Chen, X. and D. Pouzo (2012). Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Econometrica 80 (1), 277–321. Chen, X. and M. Reiss (2011). On rate optimality for ill-posed inverse problems in econometrics. Econometric Theory 27 (Special Issue 03), 497–521. Chen, X. and X. Shen (1998). Sieve extremum estimates for weakly dependent data. Economet- rica 66 (2), 289–314. Cohen, A., I. Daubechies, and P. Vial (1993). Wavelets on the interval and fast wavelet transforms. Applied and Computational Harmonic Analysis 1 , 54–81. De Boor, C. (2001). A Practical Guide to Splines . Springer-Verlag, New York. de Jong, R. M. (2002). A note on “convergence rates and asymptotic normality for series estimators”: Uniform convergence rates. Journal of Econometrics 111 (1), 1–9. Demko, S., W. F. Moss, and P. W. Smith (1984). Decay rates for inverses of band matrices. Mathe- matics of Computation 43 , 491–499. DeVore, R. A. and G. G. Lorentz (1993). Constructive Approximation . Springer-Verlag, Berlin. Fan, J. and Q. Yao (2003). Nonlinear Time Series: Nonparametric and Parametric Methods . Springer- Verlag, New York. Freedman, D. A. (1975). On tail probabilities for martingales. The Annals of Probability 3 (1), 100–118. Gobet, E., M. Hoffmann, and M. Reiss (2004). Nonparametric estimation of scalar diffusions based on low frequency data. The Annals of Statistics 32 , 2223–2253. Hansen, B. (2008). Uniform convergence rates for kernel estimation with dependent data. Econometric Theory 24 , 726–748. Hansen, B. (2014). A unified asymptotic distribution theory for parametric and non-parametric least squares. Working paper, University of Wisconsin. Huang, J. Z. (1998). Projection estimation in multiple regression with application to functional ANOVA models. The Annals of Statistics 26 (1), 242–272. 53