Richard Smith

Professor of Econometrics, University of Cambridge

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Selected Publications

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

Esmerelda A. Ramalho, Richard Smith

29 July 2003 | CWP07/03

Esmerelda A. Ramalho, Richard Smith

31 January 2013 | Journal Article

The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) […]

Patrik Buggenberger, Richard Smith

29 July 2003 | CWP08/03

Buggenberger, Patrick, Richard Smith

1 August 2005 | Journal Article

In an effort to improve the small sample properties of generalized method of moments(GMM) estimators, a […]

Whitney K. Newey, Richard Smith

1 June 2003 | CWP04/03

Whitney K. Newey, Richard Smith

1 January 2004 | Journal Article

The impact of response measurement error in duration data is investigated using small parameter asymptotic approximations […]

Andrew Chesher, Montezuma Dumangane, Richard Smith

1 June 2002 | Journal Article

Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied […]

Andrew Chesher, Richard Smith

5 May 1997 | Journal Article

Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied […]

Andrew Chesher, Richard Smith

1 May 1997 | Journal Article

This note resolves two conflicting published corrections to Hayakawa’s (1977) expansion of the likelihood ratio statistic, […]

Andrew Chesher, Richard Smith

1 June 1995 | Journal Article