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 0 121 0 0 0 362
ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY 0 0 0 0 0 0 1 310
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 0 0 248
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 0 527
Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005) 0 0 0 78 0 0 0 435
Alternative Asymptotically Optimal Tests in Econometrics 0 0 0 0 0 0 1 60
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries 0 0 0 282 1 2 8 1,606
An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply 0 0 0 0 1 1 5 486
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 1 1 1 471
Automatic positive semi-definite HAC covariance matrix and GMM estimation 0 0 0 252 1 2 3 1,052
Bounds Testing Approaches to the Analysis of Long Run Relationships 1 5 19 1,797 3 12 63 3,474
Bounds Testing Approaches to the Analysis of Long-run Relationships 1 2 4 1,616 3 6 17 4,059
Discrete choice non-response 0 0 0 102 0 0 0 419
Efficient Aggregation of Panel Qualitative Survey Data 0 0 1 74 0 0 1 149
Efficient Testing for Weak Exogeneity Using Limited Information 0 0 0 0 1 1 1 35
Efficient information theoretic inference for conditional moment restrictions 0 0 0 182 0 0 0 421
Exogeneity in semiparametric moment condition models 0 0 1 66 0 0 1 109
GEL Criteria for Moment Condition Models 0 0 0 247 0 1 3 512
GEL methods for non-smooth moment indicators 0 0 0 149 1 1 1 368
Generalised empirical likelihood-based kernel density estimation 0 0 0 54 0 1 8 139
Generalised empirical likelihood-based kernel density estimation 0 0 1 28 0 0 1 82
Generalized empirical likelihood estimators and tests under partial, weak and strong identification 0 0 0 254 0 0 1 853
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 230 0 0 1 667
Goodness of Fit Tests for Moment Condition Models 0 0 1 148 1 1 3 483
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 0 458 0 0 3 1,003
Least Squares Theory and the Hausman Specification Test 0 0 0 0 0 0 4 315
Local GEL methods for conditional moment restrictions 0 0 0 115 0 1 2 398
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 1 480
NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS 0 0 0 0 0 0 1 668
Principal Components Instrumental Variable Estimation 1 1 1 216 2 2 3 378
Regression-based seasonal unit root tests 0 0 0 57 0 0 1 191
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 1 1 13 1,977
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 1 933 0 3 4 2,166
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 15 53 217 5,491
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 0 0 99
Tests of Rank 0 0 0 0 0 1 2 244
Tests of Rank in Reduced Rank Regression Models 0 0 0 61 0 0 0 602
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura 0 0 0 181 0 0 1 498
Total Working Papers 3 8 29 7,944 31 90 372 31,837


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 67 0 0 3 306
A Monthly Indicator of GDP 0 0 0 5 0 0 1 37
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances 0 0 0 14 0 0 0 66
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 0 1 144
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION 0 0 0 22 0 0 0 135
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 0 75 0 1 1 183
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation 0 0 2 184 0 0 2 410
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply 0 0 0 548 3 6 7 1,548
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 7 20 1,096
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 0 1 4 1,403
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity 0 0 0 9 0 0 0 50
Bounds testing approaches to the analysis of level relationships 7 35 229 6,554 26 93 551 14,339
Coherency and estimation in simultaneous models with censored or qualitative dependent variables 0 0 2 158 0 0 5 356
Discrete Choice Non-Response 0 0 1 29 0 0 1 129
Distributional specification tests against semiparametric alternatives 0 0 0 9 0 0 0 49
Duration response measurement error 0 0 0 58 0 0 0 173
EDITORIAL 0 0 0 13 0 0 2 66
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS 0 0 0 14 0 0 1 51
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA 0 0 0 0 0 0 2 79
Efficient information theoretic inference for conditional moment restrictions 0 0 0 72 0 1 4 177
FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA 0 0 0 34 0 0 1 213
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 0 1 168
GEL CRITERIA FOR MOMENT CONDITION MODELS 0 0 0 19 0 0 0 90
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS 0 0 0 45 0 0 1 146
GEL statistics under weak identification 1 1 1 24 1 1 1 122
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION 0 0 0 40 1 2 2 171
Generalized empirical likelihood non-nested tests 0 0 0 84 0 0 1 182
Generalized empirical likelihood tests in time series models with potential identification failure 0 0 0 68 0 0 1 191
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 1 5 321 0 2 9 908
Likelihood Ratio Specification Tests 0 0 0 1 0 0 1 330
Neglected heterogeneity in moment condition models 0 0 0 20 0 0 1 88
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments 0 0 0 105 0 1 1 311
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models 0 0 0 22 0 0 0 132
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance 0 0 0 38 0 0 1 127
Quantification of Qualitative Firm-Level Survey Data 0 0 0 69 0 0 2 360
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 0 2 2 217
Recent Developments in Empirical Likelihood and Related Methods 0 0 0 61 0 0 1 181
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 1 1 246 0 1 2 654
Structural analysis of vector error correction models with exogenous I(1) variables 1 5 20 754 3 9 54 1,671
TESTS OF RANK 0 0 0 62 0 0 0 178
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 0 26 1 1 2 121
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 0 0 192
The Econometrics Journal of the Royal Economic Society 0 0 0 68 0 0 0 264
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation 0 0 0 7 0 0 1 65
Total Journal Articles 9 43 263 10,485 36 128 690 28,011


Statistics updated 2025-03-03