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Semiparametric specification testing
Delgado, Miguel A., (1990)
Semiparametric specification testing of nonlinear models
Edgeworth approximation for generalised minimum contrast estimators in semiparametric regression models
Linton, Oliver, (1992)
Efficient conditional quantile estimation : the time series case
Komunjer, Ivana, (2006)
Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana, (2010)
Generalized inverses and asymptotic properties of wald tests
Vuong, Quang H., (1987)