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 1 4 120 0 2 11 358
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 0 1 2 308
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 1 4 241
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 0 524
Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005) 0 0 0 78 0 1 5 429
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 0 0 3 58
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries 0 0 0 282 1 4 9 1,580
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 1 4 16 466
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 180 0 2 7 468
Automatic positive semi-definite HAC covariance matrix and GMM estimation 0 0 0 251 0 3 11 1,041
Bounds Testing Approaches to the Analysis of Long Run Relationships 0 1 8 1,736 4 13 50 3,246
Bounds Testing Approaches to the Analysis of Long-run Relationships 1 6 27 1,587 12 35 130 3,949
Discrete choice non-response 0 0 0 101 1 2 6 412
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 72 0 1 7 141
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 0 1 2 34
Efficient information theoretic inference for conditional moment restrictions 0 0 0 182 0 1 3 420
Exogeneity in semiparametric moment condition models 0 1 2 62 0 3 4 101
GEL Criteria for Moment Condition Models 0 1 2 244 0 3 5 499
GEL methods for non-smooth moment indicators 0 1 1 149 0 3 6 362
Generalised empirical likelihood-based kernel density estimation 0 0 0 27 0 0 3 74
Generalised empirical likelihood-based kernel density estimation 0 0 1 54 0 0 4 127
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 0 0 0 254 1 3 4 849
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 230 0 0 3 662
Goodness of Fit Tests for Moment Condition Models 1 1 5 146 4 4 26 471
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 2 456 0 3 9 987
Least Squares Theory and the Hausman Specification Test 0 0 0 0 0 0 2 304
Local GEL methods for conditional moment restrictions 0 0 0 114 0 1 1 393
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 3 477
NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS 0 0 0 0 0 0 0 667
Principal Components Instrumental Variable Estimation 0 0 3 210 0 2 13 350
Regression-based seasonal unit root tests 0 1 1 57 0 1 3 185
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 0 1 25 1,936
Structural analysis of vector error correction models with exogenous I(1) variables 1 2 5 915 2 4 25 2,116
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 44 102 379 4,426
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 1 1 96
Tests of Rank 0 0 0 0 0 1 7 234
Tests of Rank in Reduced Rank Regression Models 0 0 0 61 0 1 5 591
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 0 1 1 178 1 2 2 486
Total Working Papers 3 16 62 7,808 71 206 796 30,068


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 1 1 1 61 2 3 12 294
A Monthly Indicator of GDP 0 0 0 3 0 0 0 31
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 0 0 13 0 0 2 63
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 4 4 9 136
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 0 0 0 22 1 2 5 125
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 0 70 0 2 5 169
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 0 0 3 173 0 1 5 384
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 0 0 14 528 3 9 48 1,474
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 1 3 6 279 2 7 18 1,037
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 0 0 4 1,383
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 0 9 0 1 2 45
Bounds testing approaches to the analysis of level relationships 29 88 331 5,800 69 212 761 12,530
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 0 0 1 146 1 1 8 334
Discrete Choice Non-Response 0 0 0 25 1 2 8 118
Distributional specification tests against semiparametric alternatives 0 0 0 9 0 0 2 49
Duration response measurement error 0 0 0 57 0 0 2 168
EDITORIAL 0 0 0 13 0 1 4 58
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS 0 0 0 14 0 0 1 50
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 11 73
Efficient information theoretic inference for conditional moment restrictions 0 0 2 72 1 3 8 167
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 1 34 0 1 5 209
Finite sample and asymptotic methods in econometrics 0 0 0 60 0 0 1 164
GEL CRITERIA FOR MOMENT CONDITION MODELS 0 0 3 19 0 1 6 87
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS 0 0 0 44 0 2 5 133
GEL statistics under weak identification 0 0 0 21 0 2 6 114
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 1 35 0 2 6 161
Generalized empirical likelihood non-nested tests 0 0 0 84 0 0 4 178
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 65 0 1 4 185
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 3 306 1 7 18 875
Likelihood Ratio Specification Tests 0 0 0 1 0 0 7 322
Neglected heterogeneity in moment condition models 0 0 0 18 0 1 2 82
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 0 0 0 103 0 0 5 304
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 0 0 0 22 1 1 5 128
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 0 0 37 0 0 0 124
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 0 2 349
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 73 0 1 3 208
Recent Developments in Empirical Likelihood and Related Methods 0 0 1 57 0 1 4 164
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 1 2 243 0 1 5 642
Structural analysis of vector error correction models with exogenous I(1) variables 1 7 26 673 4 21 91 1,433
TESTS OF RANK 0 0 4 61 0 1 11 166
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic 0 0 0 35 0 0 1 132
Testing the normality assumption in multivariate simultaneous limited dependent variable models 0 1 1 23 0 1 3 115
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 1 1 2 191
The Econometrics Journal of the Royal Economic Society 0 0 0 68 0 0 1 262
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 7 0 0 0 63
Total Journal Articles 32 101 400 9,542 91 293 1,112 25,479


Statistics updated 2021-06-03