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Semiparametric methods in econometrics
Horowitz, Joel, (1998)
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian, (1998)
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy, (1999)
Pairwise difference estimation with nonparametric control variables
Aradillas-Lopez, Andres, (2007)
Pairwise difference estimators of censored and truncated regression models
Honoré, Bo E., (1994)
Quantile regression under random censoring
Honoré, Bo E., (2002)