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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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Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation : received 5.3.1984
Smith, Richard J. - In: Economics letters 17 (1985) 1/2, pp. 87-90
Persistent link: https://www.econbiz.de/10002818588
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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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Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J. - In: Econometric theory 21 (2005) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10002674667
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[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
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[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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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
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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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Some tests for misspecification in bivariate limited dependent variable models
Smith, Richard J.
Persistent link: https://www.econbiz.de/10001266395