Access Statistics for Richard J. Smith

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 4 8 27 86 6 15 48 217
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 0 0 2 268
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 4 19 167
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 2 6 21 435
Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity 3 3 6 52 3 7 36 265
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 0 0 5 21
An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries 2 7 46 208 9 27 116 1,318
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 7 18 124 251
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 8 20 49 118 12 33 96 273
Automatic positive semi-definite HAC covariance matrix and GMM estimation 4 10 37 153 13 33 128 627
Bounds Testing Approaches to the Analysis of Long Run Relationships 15 40 180 592 22 66 266 1,015
Bounds Testing Approaches to the Analysis of Long-run Relationships 12 28 125 748 22 49 197 1,853
Discrete choice non-response 2 2 13 63 5 7 41 262
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 0 1 5 13
Efficient information theoretic inference for conditional moment restrictions 2 3 22 125 4 7 35 272
GEL Criteria for Moment Condition Models 5 12 36 133 7 14 46 254
GEL methods for non-smooth moment indicators 10 16 44 54 12 25 71 81
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 4 6 38 167 12 28 118 531
Generalized empirical likelihood tests in time series models with potential identification failure 3 9 27 156 6 18 61 420
Goodness of Fit Tests for Moment Condition Models 1 1 12 106 1 4 28 306
Higher order properties of GMM and generalised empirical likelihood estimators 5 15 43 199 12 30 78 401
Least Squares Theory and the Hausman Specification Test 0 0 0 0 7 13 54 134
Local GEL methods for conditional moment restrictions 1 3 16 78 6 12 44 247
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product 0 0 0 0 7 14 28 407
NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS 0 0 0 0 1 2 10 601
Quantification of qualitative firm-level survey data 2 4 13 71 6 10 38 188
Regression-Based Seasonal Unit Root Tests 0 0 0 2 2 6 36 584
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 7 31 151 1,208
Structural analysis of vector error correction models exogenous i(1) variables 14 45 143 319 20 75 263 759
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 11 37 158 1,193
Tests of Rank 0 0 0 0 1 4 15 122
Tests of Rank in Reduced Rank Regression Models 6 8 16 44 9 13 31 508
Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration 0 0 0 0 0 1 9 325
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 3 5 30 127 6 10 66 313
Total Working Papers 106 245 923 3,601 238 620 2,444 15,839

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 0 0 3 33 0 0 28 146
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 0 0 11 0 0 0 36
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 1 1 5 27 1 1 8 68
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 2 5 8 8 5 13 22 33
Additional critical values and asymptotic representations for seasonal unit root tests 0 1 5 48 1 3 13 88
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification 0 2 3 7 0 2 8 29
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 1 5 26 86 1 6 43 191
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 3 9 44 352 7 15 86 926
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 3 7 25 162 11 21 113 728
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 5 13 66 1,203
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 1 1 0 1 4 4
Bounds testing approaches to the analysis of level relationships 30 87 331 1,103 55 156 541 2,023
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 0 2 11 95 1 10 35 193
Conditions initiales et estimation efficace dans les modéles dynamiques sur données de panel: une application au comportement d'investissement des entreprises 3 7 9 9 5 12 17 17
Distributional specification tests against semiparametric alternatives 0 0 1 4 0 0 1 20
Duration response measurement error 1 2 5 34 2 4 9 89
Efficient information theoretic inference for conditional moment restrictions 1 1 5 20 1 1 9 56
Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models 0 3 33 134 0 7 73 373
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA 0 0 7 23 1 4 30 127
Finite sample and asymptotic methods in econometrics 1 1 7 39 3 3 11 94
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 2 4 7 9 3 7 15 21
Generalized empirical likelihood non-nested tests 1 1 6 68 1 1 12 126
Generalized empirical likelihood tests in time series models with potential identification failure 1 2 13 31 2 5 29 72
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 2 7 37 198 6 20 89 482
Likelihood Ratio Specification Tests 0 0 0 1 1 3 16 229
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product 2 2 2 22 9 15 58 337
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 1 6 23 64 3 11 48 169
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 1 1 1 11 1 2 10 77
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 1 10 25 0 2 18 76
Quantification of Qualitative Firm-Level Survey Data 0 0 5 51 0 1 16 246
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 1 6 17 17 6 15 51 51
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 3 6 24 201 5 9 52 470
Structural analysis of vector error correction models with exogenous I(1) variables 3 11 49 242 6 19 76 389
TESTS OF RANK 1 5 8 8 2 8 15 15
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic 1 2 5 21 1 2 12 82
Testing the normality assumption in multivariate simultaneous limited dependent variable models 0 0 1 12 1 1 11 59
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 1 9 157
The Econometrics Journal of the Royal Economic Society 0 5 21 42 0 7 55 101
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 3 2 2 12 29
Total Journal Articles 65 192 758 3,273 148 403 1,721 9,632

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Statistics updated 2009-11-04