Richard J. Smith
Personal Details
First Name: | Richard |
Middle Name: | J. |
Last Name: | Smith |
Suffix: | |
RePEc Short-ID: | psm83 |
| |
http://www.econ.cam.ac.uk/faculty/smith/index.html | |
Terminal Degree: | 1989 Faculty of Economics; University of Cambridge (from RePEc Genealogy) |
Affiliation
Faculty of Economics
University of Cambridge
Cambridge, United Kingdomhttps://www.econ.cam.ac.uk/
RePEc:edi:fecamuk (more details at EDIRC)
Research output
Jump to: Working papers Articles EditorshipWorking papers
- Vitaliy Oryshchenko & Richard J. Smith, 2013.
"Generalised empirical likelihood-based kernel density estimation,"
Economics Papers
2013-W03, Economics Group, Nuffield College, University of Oxford.
- Vitaliy Oryshchenko & Richard J. Smith, 2013. "Generalised empirical likelihood-based kernel density estimation," Economics Series Working Papers 662, University of Oxford, Department of Economics.
- Paulo Parente & Richard Smith, 2012.
"Exogeneity in semiparametric moment condition models,"
CeMMAP working papers
CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers 30/12, Institute for Fiscal Studies.
- James Mitchell & Richard J. Smith & Martin R. Weale, 2011.
"Efficient Aggregation of Panel Qualitative Survey Data,"
Discussion Papers in Economics
11/53, Division of Economics, School of Business, University of Leicester.
- James Mitchell & Richard J. Smith & Martin R. Weale, 2013. "Efficient Aggregation Of Panel Qualitative Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 580-603, June.
- Jinyong Hahn & Whitney K. Newey & Richard Smith, 2011. "Tests for neglected heterogeneity in moment condition models," CeMMAP working papers CWP26/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Winkelried, D. & Smith, R.J., 2011. "Principal Components Instrumental Variable Estimation," Cambridge Working Papers in Economics 1119, Faculty of Economics, University of Cambridge.
- 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.
- Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
- Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, 2007.
"Regression-based seasonal unit root tests,"
Discussion Papers
07/05, University of Nottingham, Granger Centre for Time Series Econometrics.
- 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(2), pages 527-560, April.
- 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).
- 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.
- Patrik Buggenberger & 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.
- 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.
- 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.
- Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June.
- 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.
- 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.
- Smith, Richard J., 2005. "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, vol. 21(1), pages 158-170, February.
- Richard Smith, 2004.
"GEL Criteria for Moment Condition Models,"
CeMMAP working papers
CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Smith, Richard J., 2011. "Gel Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1192-1235, December.
- Whitney K. 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.
- 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, January.
- 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.
- 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(4), pages 667-709, August.
- 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).
- Whitney K. Newey & Joaquim J. S. Ramalho Ramalho & Richard Smith, 2003. "Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters," CeMMAP working papers CWP05/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Esmeralda A. Ramalho & Richard J. Smith, 2013. "Discrete Choice Non-Response," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 343-364.
- Dr Martin Weale & Dr. James Mitchell, 2002. "Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005)," National Institute of Economic and Social Research (NIESR) Discussion Papers 194, National Institute of Economic and Social Research.
- Dr Martin Weale, 1999.
"An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
149, National Institute of Economic and Social Research.
- 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 1-37.
- Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999.
"Bounds Testing Approaches to the Analysis of Long Run Relationships,"
Edinburgh School of Economics Discussion Paper Series
46, Edinburgh School of Economics, University of Edinburgh.
- Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999. "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics 9907, Faculty of Economics, University of Cambridge.
- Dr Martin Weale, 1999. "Tests of Rank in Reduced Rank Regression Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 150, National Institute of Economic and Social Research.
- 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.
- 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.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables (first version)," Edinburgh School of Economics Discussion Paper Series 7, Edinburgh School of Economics, University of Edinburgh.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 38, Edinburgh School of Economics, University of Edinburgh.
- 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.
- 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.
- Robin, J.M. & Smith, R.J., 1995.
"Tests of Rank,"
Cambridge Working Papers in Economics
9521, Faculty of Economics, University of Cambridge.
- Robin, Jean-Marc & Smith, Richard J., 2000. "Tests Of Rank," Econometric Theory, Cambridge University Press, vol. 16(2), pages 151-175, April.
- Jean-Marc Robin & Richard Smith, 2000. "Tests of rank," Post-Print hal-03587662, HAL.
- Jean-Marc Robin & Richard J. Smith, 2000. "Tests of rank," Post-Print hal-00357758, HAL.
- 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.
- Smith, Richard J., 1994. "Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity," Econometric Theory, Cambridge University Press, vol. 10(1), pages 53-69, March.
- 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.
- Gordon Fisher & Richard J. Smith, 1985. "Least Squares Theory and the Hausman Specification Test," Working Paper 641, Economics Department, Queen's University.
- Richard Smith & Richard Blundell, 1983.
"An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply,"
Working Paper
546, Economics Department, Queen's University.
- 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 679-685, May.
- Richard Smith, 1983. "Efficient Testing for Weak Exogeneity Using Limited Information," Working Paper 545, Economics Department, Queen's University.
- Richard Smith, 1983. "Alternative Asymptotically Optimal Tests in Econometrics," Working Paper 544, Economics Department, Queen's University.
- Richard Smith & Robert Taylor, "undated".
"Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests,"
Discussion Papers
95/43, Department of Economics, University of York.
- 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.
- Smith, R.J. & Taylor, R., 1995. "Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests," Cambridge Working Papers in Economics 9529, Faculty of Economics, University of Cambridge.
Articles
- Paulo M.D.C. Parente & Richard J. Smith, 2014. "Recent Developments in Empirical Likelihood and Related Methods," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 77-102, August.
- Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014. "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 86-100.
- Esmeralda A. Ramalho & Richard J. Smith, 2013.
"Discrete Choice Non-Response,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 343-364.
- 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.
- James Mitchell & Richard J. Smith & Martin R. Weale, 2013.
"Efficient Aggregation Of Panel Qualitative Survey Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 580-603, June.
- James Mitchell & Richard J. Smith & Martin R. Weale, 2011. "Efficient Aggregation of Panel Qualitative Survey Data," Discussion Papers in Economics 11/53, Division of Economics, School of Business, University of Leicester.
- Oliver Linton & Richard J. Smith, 2012. "Editorial," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-1, February.
- Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.
- Parente, Paulo M.D.C. & Smith, Richard J., 2011.
"Gel Methods For Nonsmooth Moment Indicators,"
Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
- 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.
- Kitamura, Yuichi & Smith, Richard J., 2011. "Editors’ Introduction: Special Issue On Empirical Likelihood And Related Methods," Econometric Theory, Cambridge University Press, vol. 27(1), pages 5-7, February.
- Smith, Richard J., 2011.
"Gel Criteria For Moment Condition Models,"
Econometric Theory, Cambridge University Press, vol. 27(6), pages 1192-1235, December.
- Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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(2), pages 527-560, April.
- Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, 2007. "Regression-based seasonal unit root tests," Discussion Papers 07/05, University of Nottingham, Granger Centre for Time Series Econometrics.
- 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.
- Patrik Buggenberger & 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.
- Richard J. Smith, 2008. "The Econometrics Journal of the Royal Economic Society," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 1-1, March.
- Smith, Richard J., 2007.
"Efficient information theoretic inference for conditional moment restrictions,"
Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June.
- 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.
- Smith, Richard J., 2005.
"Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation,"
Econometric Theory, Cambridge University Press, vol. 21(1), pages 158-170, February.
- 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.
- 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 108-129, February.
- 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, July.
- 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(4), pages 667-709, August.
- 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.
- 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, January.
- Whitney K. 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.
- Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
- 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.
- 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.
- 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 117-135, March.
- Dr Martin Weale & Dr. James Mitchell, 2001. "Quantification of qualitative firm-level survey data," National Institute of Economic and Social Research (NIESR) Discussion Papers 181, National Institute of Economic and Social Research.
- 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 1-37.
- Dr Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 149, National Institute of Economic and Social Research.
- 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.
- 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.
- 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.
- 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.
- 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.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables (first version)," Edinburgh School of Economics Discussion Paper Series 7, Edinburgh School of Economics, University of Edinburgh.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 38, Edinburgh School of Economics, University of Edinburgh.
- Robin, Jean-Marc & Smith, Richard J., 2000.
"Tests Of Rank,"
Econometric Theory, Cambridge University Press, vol. 16(2), pages 151-175, April.
- Jean-Marc Robin & Richard Smith, 2000. "Tests of rank," Post-Print hal-03587662, HAL.
- Robin, J.M. & Smith, R.J., 1995. "Tests of Rank," Cambridge Working Papers in Economics 9521, Faculty of Economics, University of Cambridge.
- Jean-Marc Robin & Richard J. Smith, 2000. "Tests of rank," Post-Print hal-00357758, HAL.
- 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.
- Richard Smith & Robert Taylor, "undated". "Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests," Discussion Papers 95/43, Department of Economics, University of York.
- Smith, R.J. & Taylor, R., 1995. "Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests," Cambridge Working Papers in Economics 9529, Faculty of Economics, University of Cambridge.
- Smith, Richard J, 1997. "Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation," Economic Journal, Royal Economic Society, vol. 107(441), pages 503-519, March.
- Eduardo Salazar & Richard Smith & Martin Weale & Stephen Wright, 1997.
"A Monthly Indicator of GDP,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 161(1), pages 84-89, July.
- Salazar, Eduardo & Smith, Richard & Weale, Martin & Wright, Stephen, 1997. "A Monthly Indicator of GDP," National Institute Economic Review, National Institute of Economic and Social Research, vol. 161, pages 84-89, July.
- Andrew Chesher & Richard J. Smith, 1997. "Likelihood Ratio Specification Tests," Econometrica, Econometric Society, vol. 65(3), pages 627-646, May.
- 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.
- Smith, Richard J., 1994.
"Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity,"
Econometric Theory, Cambridge University Press, vol. 10(1), pages 53-69, March.
- 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.
- 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 705-710, May.
- Smith, Richard J, 1992. "Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments," Econometrica, Econometric Society, vol. 60(4), pages 973-980, July.
- Peters, Simon & Smith, Richard J., 1991. "Distributional specification tests against semiparametric alternatives," Journal of Econometrics, Elsevier, vol. 47(1), pages 175-194, January.
- 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.
- 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 178-192, Supplemen.
- 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 237-245, July.
- 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.
- 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 679-685, May.
- Richard Smith & Richard Blundell, 1983. "An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply," Working Paper 546, Economics Department, Queen's University.
- 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.
- 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 263-269, February.
- 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.
Editorship
- Econometrics Journal, Royal Economic Society.
- Econometrics Journal, Royal Economic Society.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (15) 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 2011-06-04 2011-07-21 2012-02-01 2012-11-24 2013-03-16. Author is listed
- NEP-DCM: Discrete Choice Models (4) 2003-03-10 2012-02-01 2013-03-16 2013-07-28
- NEP-ETS: Econometric Time Series (4) 2003-10-28 2004-04-25 2005-04-16 2005-06-14
- NEP-FOR: Forecasting (1) 2012-02-01
- NEP-HME: Heterodox Microeconomics (1) 2012-02-01
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