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 0 0 120 0 0 0 359
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 0 0 1 309
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 0 3 248
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 2 527
Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005) 0 0 0 78 0 0 3 433
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 0 0 0 58
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries 0 0 0 282 0 2 6 1,588
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 0 1 6 475
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 1 1 181 0 2 2 470
Automatic positive semi-definite HAC covariance matrix and GMM estimation 0 0 0 251 0 1 3 1,046
Bounds Testing Approaches to the Analysis of Long Run Relationships 1 3 9 1,747 2 7 32 3,290
Bounds Testing Approaches to the Analysis of Long-run Relationships 2 2 12 1,602 4 9 37 4,007
Discrete choice non-response 0 0 1 102 0 0 3 416
Efficient Aggregation of Panel Qualitative Survey Data 0 1 1 73 0 1 5 146
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 0 0 0 34
Efficient information theoretic inference for conditional moment restrictions 0 0 0 182 0 1 1 421
Exogeneity in semiparametric moment condition models 0 0 2 64 0 0 3 106
GEL Criteria for Moment Condition Models 0 1 1 245 0 3 3 505
GEL methods for non-smooth moment indicators 0 0 0 149 0 0 3 366
Generalised empirical likelihood-based kernel density estimation 0 0 0 27 0 2 2 78
Generalised empirical likelihood-based kernel density estimation 0 0 0 54 0 0 2 130
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 0 0 0 254 0 0 0 851
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 230 0 0 2 665
Goodness of Fit Tests for Moment Condition Models 0 0 0 147 0 0 4 478
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 1 457 0 0 3 993
Least Squares Theory and the Hausman Specification Test 0 0 0 0 0 0 3 311
Local GEL methods for conditional moment restrictions 0 0 0 114 0 0 0 394
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 1 2 479
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 2 212 0 1 5 360
Regression-based seasonal unit root tests 0 0 0 57 0 0 2 190
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 1 3 10 1,948
Structural analysis of vector error correction models with exogenous I(1) variables 0 2 11 926 0 5 22 2,141
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 23 62 324 4,863
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 2 2 98
Tests of Rank 0 0 0 0 0 0 2 239
Tests of Rank in Reduced Rank Regression Models 0 0 0 61 0 0 7 600
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 0 0 0 179 0 0 2 490
Total Working Papers 3 10 41 7,856 31 103 507 30,779


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 63 0 1 3 298
A Monthly Indicator of GDP 0 0 0 3 0 0 3 34
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 1 1 14 0 1 1 66
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 0 1 143
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 0 0 0 22 0 1 7 135
Additional critical values and asymptotic representations for seasonal unit root tests 1 1 5 75 2 2 10 181
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 1 1 2 175 1 1 7 394
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 1 3 14 546 3 8 33 1,520
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 0 3 17 1,059
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 0 3 8 1,394
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 0 9 0 0 5 50
Bounds testing approaches to the analysis of level relationships 16 52 182 6,050 36 104 470 13,172
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 0 0 5 153 2 2 11 348
Discrete Choice Non-Response 0 0 0 25 1 1 4 123
Distributional specification tests against semiparametric alternatives 0 0 0 9 0 0 0 49
Duration response measurement error 0 0 1 58 1 1 2 172
EDITORIAL 0 0 0 13 0 0 4 63
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS 0 0 0 14 0 0 0 50
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 3 77
Efficient information theoretic inference for conditional moment restrictions 0 0 0 72 0 0 4 173
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 0 0 3 212
Finite sample and asymptotic methods in econometrics 1 1 1 61 1 1 1 165
GEL CRITERIA FOR MOMENT CONDITION MODELS 0 0 0 19 0 0 0 89
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS 0 0 1 45 0 2 8 142
GEL statistics under weak identification 0 1 2 23 0 1 3 117
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 0 35 0 0 0 163
Generalized empirical likelihood non-nested tests 0 0 0 84 1 1 1 181
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 65 0 0 0 185
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 2 4 311 0 4 10 888
Likelihood Ratio Specification Tests 0 0 0 1 1 1 2 327
Neglected heterogeneity in moment condition models 0 0 1 19 0 0 1 85
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 1 1 1 104 1 1 1 307
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 0 0 0 22 0 0 1 131
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 0 0 37 0 0 0 125
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 0 4 354
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 0 0 5 215
Recent Developments in Empirical Likelihood and Related Methods 0 2 4 61 0 4 10 176
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 1 1 1 244 3 3 5 648
Structural analysis of vector error correction models with exogenous I(1) variables 1 3 21 703 1 10 69 1,531
TESTS OF RANK 0 0 1 62 0 0 4 175
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic 0 0 0 35 0 0 0 132
Testing the normality assumption in multivariate simultaneous limited dependent variable models 0 0 2 25 0 0 3 118
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 0 0 191
The Econometrics Journal of the Royal Economic Society 0 0 0 68 0 0 1 263
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 7 0 0 0 64
Total Journal Articles 23 69 250 9,878 54 156 725 26,485


Statistics updated 2022-09-05