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GEL methods for nonsmooth moment indicators

Parente, Paulo (contributor); Smith, Richard J. (contributor) - 2008

This paper considers the first order large sample properties of the GEL class of estimators for models specified by non-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator which may suffer from substantial biases in...

Persistent link: https://www.econbiz.de/10003739699

Consistent tests for the encompassing hypothesis

Smith, Richard J. - 1993 - Rev

Persistent link: https://www.econbiz.de/10000880463

Some tests for misspecification in bivariate limited dependent variable models

Smith, Richard J. - In: Annales de l'INSEE 59 (1985), pp. 1-278

Persistent link: https://www.econbiz.de/10001266395

[Rezension von: Godfrey, L. G., Misspecification tests in econometrics]

Smith, Richard J. - In: Economica 58 (1991) 229, pp. 129-130

Persistent link: https://www.econbiz.de/10001344671

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

Alternative semi-parametric likelihood approaches to generalised method of moments estimation

Smith, Richard J. - In: The economic journal : the journal of the Royal … 107 (1997) 441, pp. 503-519

Persistent link: https://www.econbiz.de/10001216935

Testing for exogeneity in limited dependent variable models using a simplified likelihood ratio statistic

Smith, Richard J. - In: Journal of applied econometrics 2 (1987) 3, pp. 237-245

Persistent link: https://www.econbiz.de/10001078462

On the use of distributional mis-specification checks in limited dependent variable models

Smith, Richard J. - In: The economic journal : the journal of the Royal … 99 (1989) 395, pp. 178-192

Persistent link: https://www.econbiz.de/10001078886

Empirical likelihood estimation and inference

Smith, Richard J. - In: Applications of differential geometry to econometrics, (pp. 119-150). 2000

Persistent link: https://www.econbiz.de/10001554908

[Rezension von: White, H., Estimation, inference and specification analysis]

Smith, Richard J. - In: Economica 63 (1996) 251, pp. 522-524

Persistent link: https://www.econbiz.de/10001348393

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