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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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Automatic positive semi-definite HAC covariance matrix and GMM estimation
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528193
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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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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, A. M. Robert - 1999
Persistent link: https://www.econbiz.de/10001379412
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Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
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Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
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Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1999
Persistent link: https://www.econbiz.de/10001387285
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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361