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Author ID: smith.richard-j Recent zbMATH articles by "Smith, Richard J."
Published as: Smith, Richard J.; Smith, Richard; Smith, R. J.
Homepage: http://www.econ.cam.ac.uk/people/emeritus/rjs27
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 666 times in 505 Documents Cited by Year
Higher order properties of GMM and generalized empirical likelihood estimators. Zbl 1151.62313
Newey, Whitney K.; Smith, Richard J.
246
2004
Generalized empirical likelihood estimators and tests under partial, weak, and strong identification. Zbl 1083.62086
Guggenberger, Patrik; Smith, Richard J.
40
2005
An exogeneity test for a simultaneous equation Tobit model with an application to labor supply. Zbl 0606.62136
Smith, Richard J.; Blundell, Richard W.
40
1986
Test of rank. Zbl 0957.62047
Robin, Jean-Marc; Smith, Richard J.
37
2000
Additional critical values and asymptotic representations for seasonal unit root tests. Zbl 1041.62517
Smith, Richard J.; Taylor, A. M. Robert
32
1998
Generalized empirical likelihood tests in time series models with potential identification failure. Zbl 1418.62325
Guggenberger, Patrik; Smith, Richard J.
21
2008
GEL criteria for moment condition models. Zbl 1228.62040
Smith, Richard J.
20
2011
Estimation in a class of simultaneous equation limited dependent variable models. Zbl 0658.62137
Blundell, Richard W.; Smith, Richard J.
17
1989
Regression-based seasonal unit root tests. Zbl 1279.62174
Smith, Richard J.; Taylor, A. M. Robert; del Barrio Castro, Tomas
15
2009
Non-nested tests for competing models estimated by generalized method of moments. Zbl 0761.62171
Smith, Richard J.
15
1992
Likelihood ratio specification tests. Zbl 0870.62015
Chesher, Andrew; Smith, Richard J.
15
1997
Structural analysis of vector error correction models with exogenous \(I(1)\) variables. Zbl 0997.62070
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J.
14
2000
Likelihood ratio tests for seasonal unit roots. Zbl 0956.62086
Smith, Richard J.; Taylor, Robert A. M.
14
1999
Automatic positive semidefinite HAC covariance matrix and GMM estimation. Zbl 1072.62081
Smith, Richard J.
13
2005
Generalized empirical likelihood non-nested tests. Zbl 1030.62036
Ramalho, Joaquim J. S.; Smith, Richard J.
13
2002
Coherency and estimation in simultaneous models with censored or qualitative dependent variables. Zbl 0806.62094
Blundell, Richard; Smith, Richard J.
11
1994
GEL methods for nonsmooth moment indicators. Zbl 1207.62074
Parente, Paulo M. D. C.; Smith, Richard J.
10
2011
Efficient information theoretic inference for conditional moment restrictions. Zbl 1418.62126
Smith, Richard J.
9
2007
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation. Zbl 1273.91385
Smith, Richard J.
9
1985
A generalized \(R^ 2\) criterion for regression models estimated by the instrumental variables method. Zbl 0805.62098
Pesaran, M. Hashem; Smith, Richard J.
8
1994
Alternative asymptotically optimal tests and their application to dynamic specification. Zbl 0657.62127
Smith, Richard J.
7
1987
Computational model of flexible membrane wings in steady laminar flow. Zbl 0858.73064
Smith, Richard; Shyy, Wei
7
1995
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance. Zbl 1273.91384
Smith, Richard
7
1983
Testing the normality assumption in multivariate simultaneous limited dependent variable models. Zbl 0638.62110
Smith, Richard J.
6
1987
A note on likelihood ratio tests for the independence between a subset of stochastic regressors and disturbances. Zbl 0537.62097
Smith, Richard J.
6
1984
The power of some tests for difference stationarity under local heteroscedastic integration. Zbl 0926.62084
McCabe, Brendan P. M.; Smith, Richard J.
5
1998
Bartlett corrections to likelihood ratio tests. Zbl 0825.62385
Chesher, Andrew; Smith, Richard J.
