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Information about:
Richard J. Smith

Personal Details | Affiliation | Works
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Personal Details

First Name: Richard
Middle Name: J.
Last Name: Smith
Suffix:

RePEc Short-ID: psm83

Email:
Homepage: http://www.econ.cam.ac.uk/faculty/smith/index.html
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Phone:

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h, where author has written h papers that have each been cited at least h times.
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Downloads through RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  29. Wu-Index

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

  2. Joaquim J.S. Ramalho & Richard J. Smith, 2005. "Goodness of Fit Tests for Moment Condition Models," Economics Working Papers 5_2005, University of Évora, Department of Economics (Portugal). [Downloadable!]

  3. Patrik Guggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

  4. Richard Smith, 2005. "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers CWP14/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

  5. Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

  6. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

  7. M Pesaran & Yongcheol Shin & Richard J Smith, 2004. "Bounds Testing Approaches to the Analysis of Long Run Relationships," ESE Discussion Papers 46, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    Other versions:

  8. Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

  9. Richard Smith, 2004. "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers CWP17/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

  10. M Pesaran & R Smith & Yongcheol Shin, 2004. "Structural analysis of vector error correction models exogenous i(1) variables," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

  11. Whitney Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

  12. Patrik Buggenberger & Richard Smith, 2003. "Generalized empirical likelihood estimators and tests under partial, weak and strong identification," CeMMAP working papers CWP08/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

  13. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers CWP07/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

  14. Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith, 2003. "A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter," Economics Working Papers 5_2003, University of Évora, Department of Economics (Portugal). [Downloadable!]
    Other versions:

  15. James Mitchell & Richard J. Smith & Martin R. Weale, 2002. "Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity," NIESR Discussion Papers 194, National Institute of Economic and Social Research. [Downloadable!]

  16. James Mitchell & Richard J. Smith & Martin R. Weale, 2001. "Quantification of qualitative firm-level survey data," NIESR Discussion Papers 181, National Institute of Economic and Social Research. [Downloadable!]
    Published as:

  17. Taylor, A.M.R. & Smith, R.J., 1999. "Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration," Discussion Papers 99-13, Department of Economics, University of Birmingham.
    Published as:

  18. Smith, R.J. & Taylor, A.M.R., 1999. "Regression-Based Seasonal Unit Root Tests," Discussion Papers 99-15, Department of Economics, University of Birmingham.
    Other versions:
    Published as:

  19. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries," NIESR Discussion Papers 149, National Institute of Economic and Social Research. [Downloadable!]
    Published as:

  20. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "Tests of Rank in Reduced Rank Regression Models," NIESR Discussion Papers 150, National Institute of Economic and Social Research. [Downloadable!]

  21. Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
    Published as:

  22. Pesaran, M. H. & Shin, Y. & Smith, R. J., 1996. "Testing for the 'Existence of a Long-run Relationship'," Cambridge Working Papers in Economics 9622, Faculty of Economics, University of Cambridge.

  23. Smith, R.J. & Satchell, S.E., 1995. "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 9522, Faculty of Economics, University of Cambridge.
    Published as:

  24. Robin, J.M. & Smith, R.J., 1995. "Tests of Rank," Cambridge Working Papers in Economics 9521, Faculty of Economics, University of Cambridge.
    Published as:
    • Robin, Jean-Marc & Smith, Richard J., 2000. "Tests Of Rank," Econometric Theory, Cambridge University Press, vol. 16(02), pages 151-175, April. [Downloadable!]

  25. Smith, R.J., 1990. "Asymptotically Optimal Tests Using Limited Information And Testing For Exogeneity," Cambridge Working Papers in Economics 9102, Faculty of Economics, University of Cambridge.
    Published as:

  26. Smith, R.J., 1989. "Non-Nested Tests For Instrumental Variable Regression Modls With Differing Conditionning Sets," Cambridge Working Papers in Economics 9103, Faculty of Economics, University of Cambridge.

