//-->
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)
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J., (1999)
Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Markovian bootstrap approach
Engsted, Tom, (2000)
A bootstrap test for single index models