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Identification for prediction and decision
Manski, Charles F., (2007)
A reality check for data snooping
White, Halbert, (2000)
Essays in computational statistics with applications to volatility forecasting and forecast combination
Knaus, Simon D., (2014)
Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver, (1996)
Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver, (2000)
Semiparametric and nonparametric ARCH modeling
Linton, Oliver, (2009)