  27. Gordon Fisher & Richard J. Smith, 1985. "Least Squares Theory and the Hausman Specification Test," Working Papers 641, Queen's University, Department of Economics.

  28. Richard Smith, 1983. "Efficient Testing for Weak Exogeneity Using Limited Information," Working Papers 545, Queen's University, Department of Economics.

  29. Richard Smith, 1983. "Alternative Asymptotically Optimal Tests in Econometrics," Working Papers 544, Queen's University, Department of Economics.

  30. Richard Smith & Richard Blundell, 1983. "An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply," Working Papers 546, Queen's University, Department of Economics.

  31. Richard Smith & Robert Taylor, . "Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests," Discussion Papers 95/43, Department of Economics, University of York.
    Other versions:
    Published as:

Articles

  1. Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas, 2009. "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(02), pages 527-560, April. [Downloadable!]
    Other versions:

  2. Richard J. Smith, 2008. "The Econometrics Journal of the Royal Economic Society," Econometrics Journal, Royal Economic Society, vol. 11(1), pages i-iii, 03. [Downloadable!] (restricted)

  3. Guggenberger, Patrik & Smith, Richard J., 2008. "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January. [Downloadable!] (restricted)
    Other versions:

  4. Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June. [Downloadable!] (restricted)
    Other versions:

  5. James Mitchell & Richard J. Smith & Martin R. Weale & Stephen Wright & Eduardo L. Salazar, 2005. "An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth," Economic Journal, Royal Economic Society, vol. 115(501), pages F108-F129, 02. [Downloadable!] (restricted)

  6. Guggenberger, Patrik & Smith, Richard J., 2005. "Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification," Econometric Theory, Cambridge University Press, vol. 21(04), pages 667-709, August. [Downloadable!]
    Other versions:

  7. James Mitchell & Richard J. Smith & Martin R. Weale, 2005. "Forecasting Manufacturing Output Growth Using Firm-Level Survey Data," Manchester School, University of Manchester, vol. 73(4), pages 479-499, 07. [Downloadable!] (restricted)

  8. Smith, Richard J., 2005. "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, vol. 21(01), pages 158-170, February. [Downloadable!]
    Other versions:

  9. Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, 01. [Downloadable!] (restricted)
    Other versions:

  10. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December. [Downloadable!] (restricted)

  11. Smith, Richard J. & Boswijk, H. Peter, 2002. "Finite sample and asymptotic methods in econometrics," Journal of Econometrics, Elsevier, vol. 111(2), pages 135-140, December. [Downloadable!] (restricted)

  12. Ramalho, Joaquim J. S. & Smith, Richard J., 2002. "Generalized empirical likelihood non-nested tests," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 99-125, March. [Downloadable!] (restricted)

  13. James Mitchell & Richard J. Smith & Martin R. Weale, 2002. "Quantification of Qualitative Firm-Level Survey Data," Economic Journal, Royal Economic Society, vol. 112(478), pages C117-C135, March. [Downloadable!] (restricted)
    Other versions:

  14. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326. [Downloadable!]

  15. Taylor, A M Robert & Smith, Richard J, 2001. "Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 192-207, April.
    Other versions:

  16. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale, 2001. "An automatic leading indicator of economic activity: forecasting GDP growth for European countries," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 37.
    Other versions:

  17. Smith, Richard J. & Robert Taylor, A. M., 2001. "Recursive and rolling regression-based tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 105(2), pages 309-336, December. [Downloadable!] (restricted)

  18. Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August. [Downloadable!] (restricted)
    Other versions:

  19. Robin, Jean-Marc & Smith, Richard J., 2000. "Tests Of Rank," Econometric Theory, Cambridge University Press, vol. 16(02), pages 151-175, April. [Downloadable!]
    Other versions:

  20. Smith, Richard J & Weale, Martin R & Satchell, Stephen E, 1998. "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, Blackwell Publishing, vol. 65(1), pages 109-34, January. [Downloadable!] (restricted)
    Other versions:

  21. Smith, Richard J. & Taylor, A. M. Robert, 1998. "Additional critical values and asymptotic representations for seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 85(2), pages 269-288, August. [Downloadable!] (restricted)
    Other versions:

  22. Andrew Chesher & Richard J. Smith, 1997. "Likelihood Ratio Specification Tests," Econometrica, Econometric Society, vol. 65(3), pages 627-646, May.

