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Consistent tests for the encompassing hypothesis
Smith, Richard J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880463
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Automatic positive semi-definite HAC covariance matrix and GMM estimation
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528193
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GEL criteria for moment condition models
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528224
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Local GEL methods for conditional moment restrictions
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003218148
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Weak instruments and empirical likelihood : a discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. Kitamura
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003161253
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003161259
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A unified approach to estimation and orthogonality tests in linear single equation econometric models
Pesaran, M. Hashem; Smith, Richard J. - 1989
Persistent link: https://www.econbiz.de/10000127644
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Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J. - 1990
Persistent link: https://www.econbiz.de/10000130937
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Non-nested tests for instrumental variable regression models with differing conditioning sets
Smith, Richard J. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000130938
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Tests of rank
Robin, Jean-Marc; Smith, Richard J. - 1994
Persistent link: https://www.econbiz.de/10000908209