Browsing All of EconStor by Author Smith, Richard J.

Jump to a point in the index:
Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2003 Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identificationGuggenberger, Patrik; Smith, Richard J.
2003 Higher order properties of GMM and generalized empirical likelihood estimatorsNewey, Whitney K.; Smith, Richard J.
2003 Discrete choice nonresponseRamalho, Esmerelda A.; Smith, Richard J.
2004 GEL criteria for moment condition modelsSmith, Richard J.
2004 Automatic positive semi-definite HAC covariance matrix and GMM estimationSmith, Richard J.
2005 Weak instruments and empirical likelihood: A discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. KitamuraSmith, Richard J.
2005 Local gel methods for conditional moment restrictionsSmith, Richard J.
2005 Generalized empirical likelihood tests in time models with potential identification failureGuggenberger, Patrik; Smith, Richard J.
2005 Efficient information theoretic inference for conditional moment restrictionsSmith, Richard J.
2008 GEL methods for nonsmooth moment indicatorsParente, Paulo; Smith, Richard J.
2011 Tests for neglected heterogeneity in moment condition modelsHahn, Jinyong; Newey, Whitney K.; Smith, Richard J.
2012 Exogeneity in semiparametric moment condition modelsParente, Paulo M. D. C.; Smith, Richard J.
2018 Improved density and distribution function estimationOryshchenko, Vitaliy; Smith, Richard J.
2018 Kernel block bootstrapParente, Paulo M. D. C.; Smith, Richard J.
2018 GEL-based inference with unconditional moment inequality restrictionsGrant, Nicky L.; Smith, Richard J.
2019 Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrixGrant, Nicky L.; Smith, Richard J.
2019 Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic modelsParente, Paulo M. D. C.; Smith, Richard J.