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J. P. Nielsen and S. Sperlich, “Smoothing Backfitting in Practice,” Journal of the Royal Statistical Society Series B, Vol. 67, No. 1, 2005, pp. 43-61. doi:10.1111/j.1467-9868.2005.00487.x

has been cited by the following article:

• TITLE: Nonparametric Lag Selection for Additive Models based on the Smooth Backfitting Estimator

  AUTHORS: Zheng-Feng Guo, Lingyan Cao, Ying He

  KEYWORDS: Lag selection, FPE; Consistency, Additive Models

  JOURNAL NAME: Theoretical Economics Letters, Vol.1 No.2, August 16, 2011

  ABSTRACT: This paper proposes a nonparametric FPE-like procedure based on the smooth backfitting estimator when the additive structure is a priori known. This procedure can be expected to perform well because of its well-known finite sample performance of the smooth backfitting estimator. Consistency of our procedure is established under very general conditions, including heteroskedasticity.