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Professor Richard J Smith FBA

About this Fellow

Theoretical econometrics and economic statistics; moment condition models, model selection and nonnested tests, specification tests, bias reduction and asymptotic approximations, survey nonresponse, survey-based estimation of expectations and national ac

Website: http://www.econ.cam.ac.uk/faculty/person.html?id=smith&group=faculty

Appointments

Current post

  • Professor Emeritus of Econometric Theory and Economic Statistics, University of Cambridge

Past Appointments

  • Professor of Economics, University of Bristol, 1995 - 2002
  • Professor of Econometrics, University of Warwick, 2002 - 2005
  • Professor of Econometric Theory and Economic Statistics, University of Cambridge, University of Cambridge, 2006 - 2017
  • , University of Manchester, 1975 - 1976
  • Professor Emeritus of Econometric Theory and Economic Statistics, University of Cambridge, 2017

Publications

Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators Econometrica, Vol. 72, pp.219-255 (2004) W K Newey and R J Smith

1970

Likelihood Ratio Specification Tests Econometrica, Vol.65, pp.627-646 (1997) A D Chesher and R J Smith

1970

Alternative Asymptotically Optimal Tests and their Application to Dynamic Specification Review of Economic Studies, Vol.54, pp.665-680 1987

1970

Other Economics and Economic History Fellows

Professor Eric Maskin

Applied Economics Mathematical Economics Intellectual Property and Information Law Political Economics