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Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J. - In: Econometric theory 10 (1994) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10001163338
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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
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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
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Series estimation of regression functionals
Newey, Whitney K. - In: Econometric theory 10 (1994) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001163340
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Kernel estimation of partial means and a general variance estimator
Newey, Whitney K. - In: Econometric theory 10 (1994) 2, pp. 233-253
Persistent link: https://www.econbiz.de/10001164907
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Conditional moment restriction in censored and truncated regression models
Newey, Whitney K. - In: Econometric theory 17 (2001) 5, pp. 863-888
Persistent link: https://www.econbiz.de/10001609131
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Tests of rank
Robin, Jean-Marc; Smith, Richard J. - In: Econometric theory 16 (2000) 2, pp. 151-175
Persistent link: https://www.econbiz.de/10001483362
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GEL CRITERIA FOR MOMENT CONDITION MODELS
Smith, Richard J. - In: Econometric theory 27 (2011) 6, pp. 1192-1236
Persistent link: https://www.econbiz.de/10009804263
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REGRESSION-BASED SEASONAL UNIT ROOT TESTS
Smith, Richard J.; Taylor, A.M.Robert; del Barrio … - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10008211989
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Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity
Smith, Richard J. - In: Econometric theory 10 (1994) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10007014703