1. Linton, Oliver, 1993. "Adaptive Estimation in ARCH Models," Econometric Theory, Cambridge University Press, vol. 9(04), pages 539-569, August. [Downloadable!]
   Other versions:
   • Oliver Linton, 1993. "Adaptive Estimation in ARCH Models," Cowles Foundation Discussion Papers 1054, Cowles Foundation, Yale University. [Downloadable!]
2. Newey, Whitney K., 1988. "Adaptive estimation of regression models via moment restrictions," Journal of Econometrics, Elsevier, vol. 38(3), pages 301-339, July. [Downloadable!] (restricted)
3. Newey, Whitney K, 1990. "Semiparametric Efficiency Bounds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 99-135, April-Jun. [Downloadable!] (restricted)
4. Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation, Yale University. [Downloadable!]
   Other versions:
   • Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9204, Catholique de Louvain - Institut de statistique.
   • Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9206, Tilburg - Center for Economic Research.
   • Oliver LINTON, . "Applied nonparametric methods," Statistic und Oekonometrie 9312, Humboldt Universitaet Berlin. [Downloadable!]
   • Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339 Elsevier. [Downloadable!] (restricted)
5. Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-45, March. [Downloadable!] (restricted)
   Other versions:
   • Donald W.K. Andrews, 1988. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Cowles Foundation Discussion Papers 874R, Cowles Foundation, Yale University, revised May 1989. [Downloadable!]
6. Phillips, Peter C B, 1977. "A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators," Econometrica, Econometric Society, vol. 45(6), pages 1517-34, September. [Downloadable!] (restricted)
7. repec:cup:etheor:v:9:y:1993:i:4:p:539-69 is not listed on IDEAS
8. Charles Manski, 1984. "Adaptive estimation of non-linear regression models," Econometric Reviews, Taylor and Francis Journals, vol. 3(2), pages 145-194. [Downloadable!] (restricted)
9. Phillips, Peter C. B., 1977. "An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator," Journal of Econometrics, Elsevier, vol. 6(2), pages 147-164, September. [Downloadable!] (restricted)

Cited by:
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1. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, School of Economics and Management, University of Aarhus. [Downloadable!]
2. Yanqin Fan & Oliver Linton, 1997. "Some Higher Order Theory for a Consistent Nonparametric Model Specification Test," Cowles Foundation Discussion Papers 1148, Cowles Foundation, Yale University. [Downloadable!]
3. Y Nishiyama & Peter M Robinson, 1999. "Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi A," STICERD - Econometrics Paper Series /1999/374, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
4. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
   Other versions:
   • Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February. [Downloadable!] (restricted)
5. Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series /2003/451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
   Other versions:
   • Hidehiko Ichimura & Oliver Linton, 2001. "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers CWP04/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]