Similar Search Results

Consistent tests for the encompassing hypothesis

Smith, Richard J. - 1993 - Rev

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

Alternative asymptotically optimal tests and their application to dynamic specification

Smith, Richard J. - In: The review of economic studies 54 (1987) 4, pp. 665-680

Persistent link: https://www.econbiz.de/10001084858

Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product

Smith, Richard J. - In: The review of economic studies 65 (1998) 1, pp. 109-134

Persistent link: https://www.econbiz.de/10001238781

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288

Persistent link: https://www.econbiz.de/10001240193

Non-nested tests for competing models estimated by generalized method of moments

Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 4, pp. 973-980

Persistent link: https://www.econbiz.de/10001129054

Approximations to the distribution of conditional moment test statistics

Smith, Richard J.; Chesher, Andrew; Peters, Simon A. - 2000

Persistent link: https://www.econbiz.de/10001600687

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

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

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, Richard J.; Taylor, Robert - 1995

Persistent link: https://www.econbiz.de/10000561591

Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix

Grant, Nicky L.; Smith, Richard J. - 2019 - This Draft: January 2019

The particular concern of this paper is the construction of a confidence region with pointwise asymptotically correct size for the true value of a parameter of interest based on the generalized Anderson-Rubin (GAR) statistic when the moment variance matrix is singular. The large sample behaviour...

Persistent link: https://www.econbiz.de/10011962418