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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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1
[Rezension von: Godfrey, L. G., Misspecification tests in econometrics]
Smith, Richard J.
- In:
Economica
58
(
1991
)
229
,
pp. 129-130
Persistent link: https://www.econbiz.de/10001344671
Saved in:
2
[Rezension von: White, H., Estimation, inference and specification analysis]
Smith, Richard J.
- In:
Economica
63
(
1996
)
251
,
pp. 522-524
Persistent link: https://www.econbiz.de/10001348393
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3
Some tests for misspecification in bivariate limited dependent variable models
Smith, Richard J.
Persistent link: https://www.econbiz.de/10001266395
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4
Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J.
- In:
Econometric theory
10
(
1994
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10001163338
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5
Alternative semi-parametric likelihood approaches to generalised method of moments estimation
Smith, Richard J.
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
441
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001216935
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6
Testing for exogeneity in limited dependent variable models using a simplified likelihood ratio statistic
Smith, Richard J.
- In:
Journal of applied econometrics
2
(
1987
)
3
,
pp. 237-245
Persistent link: https://www.econbiz.de/10001078462
Saved in:
7
On the use of distributional mis-specification checks in limited dependent variable models
Smith, Richard J.
- In:
The economic journal : the journal of the Royal …
99
(
1989
)
395
,
pp. 178-192
Persistent link: https://www.econbiz.de/10001078886
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8
Alternative asymptotically optimal tests and their application to dynamic specification
Smith, Richard J.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 665-680
Persistent link: https://www.econbiz.de/10001084858
Saved in:
9
Empirical likelihood estimation and inference
Smith, Richard J.
- In:
Applications of differential geometry to econometrics
,
(pp. 119-150)
.
2000
Persistent link: https://www.econbiz.de/10001554908
Saved in:
10
A note on likelihood ratio tests for the independence between a subset of stochastic regressors and disturbances
Smith, Richard J.
- In:
International economic review
25
(
1984
)
1
,
pp. 263-269
Persistent link: https://www.econbiz.de/10002818584
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