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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis, (2009)
Standard errors for nonparametric regression
Chu, Ba, (2020)
Identification of additive and polynomial models of mismeasured regressors without instruments
Ben-Moshe, Dan, (2017)
Martingale limit theorem revisited and nonlinear cointegrating regression
Wang, Qiying, (2014)
Least squares estimation for nonlinear regression models with heteroscedasticity
Wang, Qiying, (2021)
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong, (2020)