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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

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

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

Other Economics and Economic History Fellows

Professor Kevin Roberts

Microeconomic theory; the foundations of welfare and public economics, social and collective choice, quotas and rationing, the theory of market and general equilibrium.

Professor Peyton Young

Game theory and its application to the evolution of social norms, learning and innovation, theories of distributive justice, and the design of legislative systems.

Professor Martin Browning

Applied microeconometrics with an emphasis on structural modelling of individual behaviour; intra-household decision making; demand analysis; accounting for heterogeneity; survey design

Professor Oliver Linton

Nonparametric and semiparametric methods, asymptotic approximations and expansions, financial econometrics, nonlinear time series analysis, survival analysis and missing data