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The GMM estimator versus the semiparametric efficient score estimator und conditional moment restructions
Korsholm, Lars, (1999)
Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin, (2000)
A nonparametric approach to stochastic discount factor estimation
Hu, Fan, (2000)
Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
Lewbel, Arthur, (2000)
Relaxing Hicks-Leontief price aggregation by allowing overlapping groups of goods
Lewbel, Arthur, (1996)
Demand system rank : direct utility, GARP tests, and portfolio separation