
    Econometrica, 1994, 62, (3), 705-10 Downloads View citations (17)
  2. Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity
    Econometric Theory, 1994, 10, (01), 53-69 Downloads View citations (5)
    See also Working Paper (1990)
  3. Coherency and estimation in simultaneous models with censored or qualitative dependent variables
    Journal of Econometrics, 1994, 64, (1-2), 355-373 Downloads View citations (49)

1992

  1. Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments
    Econometrica, 1992, 60, (4), 973-80 Downloads View citations (28)

1991

  1. Distributional specification tests against semiparametric alternatives
    Journal of Econometrics, 1991, 47, (1), 175-194 Downloads View citations (2)

1990

  1. A unified approach to estimation and orthogonality tests in linear single-equation econometric models
    Journal of Econometrics, 1990, 44, (1-2), 41-66 Downloads View citations (9)

1989

  1. On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models
    Economic Journal, 1989, 99, (395), 178-92 Downloads View citations (4)

1987

  1. Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic
    Journal of Applied Econometrics, 1987, 2, (3), 237-45 Downloads View citations (3)
  2. Testing the normality assumption in multivariate simultaneous limited dependent variable models
    Journal of Econometrics, 1987, 34, (1-2), 105-123 Downloads View citations (4)

1986

  1. An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
    Econometrica, 1986, 54, (3), 679-85 Downloads View citations (482)

1985

  1. Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
    Economics Letters, 1985, 17, (1-2), 87-90 Downloads View citations (14)

1984

  1. A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
    International Economic Review, 1984, 25, (1), 263-69 Downloads View citations (17)

1983

  1. On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
    Economics Letters, 1983, 11, (4), 357-364 Downloads View citations (9)

Editor

  1. Econometrics Journal
    Royal Economic Society
  2. Econometrics Journal
    Royal Economic Society
 
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