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 3 583
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 1 113 3 4 6 331
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 0 0 0 303
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 1 1 234
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 1 1 2 517
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 0 2 5 50
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 1 2 4 428
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 180 0 2 4 456
Automatic positive semi-definite HAC covariance matrix and GMM estimation 0 1 1 251 0 2 3 1,020
Bounds Testing Approaches to the Analysis of Long Run Relationships 2 5 35 1,718 8 22 96 3,141
Bounds Testing Approaches to the Analysis of Long-run Relationships 2 4 14 1,538 9 23 82 3,716
Credibility of the Russian Stabilisation Programme in 1995-98 0 0 0 282 1 3 6 1,567
Discrete choice non-response 0 0 0 101 1 1 2 400
Efficient Aggregation of Panel Qualitative Survey Data 0 0 0 72 2 4 9 128
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 0 0 1 26
Efficient information theoretic inference for conditional moment restrictions 0 2 2 182 0 3 5 413
Employment Security and European Labour Demand: A Panel Study Across 16 Industries 0 0 0 78 1 1 1 418
Exogeneity in semiparametric moment condition models 0 0 0 60 2 2 3 90
GEL Criteria for Moment Condition Models 1 1 1 242 2 3 5 487
GEL methods for non-smooth moment indicators 0 1 1 148 0 6 7 349
Generalised empirical likelihood-based kernel density estimation 1 1 3 51 2 6 13 115
Generalised empirical likelihood-based kernel density estimation 1 1 3 26 5 6 13 58
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 0 0 0 253 1 1 1 841
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 230 1 1 1 654
Goodness of Fit Tests for Moment Condition Models 0 1 1 140 2 6 13 427
Higher order properties of GMM and generalised empirical likelihood estimators 2 2 3 449 3 5 9 963
Least Squares Theory and the Hausman Specification Test 0 0 0 0 0 1 2 297
Local GEL methods for conditional moment restrictions 0 0 1 114 1 1 3 384
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 4 469
NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS 0 0 0 0 0 0 0 660
Principal Components Instrumental Variable Estimation 1 4 7 203 1 6 18 314
Regression-based seasonal unit root tests 0 0 1 56 0 1 4 178
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 1 5 15 1,890
Structural analysis of vector error correction models with exogenous I(1) variables 1 2 9 907 3 7 24 2,077
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 32 109 356 3,708
Tests for neglected heterogeneity in moment condition models 0 0 1 62 0 1 5 90
Tests of Rank 0 0 0 0 1 3 7 218
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 0 0 1 176 0 1 4 480
Total Working Papers 11 25 85 7,693 86 246 737 28,480


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 2 59 1 1 10 276
A Monthly Indicator of GDP 0 0 0 3 2 2 4 29
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 0 0 13 0 1 1 56
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 0 2 122
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 0 0 0 22 0 0 2 113
Additional critical values and asymptotic representations for seasonal unit root tests 0 1 1 70 0 2 3 158
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 0 0 4 168 2 5 20 366
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 1 5 15 503 6 12 40 1,388
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 2 269 1 2 9 1,006
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 0 2 7 1,364
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 0 9 1 1 2 39
Bounds testing approaches to the analysis of level relationships 42 105 450 5,150 84 235 1,042 10,977
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 1 2 2 145 2 4 6 319
Discrete Choice Non-Response 0 1 2 25 0 1 7 102
Distributional specification tests against semiparametric alternatives 0 0 0 9 0 1 1 45
Duration response measurement error 0 0 3 56 2 3 8 156
EDITORIAL 0 0 0 13 1 1 4 47
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS 0 0 0 14 1 1 1 44
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 0 56
Efficient information theoretic inference for conditional moment restrictions 0 1 2 70 0 1 6 154
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA 0 0 0 33 1 1 4 200
Finite sample and asymptotic methods in econometrics 0 0 1 60 1 3 5 159
GEL CRITERIA FOR MOMENT CONDITION MODELS 0 0 0 15 2 3 7 75
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS 0 0 1 43 0 3 4 118
GEL statistics under weak identification 0 1 3 21 0 3 7 100
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 0 33 3 4 4 147
Generalized empirical likelihood non-nested tests 0 1 1 84 0 1 2 172
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 2 65 1 2 7 176
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 1 1 1 303 3 5 12 846
Likelihood Ratio Specification Tests 0 0 0 1 1 1 1 307
Neglected heterogeneity in moment condition models 0 0 0 18 0 0 4 77
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 0 0 0 103 0 0 1 292
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 0 0 0 22 0 0 1 119
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 0 0 37 0 0 1 120
Quantification of Qualitative Firm-Level Survey Data 0 0 0 68 0 1 2 337
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 72 0 0 0 199
Recent Developments in Empirical Likelihood and Related Methods 0 0 2 54 1 3 10 145
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 0 1 241 0 0 3 628
Structural analysis of vector error correction models with exogenous I(1) variables 4 11 44 627 15 36 144 1,235
TESTS OF RANK 2 3 6 55 3 7 18 140
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic 0 0 0 35 0 0 0 128
Testing the normality assumption in multivariate simultaneous limited dependent variable models 0 0 0 22 1 1 1 110
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 1 1 2 184
The Econometrics Journal of the Royal Economic Society 0 0 0 68 2 2 6 257
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 7 0 1 2 55
Total Journal Articles 52 133 545 8,775 138 353 1,423 23,143


Statistics updated 2019-09-09