  23. Smith, Richard J, 1997. "Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation," Economic Journal, Royal Economic Society, vol. 107(441), pages 503-19, March. [Downloadable!] (restricted)

  24. Pesaran, M Hashem & Smith, Richard J, 1994. "A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method," Econometrica, Econometric Society, vol. 62(3), pages 705-10, May. [Downloadable!] (restricted)

  25. Blundell, Richard & Smith, Richard J., 1994. "Coherency and estimation in simultaneous models with censored or qualitative dependent variables," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 355-373. [Downloadable!] (restricted)

  26. Smith, Richard J., 1994. "Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity," Econometric Theory, Cambridge University Press, vol. 10(01), pages 53-69, March. [Downloadable!]
    Other versions:

  27. Smith, Richard J, 1992. "Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments," Econometrica, Econometric Society, vol. 60(4), pages 973-80, July. [Downloadable!] (restricted)

  28. Richard Blundell & Richard J. Smith, 1991. "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, ADRES, issue 20-21, pages 06, Octobre-m. [Downloadable!]

  29. Peters, Simon & Smith, Richard J., 1991. "Distributional specification tests against semiparametric alternatives," Journal of Econometrics, Elsevier, vol. 47(1), pages 175-194, January. [Downloadable!] (restricted)

  30. Pesaran, M. Hashem & Smith, Richard J., 1990. "A unified approach to estimation and orthogonality tests in linear single-equation econometric models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 41-66. [Downloadable!] (restricted)

  31. Blundell, Richard W & Smith, Richard J, 1989. "Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models," Review of Economic Studies, Blackwell Publishing, vol. 56(1), pages 37-57, January. [Downloadable!] (restricted)

  32. Smith, Richard J, 1989. "On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models," Economic Journal, Royal Economic Society, vol. 99(395), pages 178-92, Supplemen. [Downloadable!] (restricted)

  33. Smith, Richard J, 1987. "Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification," Review of Economic Studies, Blackwell Publishing, vol. 54(4), pages 665-80, October. [Downloadable!] (restricted)

  34. Smith, Richard J, 1987. "Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(3), pages 237-45, July. [Downloadable!] (restricted)

  35. Smith, Richard J., 1987. "Testing the normality assumption in multivariate simultaneous limited dependent variable models," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 105-123. [Downloadable!] (restricted)

  36. Smith, Richard J & Blundell, Richard W, 1986. "An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply," Econometrica, Econometric Society, vol. 54(3), pages 679-85, May. [Downloadable!] (restricted)

  37. Smith, Richard J., 1985. "Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation," Economics Letters, Elsevier, vol. 17(1-2), pages 87-90. [Downloadable!] (restricted)

  38. Smith, Richard J, 1984. "A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 263-69, February. [Downloadable!] (restricted)

  39. Smith, Richard, 1983. "On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance," Economics Letters, Elsevier, vol. 11(4), pages 357-364. [Downloadable!] (restricted)

Editor

  1. Econometrics Journal, Royal Economic Society.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2003-03-10
  2. NEP-ECM: Econometrics (10) 2000-01-24 2003-10-28 2004-04-25 2005-04-16 2005-06-14 2005-06-14 2005-12-20 2005-12-20 2005-12-20 2008-08-21 Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2003-10-28 2004-04-25 2005-04-16 2005-06-14 Author is listed
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This page was last updated on 2009-11-9.

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