- Cameron, A.C. and Trivedi, P.K. (2005): Microeconometrics, Cambridge University Press.

- Davidson, J. (2000): Econometric Theory, Blackwell.

- Hayashi, F. (2000): Econometrics, Princeton University Press.

- Mittelhammer, R.C., Judge, G.G. and Miller, D.J. (2000): Econometric Foundations, Cambridge University Press.

- Wooldridge, J.M. (2002): Econometric Analysis of Cross Section and Panel Data, The MIT Press.

GMM

Hansen, Lars Peter (1982): "Large Sample Properties of Generalized Method of Moments Estimators", Econometrica 50: 1029-1054.

Arellano, Manuel and Bond, Stephen (1991): "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations", The Review of Economic Studies 58: 277-297.

Contrastes de especificación I

Andrews, Donald W. K. (1988a): "Chi-Square Diagnostic Tests for Econometric Models. Introduction and Applications", Journal of Econometrics 37: 135-156.

Andrews, Donald W. K. (1988b): "Chi-Square Diagnostic Tests for Econometric Models: Theory", Econometrica 56: 1419-1453.

Contrastes de especificación II

Newey, Whitney K. (1985): "Maximum Likelihood Specification Testing and Conditional Moment Tests", Econometrica 53: 1047-1070.

Cameron, A. Colin and Trivedi, Pravin K. (1990): "Regression-based tests for overdispersion in the Poisson model", Journal of Econometrics 46: 347-364.

Criterios de selección del modelo

Cameron, A.C. and F.A.G. Windmeijer (1996): "R-squared measures for count data regression models with applications to health care utilization", Journal of Business and Economic Statistics 14: 209-220.

Cameron, A.C. and F.A.G. Windmeijer (1997): "An R-squared measure of goodness of fit for some common nonlinear regression models", Journal of Econometrics 77: 329-342.

Quantile regression

Koenker, Roger and Bassett, Gilbert (1978): "Regression Quantiles", Econometrica 46: 33-50.

Buchinsky, Moshe (1994): "Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression", Econometrica 62: 405-458.

Quasi-likelihood

Gourieroux, C.; Monfort, A.; and Trognon A. (1984a): "Pseudo Maximum Likelihood Methods: Theory", Econometrica 52: 681-700.

Gourieroux, C.; Monfort, A.; and Trognon A. (1984b): "Pseudo Maximum Likelihood Methods: Applications to Poisson Models", Econometrica 52: 701-720.

Empirical Likelihood and GMM

Imbens, Guido W. (1997): "One-Step Estimators for Over-Identified Generalized Method of Moments Models", The Review of Economic Studies 64: 359-383.

Imbens, Guido W. (2002): "Generalized Method of Moments and Empirical Likelihood", Journal of Business & Economic Statistics 20: 493-506.

Semiparametric methods

Robinson, P. M. (1987): "Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form", Econometrica 55: 875-891.

Delgado, Miguel A. and Kniesner, Thomas J. (1997): "Count Data Models with Variance of Unknown Form: An Application to a Hedonic Model of Worker Absenteeism", The Review of Economics and Statistics 79: 41-49.