Centre Fellows
Richard Smith
University of Cambridge
Professor of Econometrics, University of Cambridge
Selected Publications
Generalized empirical likelihood estimators and tests under partial, weak and strong identification
The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) […]
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Discrete choice non-response
Missing values are endemic in the data sets available to econometricians. This paper suggests a unified […]
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Higher order properties of GMM and generalised empirical likelihood estimators
In an effort to improve the small sample properties of generalized method of moments(GMM) estimators, a […]