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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis, (2009)
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao, (2022)
Semiparametric regression with kernel error model
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Martingale limit theorem revisited and nonlinear cointegrating regression
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Least squares estimation for nonlinear regression models with heteroscedasticity
Wang, Qiying, (2021)
The invariance principle for linear processes with applications
Wang, Qiying, (2002)