TY  - JOUR
TI  - Root-N-Consistent Semiparametric Regression
AU  - P. M. Robinson
JO  - Econometrica
PY  - 1988
VL  - 56
IS  - 4
DO  - 10.2307/1912705
UR  - https://doi.org/10.2307/1912705
ER  -


TY  - JOUR
TI  - The Asymptotic Variance of Semiparametric Estimators
AU  - Whitney K. Newey
JO  - Econometrica
PY  - 1994
VL  - 62
IS  - 6
DO  - 10.2307/2951752
UR  - https://doi.org/10.2307/2951752
ER  -


TY  - JOUR
TI  - Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
AU  - Simon N. Wood
JO  - Journal of the Royal Statistical Society Series B (Statistical Methodology)
PY  - 2010
VL  - 73
IS  - 1
DO  - 10.1111/j.1467-9868.2010.00749.x
UR  - https://doi.org/10.1111/j.1467-9868.2010.00749.x
ER  -


TY  - JOUR
TI  - Estimation and inference in two-stage, semi-parametric models of production processes
AU  - Léopold Simar
AU  - Paul W. Wilson
JO  - Journal of Econometrics
PY  - 2005
VL  - 136
IS  - 1
DO  - 10.1016/j.jeconom.2005.07.009
UR  - https://doi.org/10.1016/j.jeconom.2005.07.009
ER  -


TY  - JOUR
TI  - Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach
AU  - John DiNardo
AU  - Nicole M. Fortin
AU  - Thomas Lemieux
JO  - Econometrica
PY  - 1996
VL  - 64
IS  - 5
DO  - 10.2307/2171954
UR  - https://doi.org/10.2307/2171954
ER  -


TY  - JOUR
TI  - Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
AU  - James M. Robins
AU  - Andrea G. Rotnitzky
AU  - Lue Ping Zhao
JO  - Journal of the American Statistical Association
PY  - 1995
VL  - 90
IS  - 429
DO  - 10.1080/01621459.1995.10476493
UR  - https://doi.org/10.1080/01621459.1995.10476493
ER  -


TY  - JOUR
TI  - Gaussian Semiparametric Estimation of Long Range Dependence
AU  - Peter M. Robinson
JO  - The Annals of Statistics
PY  - 1995
VL  - 23
IS  - 5
DO  - 10.1214/aos/1176324317
UR  - https://doi.org/10.1214/aos/1176324317
ER  -


TY  - JOUR
TI  - Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
AU  - Hidehiko Ichimura
JO  - Journal of Econometrics
PY  - 1993
VL  - 58
IS  - 1-2
DO  - 10.1016/0304-4076(93)90114-k
UR  - https://doi.org/10.1016/0304-4076(93)90114-k
ER  -


TY  - JOUR
TI  - A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
AU  - Christian Genest
AU  - Kilani Ghoudi
AU  - Louis‐Paul Rivest
JO  - Biometrika
PY  - 1995
VL  - 82
IS  - 3
DO  - 10.1093/biomet/82.3.543
UR  - https://doi.org/10.1093/biomet/82.3.543
ER  -


TY  - JOUR
TI  - Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
AU  - Daniel O. Scharfstein
AU  - Andrea G. Rotnitzky
AU  - James M. Robins
JO  - Journal of the American Statistical Association
PY  - 1999
VL  - 94
IS  - 448
DO  - 10.1080/01621459.1999.10473862
UR  - https://doi.org/10.1080/01621459.1999.10473862
ER  -