| Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator MA Delgado, JM Rodrıguez-Poo, M Wolf Economics Letters 73 (2), 241-250, 2001 | 117 | 2001 |
| Nonparametric estimation of time varying parameters under shape restrictions S Orbe, E Ferreira, J Rodriguez-Poo journal of Econometrics 126 (1), 53-77, 2005 | 108 | 2005 |
| On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach. D Veredas, JM Rodríguez Poo, A Espasa Nº.: UC3M Working Papers. Statistics and Econometrics 2001-21, 2001 | 38 | 2001 |
| On the estimation and testing of time varying constraints in econometric models S Orbe, E Ferreira, J Rodriguez-Poo Statistica Sinica, 1313-1333, 2006 | 36 | 2006 |
| Nonparametric estimation of fixed effects panel data varying coefficient models JM Rodriguez-Poo, A Soberón Journal of Multivariate Analysis 133, 95-122, 2015 | 35 | 2015 |
| Nonparametric and semiparametric panel data models: Recent developments JM Rodriguez‐Poo, A Soberon Journal of Economic Surveys 31 (4), 923-960, 2017 | 32 | 2017 |
| Estimation and specification testing in female labor participation models: parametric and semiparametric methods AI Fernández, JM Rodríguez-Poo Econometric Reviews 16 (2), 229-247, 1997 | 32 | 1997 |
| Direct semi‐parametric estimation of fixed effects panel data varying coefficient models JM Rodriguez‐Poo, A Soberon The Econometrics Journal 17 (1), 107-138, 2014 | 29 | 2014 |
| Nonparametric factor analysis of residual time series JM Rodríguez-Poo, O Linton Test 10, 161-182, 2001 | 26 | 2001 |
| Computer-aided introduction to econometrics JR Poo Springer Science & Business Media, 2003 | 25 | 2003 |
| On the (intradaily) seasonality of a financial point process D Veredas, J Rodriguez-Poo, A Espasa Working Paper, 2001 | 25 | 2001 |
| A nonparametric method to estimate time varying coefficients under seasonal constraints S Orbe, E Ferreira, J Rodríguez-póo Journal of nonparametric statistics 12 (6), 779-806, 2000 | 23 | 2000 |
| Longitudinal data with nonstationary errors: a nonparametric three-stage approach V Núñez-Antón, JM Rodríguez-Póo, P Vieu Test 8 (1), 201-231, 1999 | 23 | 1999 |
| Semiparametric estimation of separable models with possibly limited dependent variables JM Rodríguez-Póo, S Sperlich, P Vieu Econometric Theory 19 (6), 1008-1039, 2003 | 21 | 2003 |
| Kernel regression estimates of growth curves using nonstationary correlated errors E Ferreira, V Núñez-Antón, J Rodríguez-Póo Statistics & probability letters 34 (4), 413-423, 1997 | 21 | 1997 |
| Semiparametric estimation for financial durations JM Rodríguez-Poo, D Veredas, A Espasa High Frequency Financial Econometrics: Recent Developments, 225-251, 2008 | 20 | 2008 |
| Semiparametric three‐step estimation methods for simultaneous equation systems JM Rodríguez‐Póo, S Sperlich, AI Fernández Journal of Applied Econometrics 20 (6), 699-721, 2005 | 19 | 2005 |
| Semiparametric approaches to signal extraction problems in economic time series E Ferreira, V Núñez-Antón, J Rodríguez-Póo Computational Statistics & Data Analysis 33 (3), 315-333, 2000 | 18 | 2000 |
| An algorithm to estimate time-varying parameter SURE models under different types of restriction S Orbe, E Ferreira, J Rodriguez-Poo Computational statistics & data analysis 42 (3), 363-383, 2003 | 17 | 2003 |
| Semiparametric estimation of a duration model A Alonso Anton, A Fernandez Sainz, J Rodriguez‐Poo Oxford Bulletin of Economics and Statistics 63 (5), 517-533, 2001 | 14 | 2001 |