5
1995
A unified approach to estimation and orthogonality tests in linear single-equation econometric models. Zbl 0712.62103
Pesaran, M. Hashem; Smith, Richard J.
5
1990
An automatic leading indicator of economic activity: forecasting GDP growth for European countries. Zbl 0989.91094
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J.; Weale, Martin R.
4
2001
Trees, Gâteaux norms and a problem of Haydon. Zbl 1117.46006
Smith, Richard J.
3
2007
Survival of a diffusing particle in an expanding cage. Zbl 1145.82016
Bray, Alan J.; Smith, Richard
3
2007
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters. Zbl 1120.62029
Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J.
3
2005
Distributional specification tests against semiparametric alternatives. Zbl 0722.62068
Peters, Simon; Smith, Richard J.
3
1991
Duration response measurement error. Zbl 1020.62119
Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J.
3
2002
GEL statistics under weak identification. Zbl 1443.62454
Guggenberger, Patrik; Ramalho, Joaquim J. S.; Smith, Richard J.
3
2012
The survival probability of a diffusing particle constrained by two moving, absorbing boundaries. Zbl 1111.76055
Bray, Alan J.; Smith, Richard
2
2007
Weak instruments and empirical likelihood: a discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. Kitamura. Zbl 05245024
Smith, Richard J.
2
2007
Trees, linear orders and Gâteaux smooth norms. Zbl 1153.46003
Smith, Richard J.
2
2007
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. Zbl 1469.62346
Parente, Paulo M. D. C.; Smith, Richard J.
2
2021
Discrete choice non-response. Zbl 1409.62078
Ramalho, Esmeralda A.; Smith, Richard J.
2
2013
An explicit representation of Bloor-Wilson PDE surface model by using canonical basis for Hermite interpolation. Zbl 0951.65017
Huband, J.; Li, W.; Smith, R.
1
1999
Measurement error with accounting constraints: Point and interval estimation for latent data with an application to U. K. Gross Domestic Product. Zbl 0910.90079
Smith, Richard J.; Weale, Martin R.; Satchell, Steven E.
1
1998
A Gaussian model for estimating odour emissions from area sources. Zbl 0825.86001
Smith, R. J.
1
1995
Automatic grid generation and flow solution for complex geometries. Zbl 0894.76069
Smith, Richard J.; Johnston, Leslie J.
1
1996
Recursive and rolling regression-based tests of the seasonal unit root hypothesis. Zbl 0988.62055
Smith, Richard J.; Taylor, A. M. Robert
1
2001
Steady-state vep-based brain-computer interface control in an immersive 3d gaming environment. Zbl 1095.92012
Lalor, E. C.; Kelly, S. P.; Finucane, C.; Burke, R.; Smith, R.; Reilly, R. B.; McDarby, G.
1
2005
A novel approach to engineering computations for complex aerodynamic flows. Zbl 0875.76507
Smith, R. J.; Johnston, L. J.
1
1994
Lipschitz-free spaces over manifolds and the metric approximation property. Zbl 1523.46012
Smith, Richard J.; Talimdjioski, Filip
1
2023
Lipschitz-free spaces over manifolds and the metric approximation property. Zbl 1523.46012
Smith, Richard J.; Talimdjioski, Filip
1
2023
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. Zbl 1469.62346
Parente, Paulo M. D. C.; Smith, Richard J.
2
2021
Discrete choice non-response. Zbl 1409.62078
Ramalho, Esmeralda A.; Smith, Richard J.
2
2013
GEL statistics under weak identification. Zbl 1443.62454
Guggenberger, Patrik; Ramalho, Joaquim J. S.; Smith, Richard J.
3
2012
GEL criteria for moment condition models. Zbl 1228.62040
Smith, Richard J.
20
2011
GEL methods for nonsmooth moment indicators. Zbl 1207.62074
Parente, Paulo M. D. C.; Smith, Richard J.
