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31
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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32
GEL criteria for moment condition models
Smith, Richard J.
(
contributor
)
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2004
Persistent link: https://www.econbiz.de/10002528224
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33
A note on likelihood ratio tests for the independence between a subset of stochastic regressors and disturbances
Smith, Richard J.
- In:
International economic review
25
(
1984
)
1
,
pp. 263-269
Persistent link: https://www.econbiz.de/10002818584
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34
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation : received 5.3.1984
Smith, Richard J.
- In:
Economics letters
17
(
1985
)
1/2
,
pp. 87-90
Persistent link: https://www.econbiz.de/10002818588
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35
GEL criteria for moment condition models
Smith, Richard J.
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715
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36
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
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37
Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J.
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003161259
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38
Local GEL methods for conditional moment restrictions
Smith, Richard J.
- In:
The refinement of econometric estimation and test …
,
(pp. 100-122)
.
2007
Persistent link: https://www.econbiz.de/10003461839
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39
Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J.
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 430-460
Persistent link: https://www.econbiz.de/10003464273
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40
Local GEL methods for conditional moment restrictions
Smith, Richard J.
(
contributor
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2005
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