Richard J. Smith
Selected Publications
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 […]