10
2011
Regression-based seasonal unit root tests. Zbl 1279.62174
Smith, Richard J.; Taylor, A. M. Robert; del Barrio Castro, Tomas
15
2009
Generalized empirical likelihood tests in time series models with potential identification failure. Zbl 1418.62325
Guggenberger, Patrik; Smith, Richard J.
21
2008
Efficient information theoretic inference for conditional moment restrictions. Zbl 1418.62126
Smith, Richard J.
9
2007
Trees, Gâteaux norms and a problem of Haydon. Zbl 1117.46006
Smith, Richard J.
3
2007
Survival of a diffusing particle in an expanding cage. Zbl 1145.82016
Bray, Alan J.; Smith, Richard
3
2007
The survival probability of a diffusing particle constrained by two moving, absorbing boundaries. Zbl 1111.76055
Bray, Alan J.; Smith, Richard
2
2007
Weak instruments and empirical likelihood: a discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. Kitamura. Zbl 05245024
Smith, Richard J.
2
2007
Trees, linear orders and Gâteaux smooth norms. Zbl 1153.46003
Smith, Richard J.
2
2007
Generalized empirical likelihood estimators and tests under partial, weak, and strong identification. Zbl 1083.62086
Guggenberger, Patrik; Smith, Richard J.
40
2005
Automatic positive semidefinite HAC covariance matrix and GMM estimation. Zbl 1072.62081
Smith, Richard J.
13
2005
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters. Zbl 1120.62029
Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J.
3
2005
Steady-state vep-based brain-computer interface control in an immersive 3d gaming environment. Zbl 1095.92012
Lalor, E. C.; Kelly, S. P.; Finucane, C.; Burke, R.; Smith, R.; Reilly, R. B.; McDarby, G.
1
2005
Higher order properties of GMM and generalized empirical likelihood estimators. Zbl 1151.62313
Newey, Whitney K.; Smith, Richard J.
246
2004
Generalized empirical likelihood non-nested tests. Zbl 1030.62036
Ramalho, Joaquim J. S.; Smith, Richard J.
13
2002
Duration response measurement error. Zbl 1020.62119
Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J.
3
2002
An automatic leading indicator of economic activity: forecasting GDP growth for European countries. Zbl 0989.91094
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J.; Weale, Martin R.
4
2001
Recursive and rolling regression-based tests of the seasonal unit root hypothesis. Zbl 0988.62055
Smith, Richard J.; Taylor, A. M. Robert
1
2001
Test of rank. Zbl 0957.62047
Robin, Jean-Marc; Smith, Richard J.
37
2000
Structural analysis of vector error correction models with exogenous \(I(1)\) variables. Zbl 0997.62070
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J.
14
2000
Likelihood ratio tests for seasonal unit roots. Zbl 0956.62086
Smith, Richard J.; Taylor, Robert A. M.
14
1999
An explicit representation of Bloor-Wilson PDE surface model by using canonical basis for Hermite interpolation. Zbl 0951.65017
Huband, J.; Li, W.; Smith, R.
1
1999
Additional critical values and asymptotic representations for seasonal unit root tests. Zbl 1041.62517
Smith, Richard J.; Taylor, A. M. Robert
32
1998
The power of some tests for difference stationarity under local heteroscedastic integration. Zbl 0926.62084
McCabe, Brendan P. M.; Smith, Richard J.
5
1998
Measurement error with accounting constraints: Point and interval estimation for latent data with an application to U. K. Gross Domestic Product. Zbl 0910.90079
Smith, Richard J.; Weale, Martin R.; Satchell, Steven E.
1
1998
Likelihood ratio specification tests. Zbl 0870.62015
Chesher, Andrew; Smith, Richard J.
15
1997
Automatic grid generation and flow solution for complex geometries. Zbl 0894.76069
Smith, Richard J.; Johnston, Leslie J.
1
1996
Computational model of flexible membrane wings in steady laminar flow. Zbl 0858.73064
Smith, Richard; Shyy, Wei
7
1995
Bartlett corrections to likelihood ratio tests. Zbl 0825.62385
Chesher, Andrew; Smith, Richard J.
