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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. Fellow of the International Association for Applied Econometrics. C. Stat. 2002 Leverhulme Major Research Fellow. University College London Honorary Professor. University of Melbourne Honorary Professorial Fellow. Academic Co-Director Office for National Statistics Economic Statistics Centre of Excellence 2016-19. Econometric Theory Advisory Board. Centre Fellow, Centre for Microdata Methods and Practice. Fellow of Journal of Econometrics. Governor National Institute of Economic and Social Research. Managing Editor of The Econometrics Journal 2007-17. University of Warwick London Honorary Professor 2008-13.

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
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.
Published on - Wednesday 15th August 2018

Economic Statistics Centre of Excellence
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).
Published on - Thursday 17th November 2016

Sir Richard Stone Annual Lecture - Prof. Timothy Besley
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.
Published on - Thursday 20th October 2016

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

Info-Metrics Conference on Information-Theoretic Methods of Inference
Prof. Richard J Smith and Alastair Hall (University of Manchester) organised a two-day workshop on Information-Theoretic Methods of Inference. The workshop focused on the use of info-metric and information-theoretic ideas in the development and analysis of statistical models, and was held at Clare College, University of Cambridge.
Event Date - Friday 1st April 2016 - Saturday 2nd April 2016

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 J Smith

Professor of Econometric Theory and Economic Statistics

Research Group:

CV: Curriculum Vitae

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