Richard J. Smith

Available identifiers

zbMath Open smith.richard-jMaRDI QIDQ238473

List of research outcomes

Publication	Date of Publication	Type
Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models	2021-07-16	Paper
Improved density and distribution function estimation	2019-10-11	Paper
Discrete Choice Non-Response	2019-01-23	Paper
Tests of additional conditional moment restrictions	2017-08-21	Paper
GEL statistics under weak identification	2017-05-12	Paper
Improving confidence set estimation when parameters are weakly identified	2016-09-13	Paper
Generalized empirical likelihood tests in time series models with potential identification failure	2016-06-03	Paper
Efficient information theoretic inference for conditional moment restrictions	2016-05-09	Paper
Neglected heterogeneity in moment condition models	2014-08-07	Paper
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance	2013-10-24	Paper
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation	2013-10-24	Paper
GEL CRITERIA FOR MOMENT CONDITION MODELS	2012-01-04	Paper
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS	2011-03-08	Paper
REGRESSION-BASED SEASONAL UNIT ROOT TESTS	2009-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q5447120	2008-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q5309195	2007-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q5474896	2006-06-26	Paper
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators	2006-06-19	Paper
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION	2006-03-22	Paper
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION	2005-10-18	Paper
Duration response measurement error	2003-04-02	Paper
Generalized empirical likelihood non-nested tests	2003-02-17	Paper
Structural analysis of vector error correction models with exogenous \(I(1)\) variables	2002-11-14	Paper
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration	2002-07-30	Paper
Recursive and rolling regression-based tests of the seasonal unit root hypothesis	2002-06-27	Paper
An automatic leading indicator of economic activity: forecasting GDP growth for European countries*	2002-02-19	Paper
TESTS OF RANK	2001-03-29	Paper
Likelihood Ratio Tests for Seasonal Unit Roots	2001-03-01	Paper
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration	1999-11-28	Paper
Additional critical values and asymptotic representations for seasonal unit root tests	1999-11-23	Paper
Automatic grid generation and flow solution for complex geometries	1998-08-30	Paper
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product	1998-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4338739	1997-11-09	Paper
Likelihood Ratio Specification Tests	1997-06-10	Paper
Bartlett corrections to likelihood ratio tests	1995-11-28	Paper
Coherency and estimation in simultaneous models with censored or qualitative dependent variables	1995-02-16	Paper
A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method	1995-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4311545	1994-10-30	Paper
Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments	1992-09-27	Paper
Distributional specification tests against semiparametric alternatives	1991-01-01	Paper
A unified approach to estimation and orthogonality tests in linear single-equation econometric models	1990-01-01	Paper
Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models	1989-01-01	Paper
Testing the normality assumption in multivariate simultaneous limited dependent variable models	1987-01-01	Paper
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification	1987-01-01	Paper
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply	1986-01-01	Paper
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances	1984-01-01	Paper

Research outcomes over time

Doctoral students

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