5
1995
A Gaussian model for estimating odour emissions from area sources. Zbl 0825.86001
Smith, R. J.
1
1995
Coherency and estimation in simultaneous models with censored or qualitative dependent variables. Zbl 0806.62094
Blundell, Richard; Smith, Richard J.
11
1994
A generalized \(R^ 2\) criterion for regression models estimated by the instrumental variables method. Zbl 0805.62098
Pesaran, M. Hashem; Smith, Richard J.
8
1994
A novel approach to engineering computations for complex aerodynamic flows. Zbl 0875.76507
Smith, R. J.; Johnston, L. J.
1
1994
Non-nested tests for competing models estimated by generalized method of moments. Zbl 0761.62171
Smith, Richard J.
15
1992
Distributional specification tests against semiparametric alternatives. Zbl 0722.62068
Peters, Simon; Smith, Richard J.
3
1991
A unified approach to estimation and orthogonality tests in linear single-equation econometric models. Zbl 0712.62103
Pesaran, M. Hashem; Smith, Richard J.
5
1990
Estimation in a class of simultaneous equation limited dependent variable models. Zbl 0658.62137
Blundell, Richard W.; Smith, Richard J.
17
1989
Alternative asymptotically optimal tests and their application to dynamic specification. Zbl 0657.62127
Smith, Richard J.
7
1987
Testing the normality assumption in multivariate simultaneous limited dependent variable models. Zbl 0638.62110
Smith, Richard J.
6
1987
An exogeneity test for a simultaneous equation Tobit model with an application to labor supply. Zbl 0606.62136
Smith, Richard J.; Blundell, Richard W.
40
1986
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation. Zbl 1273.91385
Smith, Richard J.
9
1985
A note on likelihood ratio tests for the independence between a subset of stochastic regressors and disturbances. Zbl 0537.62097
Smith, Richard J.
6
1984
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance. Zbl 1273.91384
Smith, Richard
7
1983
all top 5

Cited by 643 Authors

