Richard James Smith

Richard James Smith's AcademicInfluence.com Rankings

Richard James Smith

Economics

#3276

World Rank

#3715

Historical Rank

Econometrics

#86

World Rank

#89

Historical Rank

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Economics

Richard James Smith's Degrees

Bachelors Mathematics University of Oxford

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Richard James Smith's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Bounds testing approaches to the analysis of level relationships (2001) (14562)
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply (1986) (1241)
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (2003) (855)
Structural analysis of vector error correction models with exogenous I(1) variables (2000) (822)
Testing for the 'Existence of a Long-run Relationship' (1996) (711)
Bounds Testing Approaches to the Analysis of Long-run Relationships (1999) (708)
Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation (1997) (255)
TESTS OF RANK (2000) (185)
Estimation in a class of simultaneous equation limited dependent variable models (1989) (185)
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method (1994) (159)
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth (2005) (131)
An Exogeneity Test for the Simultaneous Equation Tobit Model (1986) (126)
Coherency and estimation in simultaneous models with censored or qualitative dependent variables (1994) (120)
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries (1999) (120)
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (2003) (116)
ESTIMATED BY THE INSTRUMENTAL VARIABLES METHOD (1994) (116)
Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments (1992) (100)
Simultaneous Microeconometric Models with Censored or Qualitative Dependent Variables (1993) (81)
Additional critical values and asymptotic representations for seasonal unit root tests (1998) (77)
GEL CRITERIA FOR MOMENT CONDITION MODELS (2011) (67)
Quantification of Qualitative Firm-Level Survey Data (2002) (56)
Asymptotic Bias and Equivalence of GMM and GEL Estimators (2001) (46)
Efficient information theoretic inference for conditional moment restrictions (2005) (45)
Likelihood Ratio Tests for Seasonal Unit Roots (1999) (44)
Forecasting Manufacturing Output Growth Using Firm-Level Survey Data (2005) (42)
Estimating Nonstationary Spatial Correlations (1996) (40)
A unified approach to estimation and orthogonality tests in linear single-equation econometric models (1990) (39)
Likelihood Ratio Specification Tests (1997) (39)
Tests of Rank in Reduced Rank Regression Models (2003) (38)
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (2005) (37)
REGRESSION-BASED SEASONAL UNIT ROOT TESTS (2009) (36)
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (2010) (35)
A Monthly Indicator of GDP (1997) (34)
Generalized empirical likelihood non-nested tests (2002) (33)
On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models (1989) (32)
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification (1987) (29)
Applied Economics and Public Policy: Measurement errors and data estimation: the quantification of survey data (1998) (28)
Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (2002) (28)
Empirical likelihood estimation and inference (2000) (28)
Duration response measurement error (2002) (27)
HIGHER ORDER PROPERTIES OF GMM AND GENERALIZED (2004) (27)
Discrete Choice Non-Response (2003) (25)
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product (1998) (22)
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (1983) (22)
Recursive and rolling regression-based tests of the seasonal unit root hypothesis (2001) (22)
GEL statistics under weak identification (2012) (21)
Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura (2005) (21)
The metric approximation property and Lipschitz-free spaces over subsets of RN (2015) (20)
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (1985) (20)
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters (2003) (19)
Renormings of C(K) spaces (2010) (19)
Gruenhage compacta and strictly convex dual norms (2007) (18)
Bartlett corrections to likelihood ratio tests (1995) (17)
The power of some tests for difference stationarity under local heteroscedastic integration (1998) (17)
Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic (1987) (17)
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances (1984) (15)
Polyhedral norms on non-separable Banach spaces (2008) (14)
Local GEL methods for conditional moment restrictions (2005) (13)
Testing the normality assumption in multivariate simultaneous limited dependent variable models (1987) (12)
Tests of the Seasonal Unit-Root Hypothesis Against Heteroscedastic Seasonal Integration (2001) (12)
Goodness of Fit Tests for Moment Condition Models (2005) (12)
On trees and dual rotund norms (2006) (11)
Strictly convex norms, _{}-diagonals and non-Gruenhage spaces (2012) (11)
Distributional specification tests against semiparametric alternatives (1991) (11)
Generalized Empirical Likelihood Estimators and Tests under Partial , Weak and Strong Identification 1 (2003) (10)
Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity (1994) (10)
Initial Conditions and Efficient Estimation in Dynamic Panel Data Models: An Application to (2016) (10)
