Access Statistics for Richard J. Smith

Author contact details at EconPapers.

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 0 2 6 104 1 3 18 265
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 1 1 3 285
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 1 2 6 189
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 9 467
Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity 0 1 4 65 1 3 11 316
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 0 0 0 25
An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries 1 4 17 258 5 11 42 1,473
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 2 3 12 338
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 1 2 12 162 1 5 27 384
Automatic positive semi-definite HAC covariance matrix and GMM estimation 1 1 14 225 4 9 58 873
Bounds Testing Approaches to the Analysis of Long Run Relationships 44 107 288 1,182 72 186 509 2,011
Bounds Testing Approaches to the Analysis of Long-run Relationships 18 40 132 1,026 33 69 202 2,305
Discrete choice non-response 0 2 6 86 1 9 23 332
Efficient Aggregation of Panel Qualitative Survey Data 1 44 45 45 3 13 18 18
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 0 0 0 16
Efficient information theoretic inference for conditional moment restrictions 0 0 10 163 0 3 21 344
GEL Criteria for Moment Condition Models 0 6 21 216 2 11 48 409
GEL methods for non-smooth moment indicators 2 4 22 126 2 9 54 240
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 0 3 18 236 4 15 45 771
Generalized empirical likelihood tests in time series models with potential identification failure 0 4 15 211 0 10 33 552
Goodness of Fit Tests for Moment Condition Models 0 1 10 124 0 2 22 345
Higher order properties of GMM and generalised empirical likelihood estimators 5 18 62 356 9 34 98 686
Least Squares Theory and the Hausman Specification Test 0 0 0 0 2 7 24 222
Local GEL methods for conditional moment restrictions 0 0 9 106 1 1 26 327
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product 0 0 0 0 0 0 3 430
NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS 0 0 0 0 2 4 11 628
Principal Components Instrumental Variable Estimation 7 20 129 129 12 28 136 136
Quantification of qualitative firm-level survey data 0 1 5 97 2 8 16 284
Regression-Based Seasonal Unit Root Tests 0 0 0 2 2 7 25 668
Regression-based seasonal unit root tests 1 3 15 34 1 3 31 76
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 7 26 107 1,509
Structural analysis of vector error correction models exogenous i(1) variables 11 27 102 671 23 68 212 1,500
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 19 56 200 1,689
Tests for neglected heterogeneity in moment condition models 1 10 45 45 2 11 34 34
Tests of Rank 0 0 0 0 1 4 15 156
Tests of Rank in Reduced Rank Regression Models 1 1 4 57 2 2 12 542
Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration 0 0 0 0 0 1 4 333
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 1 1 9 162 1 3 20 401
Total Working Papers 95 302 1,000 5,888 219 627 2,135 21,579

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 2 39 0 0 6 181
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 0 0 12 0 0 2 42
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 2 34 0 1 4 82
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 0 0 1 14 3 5 11 60
Additional critical values and asymptotic representations for seasonal unit root tests 1 2 6 58 1 3 9 110
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification 1 1 3 12 1 1 5 39
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 1 4 13 123 1 6 21 255
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 2 8 26 422 3 18 68 1,113
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 1 5 14 212 4 12 28 869
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 0 4 24 1,273
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 1 6 0 0 1 12
Bounds testing approaches to the analysis of level relationships 23 97 344 1,841 48 190 695 3,466
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 1 4 8 119 2 6 16 244
Distributional specification tests against semiparametric alternatives 0 1 2 7 0 2 5 28
Duration response measurement error 2 2 6 42 2 3 12 114
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS 1 3 7 11 1 3 12 20
Efficient information theoretic inference for conditional moment restrictions 0 3 11 52 0 4 19 110
Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models 1 5 25 190 4 9 45 475
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA 0 0 0 25 2 3 13 156
Finite sample and asymptotic methods in econometrics 0 0 2 45 0 0 2 108
GEL CRITERIA FOR MOMENT CONDITION MODELS 0 3 3 3 0 8 18 18
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS 2 6 19 23 2 9 34 46
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 9 28 1 3 18 75
Generalized empirical likelihood non-nested tests 0 0 3 78 1 2 6 148
Generalized empirical likelihood tests in time series models with potential identification failure 0 1 8 55 0 5 18 114
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 2 4 27 270 4 10 82 685
Likelihood Ratio Specification Tests 0 0 0 1 2 3 8 257
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product 1 1 3 29 4 8 40 433
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 0 0 4 98 0 1 13 255
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 0 0 0 12 0 0 2 88
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 1 2 29 0 1 7 91
Quantification of Qualitative Firm-Level Survey Data 0 1 1 59 0 1 8 289
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 10 47 3 4 17 133
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 2 2 5 219 4 8 16 524
Structural analysis of vector error correction models with exogenous I(1) variables 3 9 46 350 3 19 82 569
TESTS OF RANK 2 2 12 21 2 3 20 43
Testing Linearity of Economic Time Series against Cyclical Asymmetry 0 1 6 42 0 1 12 69
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic 0 2 4 28 0 2 5 94
Testing the normality assumption in multivariate simultaneous limited dependent variable models 0 0 3 18 0 1 5 89
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 1 4 164
The Econometrics Journal of the Royal Economic Society 2 3 8 60 3 6 25 161
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 5 0 1 4 39
Total Journal Articles 48 171 646 4,790 101 367 1,442 13,141

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Statistics updated 2012-05-02