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A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem; Smith, Richard J. - 1993
Persistent link: https://www.econbiz.de/10000142714
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Coherency and estimation in simultaneous models with censored or qualitative dependent variables
Blundell, Richard W.; Smith, Richard J. - 1993
Persistent link: https://www.econbiz.de/10000142715
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Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J.; Weale, Martin J.; Satchell, Stephen - 1995 - Rev
Persistent link: https://www.econbiz.de/10000560164
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Test of rank
Robin, Jean-Marc; Smith, Richard J. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000560166
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J. - 1990
Persistent link: https://www.econbiz.de/10000130937
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Non-nested tests for instrumental variable regression models with differing conditioning sets
Smith, Richard J. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000130938
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Testing for the existence of a long-run relationship
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1996 - Rev
Persistent link: https://www.econbiz.de/10000614561
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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A unified approach to estimation and orthogonality tests in linear single equation econometric models
Pesaran, M. Hashem; Smith, Richard J. - 1989
Persistent link: https://www.econbiz.de/10000127644