Recent Developments in Empirical Likelihood and Related Methods (2014) (9)
Primary Children's Recognition of High-Frequency Words (1972) (9)
Principal Components Instrumental Variable Estimation (2011) (9)
Spatial statistics in environmental science (2000) (9)
EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA (2013) (8)
Smooth and polyhedral approximation in Banach spaces (2015) (7)
On the Slide? Salary Scales for New Graduates 2004-2012 (2014) (6)
Forecasting in Econometrics: editors' introduction (2001) (5)
Least Squares Theory and the Hausman Specification Test (1985) (5)
Boundaries and polyhedral Banach spaces (2014) (4)
Some duality relations in the theory of tensor products (2012) (4)
Alternative Asymptotically Optimal Tests in Econometrics (1983) (3)
Discrete choice models for nonignorable missing data (2002) (3)
Trees, linear orders and Gâteaux smooth norms (2007) (3)
Estimation and inference in econometrics, R. Davidson and J. G. Mackinnon. Oxford University, New York, 1993, pp. 871, ISBN 0‐19‐506011‐3. Price £25.00 hardbound (1995) (3)
Efficient Testing for Weak Exogeneity Using Limited Information (1983) (2)
CHAINS OF FUNCTIONS IN $C(K)$-SPACES (2013) (2)
Asymptotic Bias and Equivalence of GMM (2000) (2)
Neglected heterogeneity in moment condition models (2014) (2)
Topology, isomorphic smoothness and polyhedrality in Banach spaces (2018) (2)
CFEnetwork: The annals of computational and financial econometrics, 3rd issue (2014) (2)
Approximation of norms on Banach spaces (2018) (2)
Contributions to Econometrics: John Denis Sargan. Vols. 1 and 2. (1989) (2)
Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (2021) (2)
Polyhedrality and Decomposition (2018) (2)
Kernel block bootstrap (2018) (2)
Semicontinuity of betweenness functions (2018) (2)
A NOTE ON FRAGMENTABILITY AND WEAK-Gδ SETS (2008) (1)
Tests for Neglected Heterogeneity in Moment Condition Models (2011) (1)
Operator Machines on Directed Graphs (2009) (1)
Non-Nested Tests For Instrumental Variable Regression Modls With Differing Conditionning Sets (1989) (1)
Advances in Economics and Econometrics: Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura (2007) (1)
The Econometrics Journal of the Royal Economic Society (2008) (1)
Some Tests for M isspecification in Bivariate Limited Dependent Variable Models (1985) (1)
Generalised Empirical Likelihood Kernel Block Bootstrapping (2018) (1)
Tests of additional conditional moment restrictions (2017) (1)
Theoretical Analyses and Practical Applications to the Rehearsal and Performance of Selected Wind-Band Compositions by W. Francis McBeth. (Volumes I-Iv). (1986) (0)
Generalised empirical likelihood-based kernel density estimation (2013) (0)
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (2019) (0)
Improved density and distribution function estimation (2017) (0)
The Metric Approximation Property and Lipschitz-Free Spaces over Subsets of $\mathbb{R}^N$ (2015) (0)
Finite sample and asymptotic methods in econometrics (2002) (0)
Exogeneity in semiparametric moment condition models (2012) (0)
QUANTIFICATION O F Q UALITATIVE FIRM-LEVEL S URVEY D ATA* (2002) (0)
Royal Economic Society Annual Conference 2016 Special Issue on Model Selection and Inference (2018) (0)
Series EDP-1 80 2 GEL-Based Inference from Unconditional Moment Inequality Restrictions (2017) (0)
A Kernel Based Bootstrap Method for Dependent processes (2011) (0)
Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models (2016) (0)
Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives (2011) (0)
A spatial decomposition of the Gini coefficient (2012) (0)
Encompassing Tests for the Comparison of Parametric and Semiparametric Models (2007) (0)
EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS (2010) (0)
Marjorie Keniston McIntosh, Poor relief in England 1350–1600 (Cambridge: Cambridge University Press, 2012. Pp. xiii + 352. ISBN 9781107015081 Hbk. £60) (2013) (0)
The Engine Actuarial System. (1976) (0)
Bartlett corrections to likelihood ratio statistics (1995) (0)
A topological characterization of dual strict convexity in Asplund spaces (2019) (0)
GEL-based inference with unconditional moment inequality restrictions (2018) (0)
Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix (2019) (0)
Exogeneity in Semiparametric Models: Definitions and Tests (2006) (0)
The TSAR Search and Track Computer. (1975) (0)
Royal Economic Society Annual Conference 2008 Special Issue on Financial Econometrics (2009) (0)
Improving confidence set estimation when parameters are weakly identified (2016) (0)
EDRS PRICE MF-$0.76 HC-$1.58 PLUS POSTAGE (2007) (0)
Royal Economic Society Annual Conference 2012 Special Issue on Econometrics of Forecasting: Special Issue on Econometrics of Forecasting (2015) (0)
Tree duplicates, $G_\delta$-diagonals and Gruenhage spaces (2011) (0)
Royal Economic Society Annual Conference 2012 Special Issue on Econometrics of Forecasting (2017) (0)
Royal Economic Society Annual Conference 2013Special Issue on Econometrics of Heterogeneity (2016) (0)
New Directions in Finance Research: A Panel Discussion in Honor of David Mayers (2014) (0)

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Richard James Smith's Academic­Influence.com Rankings