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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)
Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J., (1990)
Consistent tests for the encompassing hypothesis
Smith, Richard J., (1993)
Some tests for misspecification in bivariate limited dependent variable models
Smith, Richard J., (1985)