Richard James Smith
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Richard James Smitheconomics Degrees
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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(Suggest an Edit or Addition)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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