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Richard J. Smith

Global rank #1666 98%

Institution: University of Cambridge

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.cam.ac.uk/faculty/smith/index.html

First Publication: 1983

Most Recent: 2014

RePEc ID: psm83 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 1.01 14.75 11.39 0.00 46.92

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 31.30

Publications (26)

Year Article Journal Tier Authors
2014 Neglected heterogeneity in moment condition models Journal of Econometrics A 3
2013 EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA Journal of Applied Econometrics B 3
2013 Discrete Choice Non-Response Review of Economic Studies S 2
2012 GEL statistics under weak identification Journal of Econometrics A 3
2011 GEL METHODS FOR NONSMOOTH MOMENT INDICATORS Econometric Theory B 2
2011 EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS Econometric Theory B 2
2011 GEL CRITERIA FOR MOMENT CONDITION MODELS Econometric Theory B 1
2009 REGRESSION-BASED SEASONAL UNIT ROOT TESTS Econometric Theory B 3
2008 Generalized empirical likelihood tests in time series models with potential identification failure Journal of Econometrics A 2
2007 Efficient information theoretic inference for conditional moment restrictions Journal of Econometrics A 1
2005 GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION Econometric Theory B 2
2005 AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION Econometric Theory B 1
2002 Finite sample and asymptotic methods in econometrics Journal of Econometrics A 2
2002 Duration response measurement error Journal of Econometrics A 3
2002 Generalized empirical likelihood non-nested tests Journal of Econometrics A 2
2001 Recursive and rolling regression-based tests of the seasonal unit root hypothesis Journal of Econometrics A 2
2000 Structural analysis of vector error correction models with exogenous I(1) variables Journal of Econometrics A 3
2000 TESTS OF RANK Econometric Theory B 2
1998 Additional critical values and asymptotic representations for seasonal unit root tests Journal of Econometrics A 2
1994 Coherency and estimation in simultaneous models with censored or qualitative dependent variables Journal of Econometrics A 2
1994 Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity Econometric Theory B 1
1991 Distributional specification tests against semiparametric alternatives Journal of Econometrics A 2
1990 A unified approach to estimation and orthogonality tests in linear single-equation econometric models Journal of Econometrics A 2
1987 Testing the normality assumption in multivariate simultaneous limited dependent variable models Journal of Econometrics A 1
1985 Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation Economics Letters C 1
1983 On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance Economics Letters C 1