Details about Richard J. Smith

Access statistics for papers by Richard J. Smith.

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Short-id: psm83

Working Papers

2013

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

2012

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

2011

3. Efficient Aggregation of Panel Qualitative Survey Data
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
   See also Journal Article EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (3) (2013)
4. Principal Components Instrumental Variable Estimation
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (5)
5. Tests for neglected heterogeneity in moment condition models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2008

6. GEL methods for non-smooth moment indicators
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
   See also Journal Article GEL METHODS FOR NONSMOOTH MOMENT INDICATORS, Econometric Theory, Cambridge University Press (2011) View citations (11) (2011)

2007

7. Regression-based seasonal unit root tests
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics
   See also Journal Article REGRESSION-BASED SEASONAL UNIT ROOT TESTS, Econometric Theory, Cambridge University Press (2009) View citations (30) (2009)

2005

8. Efficient information theoretic inference for conditional moment restrictions
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   See also Journal Article Efficient information theoretic inference for conditional moment restrictions, Journal of Econometrics, Elsevier (2007) View citations (15) (2007)
9. 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 View citations (3)
   See also Journal Article Generalized empirical likelihood tests in time series models with potential identification failure, Journal of Econometrics, Elsevier (2008) View citations (17) (2008)
10. Goodness of Fit Tests for Moment Condition Models
    Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations (7)
11. Local GEL methods for conditional moment restrictions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
12. 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 View citations (1)

2004

13. Automatic positive semi-definite HAC covariance matrix and GMM estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    See also Journal Article AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION, Econometric Theory, Cambridge University Press (2005) View citations (23) (2005)
14. GEL Criteria for Moment Condition Models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (15)
    See also Journal Article GEL CRITERIA FOR MOMENT CONDITION MODELS, Econometric Theory, Cambridge University Press (2011) View citations (23) (2011)

2003

15. A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
    Economics Working Papers, University of Évora, Department of Economics (Portugal)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) View citations (6)
16. Discrete choice non-response
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
    See also Journal Article Discrete Choice Non-Response, The Review of Economic Studies, Review of Economic Studies Ltd (2013) View citations (20) (2013)
17. 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 View citations (12)
    See also Journal Article GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION, Econometric Theory, Cambridge University Press (2005) View citations (72) (2005)
18. Higher order properties of GMM and generalised empirical likelihood estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
    See also Journal Article Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators, Econometrica, Econometric Society (2004) View citations (458) (2004)

2002

19. Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005)
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (4)

1999

20. An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (19)
    See also Journal Article An automatic leading indicator of economic activity: forecasting GDP growth for European countries, Econometrics Journal, Royal Economic Society (2001) View citations (81) (2001)
21. Bounds Testing Approaches to the Analysis of Long Run Relationships
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (91)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1999) View citations (87)
22. Structural analysis of vector error correction models with exogenous I(1) variables
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (11)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1997) View citations (64)
    See also Journal Article Structural analysis of vector error correction models with exogenous I(1) variables, Journal of Econometrics, Elsevier (2000) View citations (451) (2000)
23. Tests of Rank in Reduced Rank Regression Models
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (8)

1996

24. Testing for the 'Existence of a Long-run Relationship'
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (265)

1995

25. 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 (2)
    See also Journal Article Additional critical values and asymptotic representations for seasonal unit root tests, Journal of Econometrics, Elsevier (1998) View citations (44) (1998)
26. 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
27. Tests of Rank
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (20)
    See also Journal Article TESTS OF RANK, Econometric Theory, Cambridge University Press (2000) View citations (96) (2000)

1990

28. 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 Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity, Econometric Theory, Cambridge University Press (1994) View citations (9) (1994)

1989

29. 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

30. Least Squares Theory and the Hausman Specification Test
    Working Paper, Economics Department, Queen's University View citations (2)

