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Research Interests


Econometric theory, estimation and inference, hypothesis testing, model selection.

Biography


Fellow of the Econometric Society. Fellow of the British Academy. 2002 Leverhulme Major Research Fellow. Managing Editor of The Econometrics Journal. Advisory Board of Econometric Theory. Centre Fellow, Centre for Microdata Methods and Practice. University of Warwick Honorary Professor. Governor of National Institute of Economic and Social Research. Royal Economic Society Executive Committee and Council. Government Statistical Service Methodology Advisory Committee.

Recent Publications


Published Papers

Parente, P.M.D.C. and Smith, R.J. Recent developments in empirical likelihood and related methods, (2014) Annual Review of Economics
Smith, R. J., Hahn, J. and Newey, W. K. Neglected heterogeneity in moment condition models, (2014) Journal of Econometrics
Smith, R. J.,  Mitchell, J. and Weale, M. R. Efficient aggregation of panel qualitative survey data, (2013) Journal of Applied Econometrics
Smith, R. J. and Ramalho, E. J. Discrete choice nonresponse, (2013) Review of Economic Studies
Smith, R. J. and Parente, P. M. D. C. GEL methods for nonsmooth moment indicators, (2011) Econometric Theory

Cambridge Working Papers in Economics

Winkelried, D. and Smith, R. J. Principal Components Instrumental Variable Estimation, (2011) CWPE1119

Recent Activities


Economic Statistics Centre of Excellence - Publication Date: 2016-11-17
Following the Bean Independent Review of UK Economic Statistics, the Office for National Statistics (ONS) recently announced that the National Institute of Economic and Social Research in collaboration with a consortium of leading economic institutions including the University of Cambridge will form the Economic Statistics Centre of Excellence (ESCoE).

Sir Richard Stone Annual Lecture - Prof. Timothy Besley - Publication Date: 2016-10-20
Professor Timothy Besley will present the 8th Sir Richard Stone Annual Lecture on "Institutions, Organizations and Cultural Evolution". The Lecture will take place in the Faculty of Law, room LG17 on Wednesday the 23th of November, 2016, 5.00-6.30pm.

Cambridge-INET/Cemmap Econometric Methods Symposium - Publication Date: 2016-05-11
The Cambridge-INET/Cemmap Econometric Methods Symposium will take place on June 8th 2016, in the Lecture Theatre, Moller Centre.

Cambridge-INET Econometrics of Networks Workshop - Publication Date: 2015-06-05
The Econometrics of Networks Workshop is a joint workshop between Cambridge-INET and The Econometrics Journal. It will be held on 17th June 2015, from 09:00 AM to 05:00 PM at the Cambridge City Hotel, Cambridge.

Sir Richard Stone Annual Lecture 2015 - Publication Date: 2015-02-16
Professor Jean-Marc Robin will present the seventh Sir Richard Stone Annual Lecture on the 11th March 2015, at The Cavonius Centre, Cambridge. The title of his talk is "Marriage, Labor Supply, and Home Production (A Longitudinal Microeconomic Analysis of Marriage, Intra-Household Bargaining and Time Use Using the BHPS, 1991-2008)".

Research Grants


Major Research Fellowship For R Smith (LEVERHULME TRUST)

Keynes Fund Sponsored Projects


Robust Estimation and Inference (JHOK)

Teaching


PHD31 - GMM

PhD Students


Supervisor

Ashish Patel
PhD Title: Partition-based goodness of fit tests for moment condition models
Research:

Advisor

Jeroen Dalderop
PhD Title: Econometric Analysis of Derivative Prices
Research: Econometrics, Financial Economics, and Asset Pricing

Professor Richard Smith












Professor of Econometric Theory and Economic Statistics

Research Group:
Econometrics

CV: Curriculum Vitae


Contact Details
Email: rjs27@cam.ac.uk
Room: 74
Office Hours: By appointment
College: Fellow of Gonville and Caius College


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