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 […]

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