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21
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
Saved in:
22
[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
Saved in:
23
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
Saved in:
24
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
Saved in:
25
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
Saved in:
26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
[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
Saved in:
30
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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