Centre Fellows
Richard Smith
University of Cambridge
Professor of Econometrics, University of Cambridge
Selected Publications
Duration response measurement error
The impact of response measurement error in duration data is investigated using small parameter asymptotic approximations […]
Non-normal variation and regression to the mean
Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied […]
Likelihood ratio specification tests
Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied […]
Bartlett corrections to likelihood ratio statistics
This note resolves two conflicting published corrections to Hayakawa’s (1977) expansion of the likelihood ratio statistic, […]