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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)
Dynamic agency with persistent observable shocks
Li, Rui, (2017)
Moral hazard in investment and endogenous risk taking
Sufficient communication in repeated games with imperfect private monitoring
Li, Rui, (2010)