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Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang, (2000)
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2000)
Nonparametric two-step estimation of unknown regression functions when the regressors and the regression error are not independent
Ng, Serena, (1995)
Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana, (2010)
Efficient conditional quantile estimation : the time series case
Komunjer, Ivana, (2006)
Generalized inverses and asymptotic properties of wald tests
Vuong, Quang H., (1987)