Similar Search Results

Weak instruments and empirical likelihood : a discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. Kitamura

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003161253

Efficient information theoretic inference for conditional moment restrictions

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003161259

Generalised empirical likelihood-based kernel density estimation

Oryshchenko, Vitaliy; Smith, Richard J. - Economics Group, Nuffield College, University of Oxford - 2013

If additional information about the distribution of a random variable is available in the form of moment conditions, a weighted kernel density estimate re ecting the extra information can be constructed by replacing the uniform weights with the generalised empirical likelihood probabilities. It...

Persistent link: https://www.econbiz.de/10011147144

Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives

Perron, Pierre; Smith, Richard J. - In: Econometrics Journal 14 (2011) 02, pp. i-C

Persistent link: https://www.econbiz.de/10011203096

Efficient Aggregation of Panel Qualitative Survey Data

Mitchell, James; Smith, Richard J.; Weale, Martin R. - Department of Economics, Leicester University - 2011

Qualitative business survey data are used widely to provide indicators of economic activity ahead of the publication of official data. Traditional indicators exploit only aggregate survey information, namely the proportions of respondents who report “up” and “down”. This paper examines...

Persistent link: https://www.econbiz.de/10009395651

Does job resource loss reduce burnout and job exit for professionally trained social workers in child welfare?

Smith, Richard J.; Clark, Sherrill J. - In: Children and Youth Services Review 33 (2011) 10, pp. 1950-1959

This study contributes to the literature on burnout and turnover in child welfare by examining the applicability of conservation of resources theory (COR). This theory argues that a loss of resources leads to the stress underlying burnout. This article examines the loss of two resources in...

Persistent link: https://www.econbiz.de/10009275101

Neglected heterogeneity in moment condition models

Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - In: Journal of Econometrics 178 (2014) P1, pp. 86-100

The central concern of this paper is parameter heterogeneity in models specified by a number of unconditional or conditional moment conditions and thereby the provision of a framework for the development of apposite optimal m-tests against its potential presence. We initially consider the...

Persistent link: https://www.econbiz.de/10010730118

Generalised empirical likelihood-based kernel density estimation

Oryshchenko, Vitaliy; Smith, Richard J. - Department of Economics, Oxford University - 2013

If additional information about the distribution of a random variable is available in the form of moment conditions, a weighted kernel density estimate reflecting the extra information can be constructed by replacing the uniform weights with the generalised empirical likelihood probabilities. ...

Persistent link: https://www.econbiz.de/10010661357

Generalised empirical likelihood-based kernel density estimation

Oryshchenko, Vitaliy; Smith, Richard J. - Department of Economics, Oxford University - 2013

Persistent link: https://www.econbiz.de/10011004304

GEL CRITERIA FOR MOMENT CONDITION MODELS

Smith, Richard J. - In: Econometric Theory 27 (2011) 06, pp. 1192-1235

GEL methods that generalize and extend previous contributions are defined and analyzed for moment condition models specified in terms of weakly dependent data. These procedures offer alternative one-step estimators and tests that are asymptotically equivalent to their efficient two-step GMM...

Persistent link: https://www.econbiz.de/10009645082