Centre Fellows

Richard Smith

Professor of Econometrics, University of Cambridge

Selected Publications

Discrete choice non-response

Missing values are endemic in the data sets available to econometricians. This paper suggests a semiparametrically […]

Richard Smith, Esmerelda A. Ramalho
31 January 2013 | Journal Article

Previous version

Discrete choice non-response
Richard Smith, Esmerelda A. Ramalho
29 July 2003 | CWP07/03
Exogeneity in semiparametric moment condition models

The primary concern of this article is the provision of definitions and tests for exogeneity appropriate […]

Richard Smith, Paulo Parente
15 October 2012 | CWP30/12
GEL Criteria for Moment Condition Models

GEL methods that generalize and extend previous contributions are defined and analyzed for moment condition models […]

Richard Smith
1 December 2011 | Journal Article

Previous version

GEL Criteria for Moment Condition Models
Richard Smith
1 December 2004 | CWP19/04
Tests for neglected heterogeneity in moment condition models

The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity […]

Richard Smith, Whitney K. Newey, Jinyong Hahn
13 July 2011 | CWP26/11
GEL methods for non-smooth moment indicators

This paper considers the first-order large sample properties of the generalized empirical likelihood (GEL) class of […]

Richard Smith, Paulo Parente
28 February 2011 | Journal Article

Previous version

GEL methods for non-smooth moment indicators
Richard Smith, Paulo Parente
8 July 2008 | CWP19/08
Automatic positive semi-definite HAC covariance matrix and GMM estimation

This paper proposes a new class of HAC covariance matrix estimators. The standard HAC estimation method […]

Richard Smith
24 May 2010 | Journal Article

Previous version

GEL methods for non-smooth moment indicators

This paper considers the first order large sample properties of the GEL class of estimators for […]

Richard Smith, Paulo Parente
8 July 2008 | CWP19/08

Latest version

GEL methods for non-smooth moment indicators
Richard Smith, Paulo Parente
28 February 2011 | Journal Article
Generalized empirical likelihood tests in time series models with potential identification failure

We introduce test statistics based on generalized empirical likelihood methods that can be used to test […]

Patrik Buggenberger, Richard Smith
1 January 2008 | Journal Article

Previous version

Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura

Initially this discussion briefly reviews the contributions of Andrews and Stock and Kitamura, henceforth A, S […]

Richard Smith
1 August 2007 | Journal Article

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Efficient information theoretic inference for conditional moment restrictions

The generalized method of moments estimator may be substantially biased in finite samples, especially so when […]

Richard Smith
1 June 2007 | Journal Article

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