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, […]

Paulo Parente, Richard J. Smith
25 April 2024 | CWP08/24
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 […]

Paulo Parente, Richard J. Smith
30 October 2019 | CWP60/19
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 […]

Nicky L. Grant, Richard J. Smith
30 January 2019 | CWP05/19
Kernel block bootstrap

This article introduces and investigates the properties of a new bootstrap method for time-series data, the […]

Paulo Parente, Richard J. Smith
25 July 2018 | CWP48/18
Improved density and distribution function estimation

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators […]

Vitaliy Oryshchenko, Richard J. Smith
23 July 2018 | CWP47/18
GEL-based inference with unconditional moment inequality restrictions

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and […]

Nicky L. Grant, Richard J. Smith
28 March 2018 | CWP23/18