← All authors Richard J. Smith University of Manchester (from arXiv:1711.04793, 2017) · ORCID · OpenAlex
42 papers in scope · 42 published · 1 on the econ.EM arXiv · 2,223 citations · h-index 20 (over the papers listed here)
Papers (1 of 42)
Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
published 2020 · Journal of Time Series Analysis · 2 citations · first circulated 2019
with Paulo Parente
published 2019 · Electronic Journal of Statistics · first circulated 2017
Editorial
published 2018 · Econometrics Journal
Editorial
published 2017 · Econometrics Journal
Tests of additional conditional moment restrictions
published 2017 · Journal of Econometrics · 1 citations
with Paulo Parente
Improving confidence set estimation when parameters are weakly identified
published 2016 · Statistics & Probability Letters
with Heather Battey, Qiang Feng
Editorial
published 2015 · Econometrics Journal
CFEnetwork: The Annals of Computational and Financial Econometrics
published 2014 · Computational Statistics & Data Analysis
Recent Developments in Empirical Likelihood and Related Methods
published 2014 · Annual Review of Economics · 11 citations
with Paulo Parente
Neglected heterogeneity in moment condition models
published 2013 · Journal of Econometrics · 2 citations
GEL statistics under weak identification
published 2012 · Journal of Econometrics · 25 citations
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
published 2012 · Journal of Applied Econometrics · 5 citations · first circulated 2011
GEL CRITERIA FOR MOMENT CONDITION MODELS
published 2011 · Econometric Theory · 66 citations
Editorial
published 2011 · Econometrics Journal
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
published 2010 · Econometric Theory · 35 citations
with Paulo Parente
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS
published 2010 · Econometric Theory
The Econometrics Journal of the Royal Economic Society
published 2008 · Econometrics Journal · 3 citations
Generalized empirical likelihood tests in time series models with potential identification failure
published 2007 · Journal of Econometrics · 57 citations · first circulated 2005
Efficient information theoretic inference for conditional moment restrictions
published 2006 · Journal of Econometrics · 30 citations · first circulated 2005
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
published 2005 · Econometric Theory · 121 citations · first circulated 2002
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA
published 2005 · Manchester School · 7 citations
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
published 2005 · Econometric Theory · 33 citations
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
published 2003 · Econometrica · 832 citations
Tests of Rank in Reduced Rank Regression Models
published 2003 · Journal of Business and Economic Statistics · 32 citations
Finite sample and asymptotic methods in econometrics
published 2002 · Journal of Econometrics
Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series
published 2002 · Journal of Business and Economic Statistics · 47 citations · first circulated 1999
Generalized empirical likelihood non-nested tests
published 2002 · Journal of Econometrics · 38 citations
with Joaquim J.S. Ramalho
TESTS OF RANK
published 2000 · Econometric Theory · 173 citations · first circulated 1995
with Jean-Marc Robin
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration
published 1998 · Journal of the American Statistical Association · 3 citations
with Brendan McCabe
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product
published 1998 · The Review of Economic Studies · 25 citations
with Martin Weale, Steven Satchell
Alternative Semi‐parametric Likelihood Approaches to Generalised Method of Moments Estimation
published 1997 · The Economic Journal · 234 citations
Estimation and inference in econometrics, R. Davidson and J. G. Mackinnon. Oxford University, New York, 1993, pp. 871, ISBN 0‐19‐506011‐3. Price £25.00 hardbound
published 1995 · Journal of Applied Econometrics · 5 citations
Bartlett corrections to likelihood ratio tests
published 1995 · Biometrika · 14 citations
A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
published 1994 · Econometrica · 182 citations
Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
published 1992 · Econometrica · 97 citations
Distributional specification tests against semiparametric alternatives
published 1991 · Journal of Econometrics · 12 citations
with Simon Peters
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
published 1990 · Journal of Econometrics · 32 citations
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification
published 1987 · The Review of Economic Studies · 23 citations
Testing the normality assumption in multivariate simultaneous limited dependent variable models
published 1987 · Journal of Econometrics · 16 citations
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
published 1985 · Economics Letters · 20 citations
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
published 1984 · International Economic Review · 15 citations
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
published 1983 · Economics Letters · 25 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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