Richard J. Smith (Cambridge University)
Current Research
 A major research theme concerns the general theory of estimation and inferential
methods for econometric models specified through moment conditions. The emphasis is
on alternatives to the standard generalized method of moments, in particular, those within
the generalized empirical likelihood class. The design of valid inferential methods when
confronted by instruments weakly correlated with endogenous variables is a recent theme
and currently this research has dealt with models specified by conditional moment
restrictions.
 Current projects include the development of reliable inferential methods in the moment
condition context based on the bootstrap and neglected heterogeneity in moment
condition models.
Forthcoming/Recent Publications
 Refereed Published Papers: Neglected Heterogeneity in Moment Condition Models"
(with J. Hahn and W.K. Newey), Journal of Econometrics (2014), 178, 86-100.
 Refereed Papers Accepted for Publication: Recent Developments in Empirical Likelihood
and Related Methods", forthcoming in Annual Review of Economics (with P.M.D.C.
Parente)
 Papers Under Revision for Resubmission: “Additional Conditional Moment Tests"
previously Exogeneity in Semiparametric Models: Definitions and Tests" (with P.M.D.C.
Parente)
Other Updates
 International Keynote Speaker: Statistics Day Conference, Reserve Bank of India.
Mumbai, India
 Distinguished Speaker: Singapore Economics Review Conference, Singapore
 National Seminar: University of Surrey; University of Cambridge.
 International Seminar: CEMFI/UC3 Madrid Econometrics Seminar; University of
Melbourne; Reserve Bank of India, Mumbai, India; Nanyang Technical University,
Singapore.
 Professional Activities: Chair of the Faculty of Economics, University of Cambridge
 British Academy: Section S2 Committee, Section S2 Small Research Grants Panel Chair
 Royal Economic Society: Managing Editor, The Econometrics Journal; Executive
Committee, Royal Economic Society: Council, Royal Economic Society; Journals
Publication Subcommittee, Royal Economic Society
 UK Government Statistical Service: Methodology Advisory Committee.
 Econometric Foundation: Originating Council
 Econometric Theory: Advisory Board
 EC2: Standing Committee.
 Info-Metrics Institute: Advisory Board.
 Advisory Commission: CEFAGE-UE, Universidade de Evora Portugal.
 Governor: National Institute of Economic and Social Research.
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Centre Fellow: Centre for Microdata Methods and Practice, U.C.L. and I.F.S.
Visiting Fellow: National Institute for Economic and Social Research.
Co-Editor: Themes in Modern Econometrics (Cambridge University Press).