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~person:"Smith, Richard J."
~subject:"Autocorrelation"
~subject:"Kointegration"
~subject:"Method of moments"
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Smith, Richard J.
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GEL criteria for moment condition models
Smith, Richard J.
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715
Saved in:
2
Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10002674667
Saved in:
3
Generalized empirical likelihood estimators and tests under partial, weak, and strong identification
Guggenberger, Patrik
;
Smith, Richard J.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 667-709
Persistent link: https://www.econbiz.de/10003004703
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