Richard J. Smith
Selected Publications
Implied probability kernel block bootstrap for time series moment condition models
This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018, […]
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
This paper applies a novel bootstrap method, the kernel block bootstrap, to quasi-maximum likelihood estimation of […]
Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix
The particular concern of this paper is the construction of a confidence region with pointwise asymptotically […]
Kernel block bootstrap
This article introduces and investigates the properties of a new bootstrap method for time-series data, the […]
Improved density and distribution function estimation
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators […]
GEL-based inference with unconditional moment inequality restrictions
This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and […]