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 | 95 | 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 | 92 | 2005 |

On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach. D Veredas, JM Rodríguez Poo, A Espasa | 36 | 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 | 30 | 2006 |

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 | 29 | 1997 |

Nonparametric factor analysis of residual time series JM Rodríguez-Poo, O Linton Test 10 (1), 161-182, 2001 | 22 | 2001 |

Longitudinal data with nonstationary errors: a nonparametric three-stage approach V Núñez-Antón, JM Rodríguez-Póo, P Vieu Test 8 (1), 201-231, 1999 | 22 | 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 | 20 | 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 | 20 | 1997 |

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 | 18 | 2003 |

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 | 18 | 2000 |

Semiparametric estimation for financial durations JM Rodríguez-Poo, D Veredas, A Espasa High frequency financial econometrics, 225-251, 2008 | 17 | 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 | 17 | 2005 |

Nonparametric estimation of fixed effects panel data varying coefficient models JM Rodriguez-Poo, A Soberón Journal of Multivariate Analysis 133, 95-122, 2015 | 15 | 2015 |

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 | 15* | 2001 |

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 | 15 | 2000 |

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 | 14 | 2014 |

An adaptive specification test for semiparametric models JM Rodriguez-Poo, S Sperlich, P Vieu Available at SSRN 1010933, 2005 | 12 | 2005 |

On the (intradaily) seasonality, dynamics and durations zero of a financial point process D Veredas, J Rodriguez-Poo, A Espasa CORE DP 23, 2002 | 12 | 2002 |

Semiparametric estimation of separable models with possibly limited dependent variables J Rodrıguez-Póo, S Sperlich, P Vieu Econometric Theory 19, 1008-1040, 2003 | 10 | 2003 |