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Comparing sequential forecasters
Choe, Yo Joong, (2024)
Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine, (2009)
Estimating and Testing Continuous-Time Models in Finance : The Role of Transition Densities
Aït-Sahalia, Yacine, (2010)
Bootstrapping semiparametric models with single-index nuisance parameters
Song, Kyungchul, (2010)
Efficient estimation of average treatment effects under treatment-based sampling
Testing semiparametric conditional moment restrictions using conditional martingale transforms