Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical Economics 45 (2013) 2, pp. 1009-1024
Recently Martins-Filho and Yao (J Multivar Anal 100:309–333, <CitationRef CitationID="CR7">2009</CitationRef>) have proposed a two-step estimator of nonparametric regression function with parametric error covariance and demonstrate that it is more efficient than the usual LLE. In the present paper we demonstrate that MY’s estimator...</citationref>
