1. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-30, November. [Downloadable!] (restricted)
2. Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July. [Downloadable!] (restricted)
   Other versions:
   • Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
3. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-37, January. [Downloadable!] (restricted)
4. Ichimura, H., 1991. "Semiparametric Least Squares (sls) and Weighted SLS Estimation of Single- Index Models," Papers 264, Minnesota - Center for Economic Research.

Cited by:
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1. Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics. [Downloadable!]
   Other versions:
   • Tue Gorgens, 2000. "Semiparametric Estimation of Single-Index Transition Intensities," Econometric Society World Congress 2000 Contributed Papers 0596, Econometric Society. [Downloadable!]
   • Gorgens, T., 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Papers 99-25, Carleton - School of Public Administration.
2. Tue Gorgens & Joel L. Horowitz, 1996. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics 9603001, EconWPA. [Downloadable!]
   Other versions:
   • Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
   • Gorgens, Tue & Horowitz, Joel L., 1999. "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June. [Downloadable!] (restricted)
3. Joel L. Horowitz & Sokbae Lee, 2002. "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-3, International Conferences on Panel Data. [Downloadable!]
   Other versions:
   • Joel Horowitz & Sokbae 'Simon' Lee, 2002. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers CWP21/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
   • Horowitz, Joel L. & Lee, Sokbae, 2004. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, vol. 119(1), pages 155-198, March. [Downloadable!] (restricted)
4. König, Anja, 1997. "Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-208, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
5. Seung-Hyun Hong & Leonardo Rezende, 2006. "Network Effects, Switching Costs, and Underlying Preferences in Operating Systems for Servers: A Case of Linux vs. Windows," Working Papers 06-12, NET Institute, revised Sep 2006. [Downloadable!]
6. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA. [Downloadable!]
   Other versions:
   • J. Horowitz, . "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," Sonderforschungsbereich 373 1996-44, Humboldt Universitaet Berlin.
7. Daniela Climov & Michel Delecroix & Léopold Simar, 2002. "Semiparametric estimation in single index Poisson regression: a practical approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(7), pages 1047-1070, September. [Downloadable!] (restricted)
   Other versions:
   • D. Climov & M. Delecroix & L. Simar, . "Semiparametric Estimation in Single Index Poisson Regression: A Practical Approach," Sonderforschungsbereich 373 2001-51, Humboldt Universitaet Berlin.
8. Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics. [Downloadable!]
   Other versions:
   • Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July. [Downloadable!] (restricted)