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Using penalized spline, generalized additive model and mixed model regression techniques to examine univariate and multivariate time series and in particular business cycles
Teuber, Timo, (2013)
A nonparametric regression cross spectrum for multivariate time series
Beran, Jan, (2008)
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan, (2015)
Partial identification of functionals of the joint distribution of "potential outcomes"
Fan, Yanqin, (2017)
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin, (1998)
Bootstrapping a consistent nonparametric goodness-of-fit test
Fan, Yanqin, (1995)