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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)
The grid bootstrap and the autoregressive model
Hansen, Bruce E., (1999)
Testing for linearity
Threshold effects in non-dynamic panels : estimation, testing, and inference