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Research Interests

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


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. Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models, Journal of Time Series Analysis, (2021) vol 42(4) pp. 377-405
Oryshchenko, V. and Smith, R. J. Improved Density and Distribution Function Estimation, Electronic Journal of Statistics, (2019) vol 13 pp. 3943-3984
Parente, P.M.D.C. and Smith, R. J. Tests of Additional Conditional Moment Restrictions, Journal of Econometrics, (2017) vol 200(1)
Battey, H., Feng, Q., and Smith, R. J. Improving Confidence Set Estimation when Parameters are Weakly Identified, Statistics & Probability Letters, (2016) vol 118 pp. 117-123
Parente, P.M.D.C. and Smith, R.J. Recent developments in empirical likelihood and related methods, Annual Review of Economics, (2014) vol 6

Cambridge Working Papers in Economics

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

Recent Activities

Double Honours for Emeritus Faculty Member - Publication Date: 2018-08-15
Professor Richard Smith has been appointed Honorary Professor at UCL and has had a Special Issue of the Econometric Theory journal published in honour of his 65th birthday.

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.

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.

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.

Research Grants

Major Research Fellowship For R Smith (Leverhulme Trust)

Keynes Fund Sponsored Projects

Smith, R. J. and Patel, A., Robust Estimation and Inference (JHOK)



Professor Richard Smith

Professor of Econometric Theory and Economic Statistics

Research Group:

CV: Curriculum Vitae

Contact Details
Room: 74
College: Fellow of Gonville and Caius College