{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,4]],"date-time":"2026-10-04T03:29:22Z","timestamp":1791084562039,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2000,8,1]],"date-time":"2000-08-01T00:00:00Z","timestamp":965088000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,8]]},"abstract":"<jats:p>We consider the estimation and identification of \nthe components (endogenous and exogenous) of additive nonlinear \nARX time series models. We employ a local polynomial fitting \nscheme coupled with projections. We establish the weak \nconsistency (with rates) and the asymptotic normality of \nthe projection estimates of the additive components. Expressions \nfor the asymptotic bias and variance are given.<\/jats:p>","DOI":"10.1017\/s0266466600164011","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"465-501","source":"Crossref","is-referenced-by-count":26,"title":["NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME \nSERIES: LOCAL LINEAR FITTING AND PROJECTIONS"],"prefix":"10.1017","volume":"16","author":[{"given":"Zongwu","family":"Cai","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Elias","family":"Masry","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,8,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600164011","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T15:39:46Z","timestamp":1554737986000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600164011\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2000,8]]}},"alternative-id":["S0266466600164011"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600164011","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,8]]}}}