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 Comparison of Personal Sector Saving Rates in the UK, US and Italy 0 0 0 61 1 1 4 584
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 1 113 0 1 16 341
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 0 1 1 304
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 1 1 2 235
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 2 3 7 522
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 1 2 8 53
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 2 3 9 434
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 180 0 1 6 458
Automatic positive semi-definite HAC covariance matrix and GMM estimation 0 0 1 251 2 3 9 1,026
Bounds Testing Approaches to the Analysis of Long Run Relationships 2 4 31 1,726 8 21 99 3,180
Bounds Testing Approaches to the Analysis of Long-run Relationships 4 8 22 1,548 16 34 103 3,766
Credibility of the Russian Stabilisation Programme in 1995-98 0 0 0 282 2 2 5 1,569
Discrete choice non-response 0 0 0 101 0 1 3 402
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 72 0 0 6 129
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 1 3 3 29
Efficient information theoretic inference for conditional moment restrictions 0 0 2 182 0 2 6 415
Employment Security and European Labour Demand: A Panel Study Across 16 Industries 0 0 0 78 1 2 4 421
Exogeneity in semiparametric moment condition models 0 0 0 60 0 0 5 93
GEL Criteria for Moment Condition Models 0 0 1 242 0 3 10 492
GEL methods for non-smooth moment indicators 0 0 1 148 2 2 10 353
Generalised empirical likelihood-based kernel density estimation 0 1 3 27 1 3 18 65
Generalised empirical likelihood-based kernel density estimation 0 2 4 53 0 5 15 120
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 0 1 1 254 0 1 3 843
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 230 1 2 4 657
Goodness of Fit Tests for Moment Condition Models 0 0 1 140 3 6 18 436
Higher order properties of GMM and generalised empirical likelihood estimators 1 2 5 451 2 6 15 970
Least Squares Theory and the Hausman Specification Test 0 0 0 0 1 1 4 299
Local GEL methods for conditional moment restrictions 0 0 1 114 1 3 8 389
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product 0 0 0 0 1 3 7 472
NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS 0 0 0 0 3 4 5 665
Principal Components Instrumental Variable Estimation 0 1 9 205 2 7 27 327
Regression-based seasonal unit root tests 0 0 0 56 1 1 3 179
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 4 5 18 1,899
Structural analysis of vector error correction models with exogenous I(1) variables 0 1 10 910 3 6 29 2,086
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 29 122 439 3,917
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 3 7 93
Tests of Rank 0 0 0 0 2 3 12 224
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 0 1 1 177 0 2 5 482
Total Working Papers 7 21 94 7,723 94 269 953 28,929


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 1 59 0 0 5 278
A Monthly Indicator of GDP 0 0 0 3 0 0 3 29
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 0 0 13 0 1 4 59
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 0 4 125
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 0 0 0 22 0 0 5 116
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 1 70 3 3 7 162
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 0 0 1 168 1 4 19 372
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 0 2 17 509 3 9 42 1,404
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 1 2 271 0 2 11 1,012
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 4 5 10 1,372
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 0 9 1 1 3 40
Bounds testing approaches to the analysis of level relationships 33 110 470 5,345 74 279 1,089 11,455
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 0 0 2 145 0 0 8 322
Discrete Choice Non-Response 0 0 2 25 0 0 6 105
Distributional specification tests against semiparametric alternatives 0 0 0 9 0 0 1 45
Duration response measurement error 0 0 2 56 2 4 13 162
EDITORIAL 0 0 0 13 0 3 5 51
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS 0 0 0 14 2 2 4 47
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 3 59
Efficient information theoretic inference for conditional moment restrictions 0 0 1 70 0 1 5 156
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA 0 0 0 33 0 0 3 202
Finite sample and asymptotic methods in econometrics 0 0 1 60 1 2 7 161
GEL CRITERIA FOR MOMENT CONDITION MODELS 1 1 1 16 1 1 9 78
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS 0 1 2 44 3 6 11 125
GEL statistics under weak identification 0 0 1 21 1 4 9 105
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 1 1 34 3 5 10 153
Generalized empirical likelihood non-nested tests 0 0 1 84 0 0 2 172
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 1 65 1 2 5 178
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 1 303 0 2 12 850
Likelihood Ratio Specification Tests 0 0 0 1 3 4 5 311
Neglected heterogeneity in moment condition models 0 0 0 18 0 0 3 78
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 0 0 0 103 2 3 6 297
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 0 0 0 22 1 1 2 121
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 0 0 37 1 1 2 122
Quantification of Qualitative Firm-Level Survey Data 0 0 0 68 1 3 6 342
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 72 1 1 2 201
Recent Developments in Empirical Likelihood and Related Methods 2 2 3 56 6 8 18 157
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 0 0 241 2 3 7 634
Structural analysis of vector error correction models with exogenous I(1) variables 1 7 37 637 16 42 161 1,300
TESTS OF RANK 0 0 4 55 2 6 21 150
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic 0 0 0 35 0 0 1 129
Testing the normality assumption in multivariate simultaneous limited dependent variable models 0 0 0 22 0 0 1 110
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 2 2 4 187
The Econometrics Journal of the Royal Economic Society 0 0 0 68 1 1 4 259
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 7 5 5 7 61
Total Journal Articles 37 125 552 8,993 143 416 1,565 23,854


Statistics updated 2020-02-04