Professor Richard J Smith

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

Jan 2017 -

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

Jan 2006 - Jan 2017

University of Warwick Professor of Econometrics

Jan 2002 - Jan 2005

University of Bristol Professor of Economics

Jan 1995 - Jan 2002

University of Manchester

Jan 1975 - Jan 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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