Lian, Heng; Liang, Hua Generalized additive partial linear models with high-dimensional covariates. (English) Zbl 1290.62054 Econom. Theory 29, No. 6, 1136-1161 (2013). MSC: 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Levine, Michael; Li, Jinguang Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation. (English) Zbl 1242.91191 Econom. Theory 28, No. 3, 629-669 (2012). MSC: 91G20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Horowitz, Joel L.; Mammen, Enno Oracle-efficient nonparametric estimation of an additive model with an unknown link function. (English) Zbl 1218.62034 Econom. Theory 27, No. 3, 582-608 (2011). MSC: 62G08 62G05 62G20 62E20 62G07 × Cite Format Result Cite Review PDF Full Text: DOI