Browsing All of EconStor by Author Smith, Richard J.


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