- Ahmad, I., Leelahanon, S., Li, Q. (2005). Efficient estimation of a semiparametric partially linear varying coefficient model. Annals of Statistics, 33, 258–283.
Paper not yet in RePEc: Add citation now
- Bang, H., Robins, J. (2005). Doubly robust esimation in missing data and casual inference models. Biometrics, 61, 962–972.
Paper not yet in RePEc: Add citation now
- Bickel, P., Freedman, D. (1981). Some asymptotic theory for the bootstrap. Annals of Statistics, 9, 1196–1297.
Paper not yet in RePEc: Add citation now
- Bickel, P., Klaassen, C., Ritov, Y., Wellner, J. (1993). Efficient and adaptive estimation for semiparametric models. Baltimore: John Hopkins University.
Paper not yet in RePEc: Add citation now
Bierens, H. (1982). Consistent model specification tests. Journal of Econometrics, 20, 105–134.
Bravo, F. (2012). Generalized empirical likelihood testing in semiparametric conditional moment restriction models. Econometrics Journal, 15, 1–31.
Bravo, F., Jacho-Chavez, D. (2011). Empirical likelihood for efficient semiparametric average treatment effects. Econometric Reviews, 30, 1–24.
Cai, J., Fan, J., Jiang, J., Zhou, H. (2008). Partially linear hazard regression with varying coefficients for multivariate survival data. Journal of the Royal Statistical Society B, pp. 141–158.
- Cai, Z., Fan, J., Li, R. (2000a). Efficient estimation and inference for varying-coefficient models. Journal of the American Statistical Association, 95, 888–902.
Paper not yet in RePEc: Add citation now
- Cai, Z., Fan, J., Yao, Q. (2000b). Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95, 941–956.
Paper not yet in RePEc: Add citation now
Chen, S., Cui, H. (2006). On Bartlett correction of empirical likelihood in presence of nuisance parameters. Biometrika, 93, 215–220.
- Cheng, P. (1994). Nonparametric estimation of mean functionals with data missing at random. Journal of the American Statistical Association, 89, 81–87.
Paper not yet in RePEc: Add citation now
Copeland, B., Taylor, M. (2004). Trade, growth and enviroment. Journal of Economic Literature, 42, 7–71.
Delgado, M., Dominguez, M., Lavergne, P. (2003). Consistent tests of conditional moment restrictions. Annales de Economie et de Statistique, 81, 33–67.
- Engle, R., Granger, C., Rice, J., Weiss, A. (1986). Nonparametric estimation of the relation between weather and electricity sales. Journal of the American Statistical Association, 81, 310–320.
Paper not yet in RePEc: Add citation now
Escanciano, J. (2006). On consistent diagnostic tests for regression models using projections. Econometric Theory, 22, 1030–1051.
Escanciano, J., Velasco, C. (2010). Specification tests of parametric dynamic conditional quantiles. Journal of Econometrics, 159, 209–221.
- Fan, J., Huang, T. (2005). Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Bernoulli, 11, 1031–1057.
Paper not yet in RePEc: Add citation now
Fan, J., Wu, Y. (2008). Semiparametric estimation of covariance matrices for longitudinal data. Journal of the American Statistical Association, 103, 1520–1533.
- Fan, J., Zhang, W. (2008). Statistical methods with varying coefficients models. Statistics and Its Interface, 1, 179–195.
Paper not yet in RePEc: Add citation now
Frankel, J., Rose, A. (2005). Is trade good or bad for the eniviroment? sorting out the causality. Review of Economics and Statistics, 87, 85–91.
- Gonzalez-Manteiga, W., Perez-Gonzalez, A. (2006). Goodness-of-fit tests for linear regression models with missing response at random. Canadian Journal of Statistics, 34, 149–170.
Paper not yet in RePEc: Add citation now
Hahn, J. (1998). On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica, 66(2), 315–331.
- Hardle, W., Mammen, E. (1993). Comparing nonparametric versus parametric fits. Annals of Statistics, 21, 1926–1947.
Paper not yet in RePEc: Add citation now
- Hastie, T., Tibshirani, R. (1993). Varying-coefficient models. Journal of the Royal Statistical Society B, 55, 757–796.
Paper not yet in RePEc: Add citation now
He, X., Zhu, L. (2003). A lack-of-fit test for quantile regression. Journal of the American Statistical Association, 98, 1013–1022.
Hirano, K., Imbens, G., Ridder, G. (2003). Efficient estimation of average treatment effects using the estimated propensity score. Econometrica, 71, 1161–1189.
- Horvitz, D., Thompson, D. (1952). A generalization of sampling without replacement from a finite universe. Journal of the American Statistical Association, 47, 663–685.
Paper not yet in RePEc: Add citation now
Kim, M., Ma, Y. (2012). The efficiency of the second order nonlinear least squares estimator and its extension. Annals of the Institute of Statistical Mathematics, 64, 751–764.