21 Otsu, Taisuke
19 Smith, Richard J.
18 Taylor, A. M. Robert
13 Bravo, Francesco
10 del Barrio Castro, Tomas
10 Guggenberger, Patrik
9 Caner, Mehmet
8 Rodrigues, Paulo M. M.
7 Andrews, Donald Wilfrid Kao
7 Renault, Eric
7 Zhao, Zhiwen
6 Chesher, Andrew
6 Hall, Alastair R.
6 Matsushita, Yukitoshi
6 Osborn, Denise R.
6 Wang, Dehui
5 Chen, Xiaohong
5 Dufour, Jean-Marie
5 Guay, Alain
5 Han, Peisong
5 Kunitomo, Naoto
5 Mukerjee, Rahul
5 Newey, Whitney Kent
5 Pesaran, M. Hashem
5 Phillips, Peter Charles Bonest
5 Ramalho, Joaquim J. S.
4 Antoine, Bertille
4 Arslan, Olcay
4 Chambers, Marcus J.
4 Chang, In Hong
4 Chang, Jinyuan
4 Kundhi, Gubhinder
4 Ozdemir, Senay
4 Parente, Paulo M. D. C.
4 Peng, Cuixin
4 Rilstone, Paul
4 Tang, Niansheng
4 Whang, Yoon-Jae
4 Zhao, Puying
3 Almeida, Caio
3 Anderson, Theodore Wilbur jun.
3 Blundell, Richard W.
3 Camponovo, Lorenzo
3 Carrasco, Marine
3 Chaudhuri, Saraswata
3 Cheng, Xu
3 Cordeiro, Gauss Moutinho
3 Cribari-Neto, Francisco
3 Crudu, Federico
3 Dovonon, Prosper
3 Eroğlu, Burak Alparslan
3 Göğebakan, Kemal Çağlar
3 Gospodinov, Nikolay
3 Hahn, Jinyong
3 Harari-Kermadec, Hugo
3 He, Shuyuan
3 Hwang, Jungbin
3 Inoue, Atsushi
3 Jacho-Chávez, David Tomás
3 Kapetanios, George
3 Keziou, Amor
3 Lee, Lung-Fei
3 Liang, Wei
3 Lieberman, Offer
3 Orme, Chris D.
3 Peng, Liang
3 Pigini, Claudia
3 Ragusa, Giuseppe
3 Schorfheide, Frank
3 Tan, Zhiqiang
3 Tang, Chengyong
3 Trognon, Alain
3 Wu, Changbao
3 Xiao, Ruli
3 Xu, Keli
2 Ai, Chunrong
2 Akashi, Fumiya
2 Allen, Jason
2 Ardison, Kym
2 Aruoba, S. Borağan
2 Breunig, Christoph
2 Broniatowski, Michel
2 Burridge, Peter
2 Canay, Ivan A.
2 Cavaliere, Giuseppe
2 Chen, Jiahua
2 Chen, Songxi
2 Chou, Ta-Sheng
2 Dagenais, Marcel G.
2 Dai, Hongsheng
2 Doko Tchatoka, Firmin
2 Fang, Jianglin
2 Fang, Ying
2 Fernández-Val, Iván
2 Garcia, René
2 Gourieroux, Christian
2 Gregoir, Stéphane
2 Harvey, David I.
2 Hausman, Jerry Allen
2 Haziza, David
...and 543 more Authors
all top 5

Cited in 75 Serials

155 Journal of Econometrics
48 Econometric Theory
47 Econometric Reviews
22 Economics Letters
17 Journal of Time Series Analysis
16 Journal of Multivariate Analysis
14 The Econometrics Journal
13 Journal of Statistical Planning and Inference
13 Communications in Statistics. Theory and Methods
13 Computational Statistics and Data Analysis
8 The Annals of Statistics
7 Statistics & Probability Letters
6 The Canadian Journal of Statistics
6 Communications in Statistics. Simulation and Computation
6 Journal of Statistical Computation and Simulation
6 Electronic Journal of Statistics
5 Biometrics
5 Computational Statistics
5 Journal of Business and Economic Statistics
4 Annals of the Institute of Statistical Mathematics
4 Mathematics and Computers in Simulation
4 Statistical Methods and Applications
4 Journal of Econometric Methods
3 Statistics
3 Statistical Science
3 Journal of Economic Dynamics & Control
3 Test
3 Bernoulli
3 Journal of Nonparametric Statistics
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Statistical Papers
2 Statistica Sinica
2 Studies in Nonlinear Dynamics and Econometrics
2 Journal of Applied Statistics
2 Statistical Inference for Stochastic Processes
2 AStA. Advances in Statistical Analysis
1 Applied Mathematics and Computation
1 Econometrica
1 International Statistical Review
1 Journal of Computational and Applied Mathematics
1 Mathematics of Operations Research
1 Operations Research
1 Statistica Neerlandica
1 Social Choice and Welfare
1 Acta Mathematicae Applicatae Sinica. English Series
1 International Journal of Approximate Reasoning
1 Mathematical and Computer Modelling
1 Neural Computation
1 Applied Mathematical Modelling
1 Computational Economics
1 SIAM Journal on Scientific Computing
1 Open Economies Review
1 Arab Journal of Mathematical Sciences
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Australian & New Zealand Journal of Statistics
1 Discrete Dynamics in Nature and Society
1 Journal of Economic Growth
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 Journal of Systems Science and Complexity
1 Journal of the Korean Statistical Society
1 The B. E. Journal of Theoretical Economics
1 The Annals of Applied Statistics
1 Journal of the Italian Statistical Society
1 Advances in Decision Sciences
1 Journal of Computational and Graphical Statistics
1 Quantitative Economics
1 Statistics and Computing
1 Bayesian Analysis
1 Journal of Time Series Econometrics
1 Journal of the Japan Statistical Society. Japanese Issue
1 Japanese Journal of Statistics and Data Science
1 Statistical Theory and Related Fields

Citations by Year