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)

Access statistics for papers by Richard J. Smith.

Last updated 2009-11-09. Update your information in the RePEc Author Service.

Short-id: psm83

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Working Papers

2008

1. GEL methods for non-smooth moment indicators
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations

2005

2. Efficient information theoretic inference for conditional moment restrictions
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   See also Journal Article in Journal of Econometrics (2007)
3. 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
   See also Journal Article in Journal of Econometrics (2008)
4. Goodness of Fit Tests for Moment Condition Models
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations
5. Local GEL methods for conditional moment restrictions
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
6. 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

2004

7. 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
   See also Journal Article in Econometric Theory (2005)
8. Bounds Testing Approaches to the Analysis of Long Run Relationships
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1999) View citations
9. GEL Criteria for Moment Condition Models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
10. Structural analysis of vector error correction models exogenous i(1) variables
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh

2003

11. 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
12. Discrete choice non-response
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
13. 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
    See also Journal Article in Econometric Theory (2005)
14. Higher order properties of GMM and generalised empirical likelihood estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in Econometrica (2004)

2002

15. Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations

2001

16. Quantification of qualitative firm-level survey data
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations
    See also Journal Article in Economic Journal (2002)

1999

17. An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations
    See also Journal Article in Econometrics Journal (2001)
18. Regression-Based Seasonal Unit Root Tests
    Discussion Papers, Department of Economics, University of Birmingham View citations
    Also in Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics
    See also Journal Article in Econometric Theory (2009)
19. Tests of Rank in Reduced Rank Regression Models
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations
20. Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration
    Discussion Papers, Department of Economics, University of Birmingham
    See also Journal Article in Journal of Business & Economic Statistics (2001)

1997

21. Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
    See also Journal Article in Journal of Econometrics (2000)

1996

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

1995

23. 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
    See also Journal Article in Journal of Econometrics (1998)
24. 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
    See also Journal Article in Review of Economic Studies (1998)
25. Tests of Rank
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
    See also Journal Article in Econometric Theory (2000)

1990

26. 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

27. 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

1985

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

1983

29. Alternative Asymptotically Optimal Tests in Econometrics
    Working Papers, Queen's University, Department of Economics
30. 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
31. Efficient Testing for Weak Exogeneity Using Limited Information
    Working Papers, Queen's University, Department of Economics

Journal Articles

2009

1. REGRESSION-BASED SEASONAL UNIT ROOT TESTS
   Econometric Theory, 2009, 25, (02), 527-560
   See also Working Paper (1999)

2008

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

2007

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

2005

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

2004

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

2002

10. Duration response measurement error
    Journal of Econometrics, 2002, 111, (2), 169-194 View citations
11. Finite sample and asymptotic methods in econometrics
    Journal of Econometrics, 2002, 111, (2), 135-140
12. Generalized empirical likelihood non-nested tests
    Journal of Econometrics, 2002, 107, (1-2), 99-125 View citations
13. Quantification of Qualitative Firm-Level Survey Data
    Economic Journal, 2002, 112, (478), C117-C135 View citations
    See also Working Paper (2001)

2001

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

2000

18. Structural analysis of vector error correction models with exogenous I(1) variables
    Journal of Econometrics, 2000, 97, (2), 293-343 View citations
    See also Working Paper (1997)
19. TESTS OF RANK
    Econometric Theory, 2000, 16, (02), 151-175 View citations
    See also Working Paper (1995)

1998

20. Additional critical values and asymptotic representations for seasonal unit root tests
    Journal of Econometrics, 1998, 85, (2), 269-288 View citations
    See also Working Paper (1995)
21. Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product
    Review of Economic Studies, 1998, 65, (1), 109-34 View citations
    See also Working Paper (1995)

1997

22. Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation
    Economic Journal, 1997, 107, (441), 503-19 View citations
23. Likelihood Ratio Specification Tests
    Econometrica, 1997, 65, (3), 627-646 View citations

1994

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

1992

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

1991

28. Conditions initiales et estimation efficace dans les modéles dynamiques sur données de panel: une application au comportement d'investissement des entreprises
    Annales d'Economie et de Statistique, 1991, (20-21), 06 View citations
29. Distributional specification tests against semiparametric alternatives
    Journal of Econometrics, 1991, 47, (1), 175-194

1990

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

1989

31. Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
    Review of Economic Studies, 1989, 56, (1), 37-57 View citations
32. On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models
    Economic Journal, 1989, 99, (395), 178-92 View citations

1987

33. Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification
    Review of Economic Studies, 1987, 54, (4), 665-80 View citations
34. 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
35. Testing the normality assumption in multivariate simultaneous limited dependent variable models
    Journal of Econometrics, 1987, 34, (1-2), 105-123

1986

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

1985

37. 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

1984

38. 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

1983

39. 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

Editor

1. Econometrics Journal
   Royal Economic Society