- Koul, H., Muller, U., Schick, A. (2012) The transfer principle: A tool for complete case analysis. Unpublished manuscript.
Paper not yet in RePEc: Add citation now
- Little, R., Rubin, D. (2002). Statistical analysis with missing data. New Jersey, USA: Wiley.
Paper not yet in RePEc: Add citation now
Masry, E. (1996). Multivariate regression estimation: Local polynomial fitting for time series. Stochastic Processess and their Applications, 65, 81–101.
Millimet, D., Tchernis, R. (2009). On the specification of propensity scores, with application to the analysis of trade policies. Journal of Economic and Business Statistics, 27, 397–415.
- Muller, U. (2009). Estimating linear functionals in nonlinear regression with responses missing at random. Annals of Statistics, 37, 2245–2277.
Paper not yet in RePEc: Add citation now
- Paik, M. (1997). The generalized estimating equation approach when data are not completely missing at random. Journal of the American Statistical Association, 92, 1320–1329.
Paper not yet in RePEc: Add citation now
- Pollard, D. (1984). Convergence of stochastic processes. New York: Springer and Verlag.
Paper not yet in RePEc: Add citation now
- Robins, J., Rotnitzky, A., Zhao, L. (1994). Estimation of regression coefficients when ssome regressors are not always observed. Journal of the American Statistical Association, 89, 846–866.
Paper not yet in RePEc: Add citation now
Robinson, P. (1987). Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica, 55, 875–891.
Robinson, P. (1988). Root-n consistent semiparametric regression. Econometrica, 56, 931–954.
- Rosenbaum, P., Rubin, D. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70, 41–55.
Paper not yet in RePEc: Add citation now
- Scharfstein, D., Rotnizky, A., Robins, J. (1999). Adjusting for nonignorable drop-out using semiparameteric nonresponse models. Journnal of the American Statistical Association, 94, 1096–1120.
Paper not yet in RePEc: Add citation now
- Speckman, H. (1988). Kernel smoothing in partial linear models. Journal of the Royal Statistical Society B, 50, 413–436.
Paper not yet in RePEc: Add citation now
- Stute, W. (1997). Nonparametric model checks for regressions. Annals of Statistics, 25, 613–641.
Paper not yet in RePEc: Add citation now
- Stute, W., Gonzalez-Mantiega, W., Quindimil, M. P. (1998). Bootstrap approximations in model checks for regression. Journal of the American Statistical Association, 93, 141–149.
Paper not yet in RePEc: Add citation now
Stute, W., Zhu, L. (2002). Model checks for generalized linear models. Scandinavian Journal of Statistics, 29, 535–545.
- Stute, W., Zhu, L. (2005). Nonparametric checks for single index models. Annals of Statistics, 33, 1048–1083.
Paper not yet in RePEc: Add citation now
- Su, J., Wei, L. (1991). A lack of fit test for the mean function in a generalized linear model. Journal of the American Statistical Association, 86, 420–426.
Paper not yet in RePEc: Add citation now
Sun, Z., Wang, Q., Dai, P. (2009). Model checking for partially linear models with missing responses at random. Journal of Multivariate Analysis, 100, 636–651.
- Van der Vaart, A., Wellner, J. (1996). Weak convergence and empirical processes. New York: Springer.
Paper not yet in RePEc: Add citation now
- Wang, D., Chen, S. (2009). Empirical likelihood for estimating equation with missing values. Annals of Statistics, 37, 490–517.
Paper not yet in RePEc: Add citation now
Wang, L., LeBlanc, A. (2008). Second-order nonlinear least squares estimation. Annals of the Institute of Statistical Mathematics, 60, 883–900.
Wang, Q., Linton, O., Hardle, W. (2004). Semiparametric regression analysis with missing response at random. Journal of the American Statistical Association, 99, 334–345.
- Wang, Q., Rao, J. (2002). Empirical likelihood-based inference under imputation for missing response data. Annals of Statistcs, 30, 896–924.
Paper not yet in RePEc: Add citation now
Whang, Y. (2000). Consistent bootstrap tests of parametric regression functions. Journal of Econometrics, 98, 27–46.
Whang, Y. (2001). Consistent specification testing for conditional moment restrictions. Economics Letters, 71, 299–306.
- Wu, C. (1986). Jackknife, bootstrap and other resampling methods. Annals of Statistics, 14, 1261–1295.
Paper not yet in RePEc: Add citation now
- Xia, Y., Li, W., Tong, H., Zhang, D. (2004). A goodness-of-fit test for single-index models. Statistica Sinica, 14, 1–28.
Paper not yet in RePEc: Add citation now
- Zhu, L., Ng, K. (2003). Checking the adequacy of a partial linear model. Statistica Sinica, 13, 763–781.
Paper not yet in RePEc: Add citation now