1983

31. Alternative Asymptotically Optimal Tests in Econometrics
    Working Paper, Economics Department, Queen's University View citations (1)
32. An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply
    Working Paper, Economics Department, Queen's University View citations (7)
    See also Journal Article An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply, Econometrica, Econometric Society (1986) View citations (730) (1986)
33. Efficient Testing for Weak Exogeneity Using Limited Information
    Working Paper, Economics Department, Queen's University

Journal Articles

2014

1. Neglected heterogeneity in moment condition models
   Journal of Econometrics, 2014, 178, (P1), 86-100
2. Recent Developments in Empirical Likelihood and Related Methods
   Annual Review of Economics, 2014, 6, (1), 77-102 View citations (4)

2013

3. Discrete Choice Non-Response
   The Review of Economic Studies, 2013, 80, (1), 343-364 View citations (20)
   See also Working Paper Discrete choice non-response, CeMMAP working papers (2003) View citations (3) (2003)
4. EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
   Journal of Applied Econometrics, 2013, 28, (4), 580-603 View citations (3)
   See also Working Paper Efficient Aggregation of Panel Qualitative Survey Data, Discussion Papers in Economics (2011) (2011)

2012

5. EDITORIAL
   Econometrics Journal, 2012, 15, (1), Ci-Cii
6. GEL statistics under weak identification
   Journal of Econometrics, 2012, 170, (2), 331-349 View citations (6)

2011

7. EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS
   Econometric Theory, 2011, 27, (1), 5-7
8. GEL CRITERIA FOR MOMENT CONDITION MODELS
   Econometric Theory, 2011, 27, (6), 1192-1235 View citations (23)
   See also Working Paper GEL Criteria for Moment Condition Models, CeMMAP working papers (2004) View citations (15) (2004)
9. GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
   Econometric Theory, 2011, 27, (1), 74-113 View citations (11)
   See also Working Paper GEL methods for non-smooth moment indicators, CeMMAP working papers (2008) View citations (5) (2008)

2009

10. REGRESSION-BASED SEASONAL UNIT ROOT TESTS
    Econometric Theory, 2009, 25, (2), 527-560 View citations (30)
    See also Working Paper Regression-based seasonal unit root tests, Discussion Papers (2007) (2007)

2008

11. Generalized empirical likelihood tests in time series models with potential identification failure
    Journal of Econometrics, 2008, 142, (1), 134-161 View citations (17)
    See also Working Paper Generalized empirical likelihood tests in time series models with potential identification failure, CeMMAP working papers (2005) View citations (3) (2005)
12. The Econometrics Journal of the Royal Economic Society
    Econometrics Journal, 2008, 11, (1), i-iii

2007

13. Efficient information theoretic inference for conditional moment restrictions
    Journal of Econometrics, 2007, 138, (2), 430-460 View citations (15)
    See also Working Paper Efficient information theoretic inference for conditional moment restrictions, CeMMAP working papers (2005) View citations (1) (2005)

2005

14. AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
    Econometric Theory, 2005, 21, (1), 158-170 View citations (23)
    See also Working Paper Automatic positive semi-definite HAC covariance matrix and GMM estimation, CeMMAP working papers (2004) View citations (2) (2004)
15. An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
    Economic Journal, 2005, 115, (501), F108-F129 View citations (86)
16. FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA
    Manchester School, 2005, 73, (4), 479-499 View citations (26)
17. GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
    Econometric Theory, 2005, 21, (4), 667-709 View citations (72)
    See also Working Paper Generalized empirical likelihood estimators and tests under partial, weak and strong identification, CeMMAP working papers (2003) View citations (12) (2003)

2004

18. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
    Econometrica, 2004, 72, (1), 219-255 View citations (458)
    See also Working Paper Higher order properties of GMM and generalised empirical likelihood estimators, CeMMAP working papers (2003) View citations (5) (2003)

