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The Power of Some Tests for Difference Stationarity Under Local Heteroscedastic Integration
McCabe, Brendan P.M.; Smith, Richard J. - In: Journal of the American Statistical Association : JASA 93 (1998) 442, pp. 751-761
Persistent link: https://www.econbiz.de/10006628849
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Likelihood Ratio Specification Tests
Chesher, Andrew; Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 627-646
Persistent link: https://www.econbiz.de/10006792799
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A Generalized R2 Criterion for Regression Models Estimated by the Instrumental Variables Method
Pesaran, M.Hashem; Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 3, pp. 705-710
Persistent link: https://www.econbiz.de/10006800442
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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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Tests of Rank in Reduced Rank Regression Models
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10008215775
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Tests of the Seasonal Unit-Root Hypothesis Against Heteroscedastic Seasonal Integration
Taylor, A.M.Robert; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 192-207
Persistent link: https://www.econbiz.de/10008217159
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EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA
Mitchell, James; Smith, Richard J.; Weale, Martin R. - In: Journal of applied econometrics 28 (2013) 4, pp. 580-603
Persistent link: https://www.econbiz.de/10010107428
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FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA
Mitchell, James; Smith, Richard J.; Weale, Martin R. - In: The Manchester School 73 (2005) 4, pp. 479-499
Persistent link: https://www.econbiz.de/10007804034
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An automatic leading indicator of economic activity: Forecasting GDP growth for European countries
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J. - In: The econometrics journal 4 (2001) 1, pp. S56
Persistent link: https://www.econbiz.de/10007486737