Professor Richard J Smith FBA

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

Elected 2007

Current post

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

Past appointments

University of Cambridge Professor Emeritus of Econometric Theory and Economic Statistics

2017 -

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

2006 - 2017

University of Warwick Professor of Econometrics

2002 - 2005

University of Bristol Professor of Economics

1995 - 2002

University of Manchester

1975 - 1976

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

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