2002

19. Duration response measurement error
    Journal of Econometrics, 2002, 111, (2), 169-194 View citations (19)
20. Finite sample and asymptotic methods in econometrics
    Journal of Econometrics, 2002, 111, (2), 135-140
21. Generalized empirical likelihood non-nested tests
    Journal of Econometrics, 2002, 107, (1-2), 99-125 View citations (20)
22. Quantification of Qualitative Firm-Level Survey Data
    Economic Journal, 2002, 112, (478), C117-C135 View citations (29)

2001

23. An automatic leading indicator of economic activity: forecasting GDP growth for European countries
    Econometrics Journal, 2001, 4, (1), 37 View citations (81)
    See also Working Paper An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries, National Institute of Economic and Social Research (NIESR) Discussion Papers (1999) View citations (19) (1999)
24. Bounds testing approaches to the analysis of level relationships
    Journal of Applied Econometrics, 2001, 16, (3), 289-326 View citations (7256)
25. Recursive and rolling regression-based tests of the seasonal unit root hypothesis
    Journal of Econometrics, 2001, 105, (2), 309-336 View citations (6)
26. Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration
    Journal of Business & Economic Statistics, 2001, 19, (2), 192-207 View citations (5)

2000

27. Structural analysis of vector error correction models with exogenous I(1) variables
    Journal of Econometrics, 2000, 97, (2), 293-343 View citations (451)
    See also Working Paper Structural analysis of vector error correction models with exogenous I(1) variables, Edinburgh School of Economics Discussion Paper Series (1999) View citations (11) (1999)
28. TESTS OF RANK
    Econometric Theory, 2000, 16, (2), 151-175 View citations (96)
    See also Working Paper Tests of Rank, Cambridge Working Papers in Economics (1995) View citations (20) (1995)

1998

29. Additional critical values and asymptotic representations for seasonal unit root tests
    Journal of Econometrics, 1998, 85, (2), 269-288 View citations (44)
    See also Working Paper Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests, Cambridge Working Papers in Economics (1995) (1995)

1997

30. A Monthly Indicator of GDP
    National Institute Economic Review, 1997, 161, (1), 84-89 View citations (16)
31. Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation
    Economic Journal, 1997, 107, (441), 503-19 View citations (135)
32. Likelihood Ratio Specification Tests
    Econometrica, 1997, 65, (3), 627-646 View citations (18)

1994

33. A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method
    Econometrica, 1994, 62, (3), 705-10 View citations (88)
34. Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity
    Econometric Theory, 1994, 10, (1), 53-69 View citations (9)
    See also Working Paper ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY, Cambridge Working Papers in Economics (1990) (1990)
35. Coherency and estimation in simultaneous models with censored or qualitative dependent variables
    Journal of Econometrics, 1994, 64, (1-2), 355-373 View citations (70)

1992

36. Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments
    Econometrica, 1992, 60, (4), 973-80 View citations (48)

1991

37. Distributional specification tests against semiparametric alternatives
    Journal of Econometrics, 1991, 47, (1), 175-194 View citations (4)

1990

38. A unified approach to estimation and orthogonality tests in linear single-equation econometric models
    Journal of Econometrics, 1990, 44, (1-2), 41-66 View citations (18)

1989

39. On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models
    Economic Journal, 1989, 99, (395), 178-92 View citations (10)

1987

40. Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic
    Journal of Applied Econometrics, 1987, 2, (3), 237-45 View citations (5)
41. Testing the normality assumption in multivariate simultaneous limited dependent variable models
    Journal of Econometrics, 1987, 34, (1-2), 105-123 View citations (5)

1986

42. An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
    Econometrica, 1986, 54, (3), 679-85 View citations (730)
    See also Working Paper An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply, Working Paper (1983) View citations (7) (1983)

1985

43. 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 View citations (17)

1984

44. 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 View citations (20)

1983

45. On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
    Economics Letters, 1983, 11, (4), 357-364 View citations (17)

Editor

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